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First Trust Energy AlphaDEX Fund FXN

i

Market dataready · fetched 2026-11-13T17:12:16.072Z

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 · 2026-11-13T17:11:08.631706031Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T17:12:14.317591+00:00

Share price$23.28
1D-0.1%
$23.12$23.17$23.22$23.26$23.315:30 AM6:30 AM9:00 AM1:00 PMFXN
Sold putSold call

First Trust Energy AlphaDEX Fund options

Live interpolated FXN call and put midpoint premiums by absolute delta.First Trust Energy AlphaDEX Fund$0.38$0.58$0.77$0.97$1.17$21.17$22.24$23.32$24.40$25.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXN spot · $23.27FXN PRICE$0.40$0.40$0.42$0.46$0.49$0.53$0.57$0.61$0.65$0.73$0.82$0.91$1.00$0.40$0.40$0.43$0.47$0.51$0.56$0.61$0.65$0.70$0.75$0.80$0.85$1.11
PutsExpensive2.52×
CallsExpensive2.18×
SkewBullish-2.71 pp
Implied moveBearish±$1.18
TiltBalanced1.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.19119.0%18.5%20.83103.2%12.2%
25Δ25.5588.4%11.5%21.7279.2%8.4%
30Δ24.7472.3%8.1%22.2267.0%6.4%
35Δ24.2463.3%6.1%22.5660.2%5.1%
40Δ23.8956.5%4.8%22.9053.4%3.8%
45Δ23.6752.0%4.0%23.1049.2%3.1%
50Δ23.4647.4%3.2%23.2546.1%2.7%
55Δ23.2442.9%2.5%23.4043.1%2.3%
60Δ23.0238.3%1.7%23.5540.0%1.8%
65Δ22.8835.9%1.4%23.7037.0%1.4%
70Δ22.7433.7%1.2%23.8433.9%1.0%
75Δ22.6031.6%1.0%23.9930.9%0.6%
80Δ22.4729.5%0.8%24.2932.3%0.4%

20Δ

Calls
Pseudo strike
27.19
IV
119.0%
B/E move
18.5%
Puts
Pseudo strike
20.83
IV
103.2%
B/E move
12.2%

25Δ

Calls
Pseudo strike
25.55
IV
88.4%
B/E move
11.5%
Puts
Pseudo strike
21.72
IV
79.2%
B/E move
8.4%

30Δ

Calls
Pseudo strike
24.74
IV
72.3%
B/E move
8.1%
Puts
Pseudo strike
22.22
IV
67.0%
B/E move
6.4%

35Δ

Calls
Pseudo strike
24.24
IV
63.3%
B/E move
6.1%
Puts
Pseudo strike
22.56
IV
60.2%
B/E move
5.1%

40Δ

Calls
Pseudo strike
23.89
IV
56.5%
B/E move
4.8%
Puts
Pseudo strike
22.90
IV
53.4%
B/E move
3.8%

45Δ

Calls
Pseudo strike
23.67
IV
52.0%
B/E move
4.0%
Puts
Pseudo strike
23.10
IV
49.2%
B/E move
3.1%

50Δ

Calls
Pseudo strike
23.46
IV
47.4%
B/E move
3.2%
Puts
Pseudo strike
23.25
IV
46.1%
B/E move
2.7%

55Δ

Calls
Pseudo strike
23.24
IV
42.9%
B/E move
2.5%
Puts
Pseudo strike
23.40
IV
43.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
23.02
IV
38.3%
B/E move
1.7%
Puts
Pseudo strike
23.55
IV
40.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
22.88
IV
35.9%
B/E move
1.4%
Puts
Pseudo strike
23.70
IV
37.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
22.74
IV
33.7%
B/E move
1.2%
Puts
Pseudo strike
23.84
IV
33.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
22.60
IV
31.6%
B/E move
1.0%
Puts
Pseudo strike
23.99
IV
30.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
22.47
IV
29.5%
B/E move
0.8%
Puts
Pseudo strike
24.29
IV
32.3%
B/E move
0.4%

Options history

IV · four-Friday blend32.54%
Daily close
FXN27.5%45.7%64.0%2026-08-17: 39.74%2026-08-18: 43.46%2026-08-19: 47.42%2026-08-20: 61.46%2026-08-21: 31.56%2026-08-24: 30.79%2026-08-25: 30.63%2026-08-26: 30.68%2026-08-27: 30.51%2026-08-28: 30.86%2026-08-31: 30.64%2026-09-01: 32.40%2026-09-02: 32.39%2026-09-03: 32.76%2026-09-04: 32.45%2026-09-08: 34.51%2026-09-09: 34.97%2026-09-10: 35.45%2026-09-11: 36.38%2026-09-14: 40.12%2026-09-15: 42.73%2026-09-16: 47.43%2026-09-17: 56.42%2026-09-18: 33.15%2026-09-21: 31.46%2026-09-22: 32.04%2026-09-23: 31.69%2026-09-24: 30.98%2026-09-25: 31.54%2026-09-28: 32.37%2026-09-29: 32.24%2026-09-30: 31.18%2026-10-01: 32.46%2026-10-02: 32.32%2026-10-05: 32.41%2026-10-06: 32.60%2026-10-07: 32.41%2026-10-08: 33.52%2026-10-09: 33.47%2026-10-12: 37.14%2026-10-13: 38.27%2026-10-14: 40.09%2026-10-15: 48.52%2026-10-16: 30.02%2026-10-19: 30.39%2026-10-20: 30.53%2026-10-21: 31.28%2026-10-22: 32.22%2026-10-23: 32.22%2026-10-26: 32.85%2026-10-27: 32.40%2026-10-28: 32.01%2026-10-29: 32.11%2026-10-30: 32.54%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
39.74%
43.46%
47.42%
61.46%
31.56%
30.79%
30.63%
30.68%
30.51%
30.86%
30.64%
32.40%
32.39%
32.76%
32.45%
34.51%
34.97%
35.45%
36.38%
40.12%
42.73%
47.43%
56.42%
33.15%
31.46%
32.04%
31.69%
30.98%
31.54%
32.37%
32.24%
31.18%
32.46%
32.32%
32.41%
32.60%
32.41%
33.52%
33.47%
37.14%
38.27%
40.09%
48.52%
30.02%
30.39%
30.53%
31.28%
32.22%
32.22%
32.85%
32.40%
32.01%
32.11%
32.54%