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First Trust Industrials/Producer Durables AlphaDEX Fund FXR

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Market dataready · fetched 2026-10-22T21:11:33.566Z

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 · 2026-10-22T20:10:00.003939771Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:05:40.919622+00:00

Share price$84.86
1D+1.5%
AH$83.19$83.64$84.09$84.53$84.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXR
Sold putSold callAH

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$0.82$2.62$4.41$6.21$8.00$76.38$80.32$84.26$88.20$92.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXR spot · $84.86FXR PRICE$1.02$1.17$1.31$1.47$1.63$1.96$2.42$2.95$3.40$3.96$4.66$5.31$1.07$1.22$1.40$1.62$1.94$2.30$2.72$3.19$3.64$4.24$5.31$6.10$7.49
PutsExpensive1.61×
CallsExpensive1.37×
SkewBearish+5.04 pp
Implied moveBearish±$4.67
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.2538.1%9.0%
25Δ90.4529.7%7.8%80.3632.7%6.7%
30Δ88.8526.6%6.1%81.8129.5%5.3%
35Δ87.6524.2%4.8%82.8627.5%4.3%
40Δ86.7222.4%3.9%83.7327.2%3.6%
45Δ85.9020.7%3.1%84.5627.0%3.1%
50Δ85.2721.2%2.8%85.3827.0%2.6%
55Δ84.5922.4%2.5%86.2027.2%2.2%
60Δ83.8724.0%2.3%87.0226.8%1.7%
65Δ83.1224.0%2.0%87.9227.0%1.4%
70Δ82.3024.3%1.7%89.1829.2%1.2%
75Δ81.3824.9%1.4%90.2529.0%0.8%
80Δ80.4924.6%1.1%91.8530.5%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.25
IV
38.1%
B/E move
9.0%

25Δ

Calls
Pseudo strike
90.45
IV
29.7%
B/E move
7.8%
Puts
Pseudo strike
80.36
IV
32.7%
B/E move
6.7%

30Δ

Calls
Pseudo strike
88.85
IV
26.6%
B/E move
6.1%
Puts
Pseudo strike
81.81
IV
29.5%
B/E move
5.3%

35Δ

Calls
Pseudo strike
87.65
IV
24.2%
B/E move
4.8%
Puts
Pseudo strike
82.86
IV
27.5%
B/E move
4.3%

40Δ

Calls
Pseudo strike
86.72
IV
22.4%
B/E move
3.9%
Puts
Pseudo strike
83.73
IV
27.2%
B/E move
3.6%

45Δ

Calls
Pseudo strike
85.90
IV
20.7%
B/E move
3.1%
Puts
Pseudo strike
84.56
IV
27.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
85.27
IV
21.2%
B/E move
2.8%
Puts
Pseudo strike
85.38
IV
27.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
84.59
IV
22.4%
B/E move
2.5%
Puts
Pseudo strike
86.20
IV
27.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
83.87
IV
24.0%
B/E move
2.3%
Puts
Pseudo strike
87.02
IV
26.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
83.12
IV
24.0%
B/E move
2.0%
Puts
Pseudo strike
87.92
IV
27.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
82.30
IV
24.3%
B/E move
1.7%
Puts
Pseudo strike
89.18
IV
29.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
81.38
IV
24.9%
B/E move
1.4%
Puts
Pseudo strike
90.25
IV
29.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
80.49
IV
24.6%
B/E move
1.1%
Puts
Pseudo strike
91.85
IV
30.5%
B/E move
0.6%

Options history

No recorded observations