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First Trust Financials AlphaDEX Fund FXO

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Market dataready · fetched 2026-10-24T04:27:18.051Z

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 · 2026-10-24T00:00:00.115764815Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:27:18.267567+00:00

Share price$64.05
1D-0.5%
AH$63.84$64.02$64.20$64.37$64.555:30 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$0.68$1.62$2.56$3.50$4.45$59.04$61.56$64.09$66.62$69.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXO spot · $64.05FXO PRICE$0.78$0.86$0.96$1.07$1.20$1.36$1.56$1.89$2.25$2.70$3.30$4.17$0.80$0.90$0.99$1.09$1.18$1.28$1.41$1.55$1.73$2.04$2.36$2.78$3.35
PutsExpensive1.74×
CallsExpensive1.49×
SkewBullish-0.48 pp
Implied moveBalanced±$2.77
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.0838.7%9.0%
25Δ68.6331.8%8.4%60.7232.6%6.6%
30Δ66.9626.5%5.9%61.8728.3%5.0%
35Δ66.0924.1%4.7%62.6925.3%3.8%
40Δ65.4322.2%3.8%63.3422.9%3.0%
45Δ64.8520.8%3.1%63.9020.7%2.2%
50Δ64.3720.1%2.6%64.3219.5%1.8%
55Δ63.8919.7%2.2%64.7018.4%1.4%
60Δ63.4020.7%1.9%65.1117.7%1.0%
65Δ62.9021.6%1.7%65.5618.0%0.8%
70Δ62.3022.5%1.5%66.0118.2%0.6%
75Δ61.5724.0%1.3%66.5518.4%0.4%
80Δ60.5826.5%1.1%67.2318.9%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.08
IV
38.7%
B/E move
9.0%

25Δ

Calls
Pseudo strike
68.63
IV
31.8%
B/E move
8.4%
Puts
Pseudo strike
60.72
IV
32.6%
B/E move
6.6%

30Δ

Calls
Pseudo strike
66.96
IV
26.5%
B/E move
5.9%
Puts
Pseudo strike
61.87
IV
28.3%
B/E move
5.0%

35Δ

Calls
Pseudo strike
66.09
IV
24.1%
B/E move
4.7%
Puts
Pseudo strike
62.69
IV
25.3%
B/E move
3.8%

40Δ

Calls
Pseudo strike
65.43
IV
22.2%
B/E move
3.8%
Puts
Pseudo strike
63.34
IV
22.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
64.85
IV
20.8%
B/E move
3.1%
Puts
Pseudo strike
63.90
IV
20.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
64.37
IV
20.1%
B/E move
2.6%
Puts
Pseudo strike
64.32
IV
19.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
63.89
IV
19.7%
B/E move
2.2%
Puts
Pseudo strike
64.70
IV
18.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
63.40
IV
20.7%
B/E move
1.9%
Puts
Pseudo strike
65.11
IV
17.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
62.90
IV
21.6%
B/E move
1.7%
Puts
Pseudo strike
65.56
IV
18.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
62.30
IV
22.5%
B/E move
1.5%
Puts
Pseudo strike
66.01
IV
18.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
61.57
IV
24.0%
B/E move
1.3%
Puts
Pseudo strike
66.55
IV
18.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
60.58
IV
26.5%
B/E move
1.1%
Puts
Pseudo strike
67.23
IV
18.9%
B/E move
0.3%

Options history

No recorded observations