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First Trust Financials AlphaDEX Fund FXO

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Market dataready · fetched 2026-11-12T17:33:55.347Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-12T17:31:34.948359694Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T17:33:54.341722+00:00

Share price$65.92
1D-0.6%
$65.73$65.88$66.04$66.20$66.355:30 AM6:30 AM9:00 AM1:00 PMFXO
Sold putSold call

First Trust Financials AlphaDEX Fund options

Live interpolated FXO call and put midpoint premiums by absolute delta.First Trust Financials AlphaDEX Fund$1.06$2.40$3.73$5.07$6.40$58.62$62.69$66.77$70.84$74.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FXO spot · $65.92FXO PRICE$1.21$1.57$1.84$2.03$2.19$2.45$2.50$2.50$2.69$3.09$3.78$4.36$5.16$1.88$2.00$2.17$2.35$2.50$2.51$2.55$2.87$3.36$4.03$4.79$6.02
Puts——
CallsExpensive1.38×
Skew——
Implied moveBalanced±$5.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.7228.9%18.2%56.5243.7%17.1%
25Δ75.5731.5%17.0%59.9235.4%12.1%
30Δ73.6230.7%14.5%62.1730.4%9.0%
35Δ71.1727.1%11.1%63.7727.0%6.8%
40Δ69.4324.0%8.6%65.1523.8%5.0%
45Δ68.1922.5%7.2%66.1720.3%3.4%
50Δ67.0819.4%5.6%66.9217.6%2.3%
55Δ66.3016.6%4.4%67.6516.9%1.7%
60Δ65.5715.3%3.6%68.4417.0%1.3%
65Δ64.8215.3%3.0%69.3517.6%0.9%
70Δ63.9616.4%2.8%70.3518.1%0.5%
75Δ63.1316.5%2.4%71.7719.5%0.3%
80Δ62.1116.9%2.1%

20Δ

Calls
Pseudo strike
76.72
IV
28.9%
B/E move
18.2%
Puts
Pseudo strike
56.52
IV
43.7%
B/E move
17.1%

25Δ

Calls
Pseudo strike
75.57
IV
31.5%
B/E move
17.0%
Puts
Pseudo strike
59.92
IV
35.4%
B/E move
12.1%

30Δ

Calls
Pseudo strike
73.62
IV
30.7%
B/E move
14.5%
Puts
Pseudo strike
62.17
IV
30.4%
B/E move
9.0%

35Δ

Calls
Pseudo strike
71.17
IV
27.1%
B/E move
11.1%
Puts
Pseudo strike
63.77
IV
27.0%
B/E move
6.8%

40Δ

Calls
Pseudo strike
69.43
IV
24.0%
B/E move
8.6%
Puts
Pseudo strike
65.15
IV
23.8%
B/E move
5.0%

45Δ

Calls
Pseudo strike
68.19
IV
22.5%
B/E move
7.2%
Puts
Pseudo strike
66.17
IV
20.3%
B/E move
3.4%

50Δ

Calls
Pseudo strike
67.08
IV
19.4%
B/E move
5.6%
Puts
Pseudo strike
66.92
IV
17.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
66.30
IV
16.6%
B/E move
4.4%
Puts
Pseudo strike
67.65
IV
16.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
65.57
IV
15.3%
B/E move
3.6%
Puts
Pseudo strike
68.44
IV
17.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
64.82
IV
15.3%
B/E move
3.0%
Puts
Pseudo strike
69.35
IV
17.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
63.96
IV
16.4%
B/E move
2.8%
Puts
Pseudo strike
70.35
IV
18.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
63.13
IV
16.5%
B/E move
2.4%
Puts
Pseudo strike
71.77
IV
19.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
62.11
IV
16.9%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.12%
Daily close
FXO16.4%25.3%34.3%2026-08-14: 20.95%2026-08-17: 23.54%2026-08-18: 23.74%2026-08-19: 25.89%2026-08-20: 32.20%2026-08-21: 17.77%2026-08-24: 17.79%2026-08-25: 18.14%2026-08-26: 18.10%2026-08-27: 18.65%2026-08-28: 18.65%2026-08-31: 19.35%2026-09-01: 19.79%2026-09-02: 18.75%2026-09-03: 19.47%2026-09-04: 19.82%2026-09-08: 21.07%2026-09-09: 21.88%2026-09-10: 22.41%2026-09-11: 21.67%2026-09-14: 24.42%2026-09-15: 26.93%2026-09-16: 28.55%2026-09-17: 33.05%2026-09-18: 18.86%2026-09-21: 17.65%2026-09-22: 18.12%2026-09-23: 18.77%2026-09-24: 18.69%2026-09-25: 18.51%2026-09-28: 19.31%2026-09-29: 19.41%2026-09-30: 19.47%2026-10-01: 19.92%2026-10-02: 19.83%2026-10-05: 20.16%2026-10-06: 20.35%2026-10-07: 21.12%2026-10-08: 21.20%2026-10-09: 21.80%2026-10-12: 23.60%2026-10-13: 23.70%2026-10-14: 26.74%2026-10-15: 31.25%2026-10-16: 18.00%2026-10-19: 18.13%2026-10-20: 18.07%2026-10-21: 18.28%2026-10-22: 18.36%2026-10-23: 18.44%2026-10-26: 18.21%2026-10-27: 18.09%2026-10-28: 18.27%2026-10-29: 18.22%2026-10-30: 18.12%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
20.95%
23.54%
23.74%
25.89%
32.20%
17.77%
17.79%
18.14%
18.10%
18.65%
18.65%
19.35%
19.79%
18.75%
19.47%
19.82%
21.07%
21.88%
22.41%
21.67%
24.42%
26.93%
28.55%
33.05%
18.86%
17.65%
18.12%
18.77%
18.69%
18.51%
19.31%
19.41%
19.47%
19.92%
19.83%
20.16%
20.35%
21.12%
21.20%
21.80%
23.60%
23.70%
26.74%
31.25%
18.00%
18.13%
18.07%
18.28%
18.36%
18.44%
18.21%
18.09%
18.27%
18.22%
18.12%