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First Trust Energy AlphaDEX Fund FXN

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Market datapartial · fetched 2026-10-22T22:09:18.015Z

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 · 2026-10-22T20:10:00.00399145Z

FundamentalsAlpha Vantage · unavailable

Share price$24.00
1D-1.5%
AH$23.43$23.68$23.94$24.19$24.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXN
Sold putSold callAH

First Trust Energy AlphaDEX Fund options

Live interpolated FXN call and put midpoint premiums by absolute delta.First Trust Energy AlphaDEX Fund$0.32$1.09$1.86$2.63$3.40$20.59$22.19$23.80$25.40$27.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXN spot · $24.00FXN PRICE$0.40$0.46$0.51$0.56$0.63$0.73$0.84$0.94$1.04$1.15$1.25$1.38$1.72$0.47$0.54$0.61$0.69$0.78$0.87$1.03$1.23$1.43$1.72$2.12$2.59$3.18
PutsExpensive1.76×
CallsExpensive1.42×
SkewBearish+6.05 pp
Implied moveBearish±$1.86
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.9657.4%18.2%21.2657.9%13.4%
25Δ26.7449.4%13.4%22.1149.9%10.1%
30Δ25.8642.5%9.9%22.6944.8%8.0%
35Δ25.2637.3%7.6%23.1640.9%6.4%
40Δ24.8234.5%6.1%23.5238.3%5.3%
45Δ24.5133.6%5.2%23.8735.7%4.1%
50Δ24.2032.6%4.3%24.2135.1%3.4%
55Δ23.9131.5%3.6%24.5235.6%2.9%
60Δ23.6830.1%3.0%24.8436.0%2.4%
65Δ23.4528.7%2.5%25.2437.3%2.0%
70Δ23.2127.3%1.9%25.7239.5%1.7%
75Δ22.9626.1%1.4%26.2741.8%1.3%
80Δ22.5727.4%1.2%26.9544.2%1.0%

20Δ

Calls
Pseudo strike
27.96
IV
57.4%
B/E move
18.2%
Puts
Pseudo strike
21.26
IV
57.9%
B/E move
13.4%

25Δ

Calls
Pseudo strike
26.74
IV
49.4%
B/E move
13.4%
Puts
Pseudo strike
22.11
IV
49.9%
B/E move
10.1%

30Δ

Calls
Pseudo strike
25.86
IV
42.5%
B/E move
9.9%
Puts
Pseudo strike
22.69
IV
44.8%
B/E move
8.0%

35Δ

Calls
Pseudo strike
25.26
IV
37.3%
B/E move
7.6%
Puts
Pseudo strike
23.16
IV
40.9%
B/E move
6.4%

40Δ

Calls
Pseudo strike
24.82
IV
34.5%
B/E move
6.1%
Puts
Pseudo strike
23.52
IV
38.3%
B/E move
5.3%

45Δ

Calls
Pseudo strike
24.51
IV
33.6%
B/E move
5.2%
Puts
Pseudo strike
23.87
IV
35.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
24.20
IV
32.6%
B/E move
4.3%
Puts
Pseudo strike
24.21
IV
35.1%
B/E move
3.4%

55Δ

Calls
Pseudo strike
23.91
IV
31.5%
B/E move
3.6%
Puts
Pseudo strike
24.52
IV
35.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
23.68
IV
30.1%
B/E move
3.0%
Puts
Pseudo strike
24.84
IV
36.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
23.45
IV
28.7%
B/E move
2.5%
Puts
Pseudo strike
25.24
IV
37.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
23.21
IV
27.3%
B/E move
1.9%
Puts
Pseudo strike
25.72
IV
39.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
22.96
IV
26.1%
B/E move
1.4%
Puts
Pseudo strike
26.27
IV
41.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
22.57
IV
27.4%
B/E move
1.2%
Puts
Pseudo strike
26.95
IV
44.2%
B/E move
1.0%

Options history

No recorded observations