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First Trust Industrials/Producer Durables AlphaDEX Fund FXR

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Market datapartial · fetched 2026-10-22T13:56:51.051Z

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 · 2026-10-22T13:52:17.320583968Z

FundamentalsAlpha Vantage · unavailable

Share price$83.77
1D+0.2%
$83.27$83.40$83.54$83.67$83.815:30 AM6:30 AM9:00 AM1:00 PMFXR
Sold putSold call

First Trust Industrials/Producer Durables AlphaDEX Fund options

Live interpolated FXR call and put midpoint premiums by absolute delta.First Trust Industrials/Producer Durables AlphaDEX Fund$0.70$2.20$3.70$5.20$6.70$76.08$79.85$83.62$87.39$91.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXR spot · $83.77FXR PRICE$0.87$1.00$1.15$1.30$1.47$1.71$2.09$2.45$2.84$3.30$3.89$4.44$5.30$1.00$1.15$1.31$1.47$1.74$2.05$2.40$2.80$3.25$3.75$4.30$5.02$6.27
PutsExpensive1.43×
CallsExpensive1.49×
SkewBearish+1.22 pp
Implied moveBearish±$4.49
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.6734.3%10.5%77.5335.9%8.6%
25Δ89.4229.8%7.9%79.4531.3%6.5%
30Δ87.8526.7%6.2%80.9027.9%5.0%
35Δ86.5324.1%4.8%81.9525.4%3.9%
40Δ85.6222.6%4.0%82.7524.7%3.3%
45Δ84.8522.1%3.3%83.5024.4%2.8%
50Δ84.2023.0%3.0%84.2324.3%2.3%
55Δ83.5223.2%2.6%84.9624.4%1.9%
60Δ82.8123.3%2.3%85.7024.3%1.6%
65Δ82.0823.5%1.9%86.4824.2%1.2%
70Δ81.2624.1%1.6%87.2924.1%0.9%
75Δ80.4524.0%1.4%88.2424.4%0.7%
80Δ79.3924.9%1.1%89.6426.1%0.5%

20Δ

Calls
Pseudo strike
91.67
IV
34.3%
B/E move
10.5%
Puts
Pseudo strike
77.53
IV
35.9%
B/E move
8.6%

25Δ

Calls
Pseudo strike
89.42
IV
29.8%
B/E move
7.9%
Puts
Pseudo strike
79.45
IV
31.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
87.85
IV
26.7%
B/E move
6.2%
Puts
Pseudo strike
80.90
IV
27.9%
B/E move
5.0%

35Δ

Calls
Pseudo strike
86.53
IV
24.1%
B/E move
4.8%
Puts
Pseudo strike
81.95
IV
25.4%
B/E move
3.9%

40Δ

Calls
Pseudo strike
85.62
IV
22.6%
B/E move
4.0%
Puts
Pseudo strike
82.75
IV
24.7%
B/E move
3.3%

45Δ

Calls
Pseudo strike
84.85
IV
22.1%
B/E move
3.3%
Puts
Pseudo strike
83.50
IV
24.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
84.20
IV
23.0%
B/E move
3.0%
Puts
Pseudo strike
84.23
IV
24.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
83.52
IV
23.2%
B/E move
2.6%
Puts
Pseudo strike
84.96
IV
24.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
82.81
IV
23.3%
B/E move
2.3%
Puts
Pseudo strike
85.70
IV
24.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
82.08
IV
23.5%
B/E move
1.9%
Puts
Pseudo strike
86.48
IV
24.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
81.26
IV
24.1%
B/E move
1.6%
Puts
Pseudo strike
87.29
IV
24.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
80.45
IV
24.0%
B/E move
1.4%
Puts
Pseudo strike
88.24
IV
24.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
79.39
IV
24.9%
B/E move
1.1%
Puts
Pseudo strike
89.64
IV
26.1%
B/E move
0.5%

Options history

No recorded observations