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First Trust Technology AlphaDEX Fund FXL

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Market dataready · fetched 2026-11-12T02:05:21.138Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:00.130462645Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:05:20.692435+00:00

Share price$209.46
1D+0.5%
AH$207$208$210$211$2125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXL
Sold putSold callAH

First Trust Technology AlphaDEX Fund options

Live interpolated FXL call and put midpoint premiums by absolute delta.First Trust Technology AlphaDEX Fund$1.22$4.04$6.86$9.68$12.50$191.83$200.27$208.71$217.15$225.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXL spot · $209.46FXL PRICE$1.53$1.79$2.10$2.50$3.00$3.50$4.03$4.91$5.79$6.68$8.24$10.43$11.68$1.83$2.08$2.32$2.64$3.05$3.45$3.86$4.38$4.93$5.47$6.01$6.96$11.46
PutsCheap0.73×
CallsCheap0.89×
SkewBullish-3.98 pp
Implied moveBullish±$7.88
TiltBullish6.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ222.7443.9%7.1%197.3248.7%6.7%
25Δ218.8338.3%5.3%200.9342.1%5.1%
30Δ216.2735.1%4.3%203.6137.0%3.9%
35Δ214.2733.3%3.5%205.6733.5%3.1%
40Δ212.8132.7%3.0%207.0631.9%2.6%
45Δ211.3632.1%2.6%208.4630.2%2.1%
50Δ209.9231.6%2.1%209.8528.6%1.7%
55Δ208.5032.2%1.9%210.9327.5%1.4%
60Δ207.0932.8%1.6%211.9726.5%1.2%
65Δ205.6833.5%1.4%213.0225.5%0.9%
70Δ203.7035.8%1.2%214.0624.5%0.7%
75Δ201.2239.8%1.0%215.4824.1%0.4%
80Δ199.4739.2%0.8%220.2128.3%0.3%

20Δ

Calls
Pseudo strike
222.74
IV
43.9%
B/E move
7.1%
Puts
Pseudo strike
197.32
IV
48.7%
B/E move
6.7%

25Δ

Calls
Pseudo strike
218.83
IV
38.3%
B/E move
5.3%
Puts
Pseudo strike
200.93
IV
42.1%
B/E move
5.1%

30Δ

Calls
Pseudo strike
216.27
IV
35.1%
B/E move
4.3%
Puts
Pseudo strike
203.61
IV
37.0%
B/E move
3.9%

35Δ

Calls
Pseudo strike
214.27
IV
33.3%
B/E move
3.5%
Puts
Pseudo strike
205.67
IV
33.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
212.81
IV
32.7%
B/E move
3.0%
Puts
Pseudo strike
207.06
IV
31.9%
B/E move
2.6%

45Δ

Calls
Pseudo strike
211.36
IV
32.1%
B/E move
2.6%
Puts
Pseudo strike
208.46
IV
30.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
209.92
IV
31.6%
B/E move
2.1%
Puts
Pseudo strike
209.85
IV
28.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
208.50
IV
32.2%
B/E move
1.9%
Puts
Pseudo strike
210.93
IV
27.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
207.09
IV
32.8%
B/E move
1.6%
Puts
Pseudo strike
211.97
IV
26.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
205.68
IV
33.5%
B/E move
1.4%
Puts
Pseudo strike
213.02
IV
25.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
203.70
IV
35.8%
B/E move
1.2%
Puts
Pseudo strike
214.06
IV
24.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
201.22
IV
39.8%
B/E move
1.0%
Puts
Pseudo strike
215.48
IV
24.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
199.47
IV
39.2%
B/E move
0.8%
Puts
Pseudo strike
220.21
IV
28.3%
B/E move
0.3%

Options history

IV · four-Friday blend29.64%
Daily close
FXL22.7%27.0%31.4%2026-08-13: 25.34%2026-08-14: 25.50%2026-08-17: 27.05%2026-08-18: 28.30%2026-08-19: 27.92%2026-08-21: 26.39%2026-08-24: 26.57%2026-08-25: 26.23%2026-08-26: 25.68%2026-08-27: 24.89%2026-08-28: 24.21%2026-08-31: 24.27%2026-09-01: 24.62%2026-09-02: 24.53%2026-09-03: 24.30%2026-09-04: 24.17%2026-09-08: 24.72%2026-09-09: 25.70%2026-09-10: 26.89%2026-09-11: 24.83%2026-09-14: 26.97%2026-09-15: 27.54%2026-09-16: 28.73%2026-09-17: 28.83%2026-09-18: 24.02%2026-09-21: 24.27%2026-09-22: 24.25%2026-09-23: 24.02%2026-09-24: 24.98%2026-09-25: 24.25%2026-09-28: 24.09%2026-09-29: 24.89%2026-09-30: 24.55%2026-10-01: 24.99%2026-10-02: 24.59%2026-10-05: 24.38%2026-10-06: 24.39%2026-10-07: 24.61%2026-10-08: 24.76%2026-10-09: 23.27%2026-10-13: 26.32%2026-10-14: 28.86%2026-10-15: 30.79%2026-10-16: 27.40%2026-10-19: 26.25%2026-10-20: 26.72%2026-10-21: 26.79%2026-10-22: 28.07%2026-10-23: 28.27%2026-10-26: 27.55%2026-10-27: 27.27%2026-10-28: 26.11%2026-10-29: 26.87%2026-10-30: 29.64%Aug 13Sep 22Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
25.34%
25.50%
27.05%
28.30%
27.92%
26.39%
26.57%
26.23%
25.68%
24.89%
24.21%
24.27%
24.62%
24.53%
24.30%
24.17%
24.72%
25.70%
26.89%
24.83%
26.97%
27.54%
28.73%
28.83%
24.02%
24.27%
24.25%
24.02%
24.98%
24.25%
24.09%
24.89%
24.55%
24.99%
24.59%
24.38%
24.39%
24.61%
24.76%
23.27%
26.32%
28.86%
30.79%
27.40%
26.25%
26.72%
26.79%
28.07%
28.27%
27.55%
27.27%
26.11%
26.87%
29.64%