Share price$84.01
1D-0.1%
Sold putSold call
First Trust Industrials/Producer Durables AlphaDEX Fund FXR
i
Market dataready · fetched 2026-10-23T19:05:43.300Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T18:56:46.220368728Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T19:05:42.199683+00:00
First Trust Industrials/Producer Durables AlphaDEX Fund options
PutsExpensive1.78×
CallsExpensive1.58×
SkewBearish+4.24 pp
Implied move——
TiltBearish45.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | 86.51 | 25.1% | 8.8% | |||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | 95.87 | 29.4% | 1.3% | |||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 86.51
- IV
- 25.1%
- B/E move
- 8.8%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 95.87
- IV
- 29.4%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations