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First Trust Utilities AlphaDEX Fund FXU

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Market datapartial · fetched 2026-10-22T14:50:04.528Z

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 · 2026-10-22T14:50:00.010675046Z

FundamentalsAlpha Vantage · unavailable

Share price$47.34
1D+0.7%
$46.92$47.03$47.15$47.26$47.375:30 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$0.57$1.41$2.25$3.09$3.92$42.60$44.89$47.17$49.46$51.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXU spot · $47.34FXU PRICE$0.66$0.76$0.85$0.95$1.04$1.14$1.23$1.33$1.42$1.52$1.61$0.67$0.76$0.85$0.95$1.05$1.14$1.24$1.58$2.11$2.63$3.16$3.68
PutsExpensive1.72×
CallsExpensive1.61×
SkewBullish-1.75 pp
Implied moveBalanced±$2.28
TiltBearish22.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ51.6536.7%10.5%44.8532.2%6.7%
30Δ51.1434.6%9.6%45.4229.5%5.7%
35Δ50.6232.5%8.7%45.9027.5%4.9%
40Δ50.1030.4%7.8%46.3825.5%4.0%
45Δ49.5828.4%6.9%46.8523.5%3.2%
50Δ49.0726.3%6.1%47.3321.5%2.4%
55Δ48.5524.2%5.2%47.8019.5%1.6%
60Δ48.0322.1%4.3%48.3619.7%1.2%
65Δ47.5120.0%3.4%48.9721.4%1.0%
70Δ47.0018.0%2.5%49.5823.0%0.8%
75Δ46.4815.9%1.6%50.1924.7%0.6%
80Δ50.8026.4%0.5%

20Δ

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

25Δ

Calls
Pseudo strike
51.65
IV
36.7%
B/E move
10.5%
Puts
Pseudo strike
44.85
IV
32.2%
B/E move
6.7%

30Δ

Calls
Pseudo strike
51.14
IV
34.6%
B/E move
9.6%
Puts
Pseudo strike
45.42
IV
29.5%
B/E move
5.7%

35Δ

Calls
Pseudo strike
50.62
IV
32.5%
B/E move
8.7%
Puts
Pseudo strike
45.90
IV
27.5%
B/E move
4.9%

40Δ

Calls
Pseudo strike
50.10
IV
30.4%
B/E move
7.8%
Puts
Pseudo strike
46.38
IV
25.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
49.58
IV
28.4%
B/E move
6.9%
Puts
Pseudo strike
46.85
IV
23.5%
B/E move
3.2%

50Δ

Calls
Pseudo strike
49.07
IV
26.3%
B/E move
6.1%
Puts
Pseudo strike
47.33
IV
21.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
48.55
IV
24.2%
B/E move
5.2%
Puts
Pseudo strike
47.80
IV
19.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
48.03
IV
22.1%
B/E move
4.3%
Puts
Pseudo strike
48.36
IV
19.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
47.51
IV
20.0%
B/E move
3.4%
Puts
Pseudo strike
48.97
IV
21.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
47.00
IV
18.0%
B/E move
2.5%
Puts
Pseudo strike
49.58
IV
23.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
46.48
IV
15.9%
B/E move
1.6%
Puts
Pseudo strike
50.19
IV
24.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.80
IV
26.4%
B/E move
0.5%

Options history

No recorded observations