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First Trust Utilities AlphaDEX Fund FXU

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Market datapartial · fetched 2026-11-11T15:53:39.834Z

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: 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 · 2026-11-11T15:53:19.476340484Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:53:37.266038+00:00

Share price$48.41
1D-0.2%
$48.30$48.37$48.44$48.50$48.575:30 AM6:30 AM9:00 AM1:00 PMFXU
Sold putSold call

First Trust Utilities AlphaDEX Fund options

Live interpolated FXU call and put midpoint premiums by absolute delta.First Trust Utilities AlphaDEX Fund$0.00$0.27$0.54$0.81$1.08$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICEFXU PRICE
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
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
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
IV
B/E move

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

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 blend20.69%
Daily close
FXU17.6%26.3%35.0%2026-08-13: 22.24%2026-08-14: 22.26%2026-08-17: 24.67%2026-08-18: 25.02%2026-08-19: 27.52%2026-08-20: 33.05%2026-08-21: 18.82%2026-08-24: 20.35%2026-08-25: 19.85%2026-08-26: 19.91%2026-08-27: 19.50%2026-08-28: 19.11%2026-08-31: 21.11%2026-09-01: 21.05%2026-09-02: 20.23%2026-09-03: 20.67%2026-09-04: 20.69%2026-09-08: 21.65%2026-09-09: 21.36%2026-09-10: 22.01%2026-09-11: 22.49%2026-09-14: 25.21%2026-09-15: 27.56%2026-09-16: 29.49%2026-09-17: 32.11%2026-09-18: 19.92%2026-09-21: 20.31%2026-09-22: 20.41%2026-09-23: 20.65%2026-09-24: 20.76%2026-09-25: 21.34%2026-09-28: 22.15%2026-09-29: 22.60%2026-09-30: 22.35%2026-10-01: 23.16%2026-10-02: 22.95%2026-10-05: 23.24%2026-10-06: 23.16%2026-10-07: 23.26%2026-10-08: 23.42%2026-10-09: 23.24%2026-10-12: 25.48%2026-10-13: 26.43%2026-10-14: 28.75%2026-10-15: 33.82%2026-10-16: 19.95%2026-10-19: 19.93%2026-10-20: 20.30%2026-10-21: 20.27%2026-10-22: 19.99%2026-10-23: 20.09%2026-10-26: 20.64%2026-10-27: 20.62%2026-10-28: 20.33%2026-10-29: 20.42%2026-10-30: 20.69%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.24%
22.26%
24.67%
25.02%
27.52%
33.05%
18.82%
20.35%
19.85%
19.91%
19.50%
19.11%
21.11%
21.05%
20.23%
20.67%
20.69%
21.65%
21.36%
22.01%
22.49%
25.21%
27.56%
29.49%
32.11%
19.92%
20.31%
20.41%
20.65%
20.76%
21.34%
22.15%
22.60%
22.35%
23.16%
22.95%
23.24%
23.16%
23.26%
23.42%
23.24%
25.48%
26.43%
28.75%
33.82%
19.95%
19.93%
20.30%
20.27%
19.99%
20.09%
20.64%
20.62%
20.33%
20.42%
20.69%