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First Trust Industrials/Producer Durables AlphaDEX Fund FXR

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Market datapartial · fetched 2026-11-11T15:51:24.974Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:10:29.968224771Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:51:23.699438+00:00

Share price$89.26
1D-0.5%
$89.22$89.35$89.49$89.62$89.755:30 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$1.63$2.06$2.49$2.92$3.35$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFXR PRICE$1.67$1.98$2.30$2.61$2.92$3.23
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ85.5629.3%6.0%
35Δ86.5728.1%5.2%
40Δ87.5826.9%4.5%
45Δ88.5925.7%3.7%
50Δ89.6024.5%2.9%
55Δ90.6123.3%2.1%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.56
IV
29.3%
B/E move
6.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.57
IV
28.1%
B/E move
5.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.58
IV
26.9%
B/E move
4.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.59
IV
25.7%
B/E move
3.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.60
IV
24.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.61
IV
23.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.89%
Daily close
FXR19.6%26.2%32.8%2026-08-13: 22.35%2026-08-14: 22.36%2026-08-17: 23.95%2026-08-18: 24.81%2026-08-19: 25.89%2026-08-20: 29.47%2026-08-21: 21.32%2026-08-24: 21.20%2026-08-25: 21.13%2026-08-26: 21.08%2026-08-27: 20.84%2026-08-28: 20.49%2026-08-31: 20.89%2026-09-01: 20.79%2026-09-02: 21.05%2026-09-03: 21.74%2026-09-04: 21.63%2026-09-08: 22.95%2026-09-09: 23.54%2026-09-10: 24.00%2026-09-11: 23.38%2026-09-14: 25.56%2026-09-15: 26.97%2026-09-16: 28.14%2026-09-17: 31.86%2026-09-18: 21.79%2026-09-21: 21.99%2026-09-22: 21.96%2026-09-23: 21.94%2026-09-24: 22.05%2026-09-25: 21.85%2026-09-28: 22.64%2026-09-29: 22.57%2026-09-30: 22.69%2026-10-01: 22.79%2026-10-02: 23.20%2026-10-05: 23.37%2026-10-06: 22.48%2026-10-07: 22.92%2026-10-08: 23.20%2026-10-09: 23.71%2026-10-12: 25.11%2026-10-13: 25.95%2026-10-14: 27.48%2026-10-15: 31.62%2026-10-16: 23.42%2026-10-19: 23.44%2026-10-20: 23.00%2026-10-21: 23.09%2026-10-22: 24.27%2026-10-23: 25.19%2026-10-26: 24.81%2026-10-27: 24.02%2026-10-28: 23.64%2026-10-29: 23.31%2026-10-30: 24.89%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.35%
22.36%
23.95%
24.81%
25.89%
29.47%
21.32%
21.20%
21.13%
21.08%
20.84%
20.49%
20.89%
20.79%
21.05%
21.74%
21.63%
22.95%
23.54%
24.00%
23.38%
25.56%
26.97%
28.14%
31.86%
21.79%
21.99%
21.96%
21.94%
22.05%
21.85%
22.64%
22.57%
22.69%
22.79%
23.20%
23.37%
22.48%
22.92%
23.20%
23.71%
25.11%
25.95%
27.48%
31.62%
23.42%
23.44%
23.00%
23.09%
24.27%
25.19%
24.81%
24.02%
23.64%
23.31%
24.89%