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First Trust Financials AlphaDEX Fund FXO

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Market datapartial · fetched 2026-10-22T23:54:29.642Z

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 · 2026-10-22T22:30:00.003190022Z

FundamentalsAlpha Vantage · unavailable

Share price$64.78
1D+1.4%
AH$63.81$64.08$64.34$64.61$64.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXO
Sold putSold callAH

First Trust Financials AlphaDEX Fund options

Live interpolated FXO call and put midpoint premiums by absolute delta.First Trust Financials AlphaDEX Fund$0.72$1.72$2.71$3.71$4.70$59.19$61.79$64.40$67.00$69.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXO spot · $64.78FXO PRICE$0.83$0.91$0.99$1.10$1.21$1.32$1.48$1.66$1.88$2.19$2.55$3.20$0.86$0.94$1.03$1.13$1.24$1.35$1.47$1.65$1.83$2.17$2.56$3.44$4.42
PutsExpensive1.81×
CallsExpensive1.35×
SkewBearish+2.72 pp
Implied moveBearish±$2.79
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.4740.2%9.5%
25Δ69.5332.3%8.6%61.3033.1%6.8%
30Δ68.1628.0%6.6%62.5128.5%5.1%
35Δ66.8924.0%4.8%63.3725.4%3.9%
40Δ66.1821.9%3.9%64.0823.0%3.0%
45Δ65.6220.3%3.2%64.6021.1%2.4%
50Δ65.1218.8%2.6%65.1019.5%1.8%
55Δ64.6918.0%2.1%65.5018.7%1.4%
60Δ64.2817.4%1.8%65.9018.0%1.1%
65Δ63.8617.0%1.5%66.3918.2%0.9%
70Δ63.4017.2%1.3%66.9118.8%0.7%
75Δ62.9217.5%1.1%67.9020.6%0.5%
80Δ62.1719.1%0.9%68.9722.8%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.47
IV
40.2%
B/E move
9.5%

25Δ

Calls
Pseudo strike
69.53
IV
32.3%
B/E move
8.6%
Puts
Pseudo strike
61.30
IV
33.1%
B/E move
6.8%

30Δ

Calls
Pseudo strike
68.16
IV
28.0%
B/E move
6.6%
Puts
Pseudo strike
62.51
IV
28.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
66.89
IV
24.0%
B/E move
4.8%
Puts
Pseudo strike
63.37
IV
25.4%
B/E move
3.9%

40Δ

Calls
Pseudo strike
66.18
IV
21.9%
B/E move
3.9%
Puts
Pseudo strike
64.08
IV
23.0%
B/E move
3.0%

45Δ

Calls
Pseudo strike
65.62
IV
20.3%
B/E move
3.2%
Puts
Pseudo strike
64.60
IV
21.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
65.12
IV
18.8%
B/E move
2.6%
Puts
Pseudo strike
65.10
IV
19.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
64.69
IV
18.0%
B/E move
2.1%
Puts
Pseudo strike
65.50
IV
18.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
64.28
IV
17.4%
B/E move
1.8%
Puts
Pseudo strike
65.90
IV
18.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
63.86
IV
17.0%
B/E move
1.5%
Puts
Pseudo strike
66.39
IV
18.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
63.40
IV
17.2%
B/E move
1.3%
Puts
Pseudo strike
66.91
IV
18.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
62.92
IV
17.5%
B/E move
1.1%
Puts
Pseudo strike
67.90
IV
20.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
62.17
IV
19.1%
B/E move
0.9%
Puts
Pseudo strike
68.97
IV
22.8%
B/E move
0.3%

Options history

No recorded observations