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First Trust Technology AlphaDEX Fund FXL

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Market datapartial · fetched 2026-10-22T23:49:55.771Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.00360197Z

FundamentalsAlpha Vantage · unavailable

Share price$217.81
1D-0.8%
AH$216.05$216.97$217.89$218.81$219.735:30 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$1.63$6.39$11.15$15.91$20.67$194.20$205.91$217.63$229.35$241.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXL spot · $217.81FXL PRICE$2.14$2.71$3.32$3.94$4.79$5.79$6.88$8.14$9.47$11.13$12.89$15.11$19.30$2.71$3.29$4.38$5.29$5.95$6.82$7.75$8.79$9.89$11.30$13.28$15.47$17.89
PutsExpensive1.29×
CallsExpensive1.32×
SkewBearish+0.59 pp
Implied moveBearish±$14.63
TiltBearish3.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ237.3332.7%9.9%200.3838.2%9.2%
25Δ233.0230.9%8.2%205.7933.9%7.0%
30Δ229.6629.6%7.0%208.4735.1%6.3%
35Δ226.3028.4%5.7%211.3034.7%5.4%
40Δ223.6528.3%4.9%214.3332.3%4.3%
45Δ221.4628.8%4.3%216.8531.0%3.6%
50Δ219.2229.4%3.8%219.2329.9%2.9%
55Δ216.9229.8%3.3%221.4529.0%2.4%
60Δ214.5830.3%2.9%223.6128.2%1.9%
65Δ212.0330.7%2.5%225.9527.8%1.5%
70Δ209.4031.2%2.1%228.6228.2%1.1%
75Δ206.4031.8%1.7%231.4828.4%0.8%
80Δ201.6835.6%1.5%234.5528.4%0.5%

20Δ

Calls
Pseudo strike
237.33
IV
32.7%
B/E move
9.9%
Puts
Pseudo strike
200.38
IV
38.2%
B/E move
9.2%

25Δ

Calls
Pseudo strike
233.02
IV
30.9%
B/E move
8.2%
Puts
Pseudo strike
205.79
IV
33.9%
B/E move
7.0%

30Δ

Calls
Pseudo strike
229.66
IV
29.6%
B/E move
7.0%
Puts
Pseudo strike
208.47
IV
35.1%
B/E move
6.3%

35Δ

Calls
Pseudo strike
226.30
IV
28.4%
B/E move
5.7%
Puts
Pseudo strike
211.30
IV
34.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
223.65
IV
28.3%
B/E move
4.9%
Puts
Pseudo strike
214.33
IV
32.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
221.46
IV
28.8%
B/E move
4.3%
Puts
Pseudo strike
216.85
IV
31.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
219.22
IV
29.4%
B/E move
3.8%
Puts
Pseudo strike
219.23
IV
29.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
216.92
IV
29.8%
B/E move
3.3%
Puts
Pseudo strike
221.45
IV
29.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
214.58
IV
30.3%
B/E move
2.9%
Puts
Pseudo strike
223.61
IV
28.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
212.03
IV
30.7%
B/E move
2.5%
Puts
Pseudo strike
225.95
IV
27.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
209.40
IV
31.2%
B/E move
2.1%
Puts
Pseudo strike
228.62
IV
28.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
206.40
IV
31.8%
B/E move
1.7%
Puts
Pseudo strike
231.48
IV
28.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
201.68
IV
35.6%
B/E move
1.5%
Puts
Pseudo strike
234.55
IV
28.4%
B/E move
0.5%

Options history

No recorded observations