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First Trust Energy AlphaDEX Fund FXN

i

Market dataready · fetched 2026-10-23T04:43:41.599Z

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 · 2026-10-23T00:00:00.178556976Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:43:39.910314+00:00

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$2.62$3.39$20.57$22.18$23.80$25.41$27.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXN spot · $24.00FXN PRICE$0.40$0.46$0.51$0.56$0.63$0.73$0.84$0.94$1.05$1.15$1.26$1.39$1.73$0.47$0.54$0.61$0.69$0.78$0.87$1.03$1.23$1.42$1.72$2.11$2.58$3.17
PutsExpensive1.78×
CallsExpensive1.43×
SkewBearish+6.08 pp
Implied moveBearish±$1.86
TiltBearish19.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.9657.7%18.2%21.2558.2%13.4%
25Δ26.7449.7%13.3%22.1150.2%10.1%
30Δ25.8542.7%9.9%22.6945.1%8.0%
35Δ25.2637.5%7.5%23.1641.2%6.4%
40Δ24.8234.8%6.1%23.5238.7%5.3%
45Δ24.5134.0%5.2%23.8736.2%4.2%
50Δ24.2033.1%4.3%24.2035.6%3.4%
55Δ23.9132.1%3.5%24.5236.1%2.9%
60Δ23.6830.7%3.0%24.8436.6%2.4%
65Δ23.4429.2%2.5%25.2337.9%2.0%
70Δ23.2127.8%1.9%25.7140.1%1.7%
75Δ22.9626.7%1.4%26.2642.3%1.3%
80Δ22.5628.0%1.2%26.9444.8%1.0%

20Δ

Calls
Pseudo strike
27.96
IV
57.7%
B/E move
18.2%
Puts
Pseudo strike
21.25
IV
58.2%
B/E move
13.4%

25Δ

Calls
Pseudo strike
26.74
IV
49.7%
B/E move
13.3%
Puts
Pseudo strike
22.11
IV
50.2%
B/E move
10.1%

30Δ

Calls
Pseudo strike
25.85
IV
42.7%
B/E move
9.9%
Puts
Pseudo strike
22.69
IV
45.1%
B/E move
8.0%

35Δ

Calls
Pseudo strike
25.26
IV
37.5%
B/E move
7.5%
Puts
Pseudo strike
23.16
IV
41.2%
B/E move
6.4%

40Δ

Calls
Pseudo strike
24.82
IV
34.8%
B/E move
6.1%
Puts
Pseudo strike
23.52
IV
38.7%
B/E move
5.3%

45Δ

Calls
Pseudo strike
24.51
IV
34.0%
B/E move
5.2%
Puts
Pseudo strike
23.87
IV
36.2%
B/E move
4.2%

50Δ

Calls
Pseudo strike
24.20
IV
33.1%
B/E move
4.3%
Puts
Pseudo strike
24.20
IV
35.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
23.91
IV
32.1%
B/E move
3.5%
Puts
Pseudo strike
24.52
IV
36.1%
B/E move
2.9%

60Δ

Calls
Pseudo strike
23.68
IV
30.7%
B/E move
3.0%
Puts
Pseudo strike
24.84
IV
36.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
23.44
IV
29.2%
B/E move
2.5%
Puts
Pseudo strike
25.23
IV
37.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
23.21
IV
27.8%
B/E move
1.9%
Puts
Pseudo strike
25.71
IV
40.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
22.96
IV
26.7%
B/E move
1.4%
Puts
Pseudo strike
26.26
IV
42.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
22.56
IV
28.0%
B/E move
1.2%
Puts
Pseudo strike
26.94
IV
44.8%
B/E move
1.0%

Options history

No recorded observations