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First Trust Utilities AlphaDEX Fund FXU

i

Market dataready · fetched 2026-10-24T04:25:09.007Z

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 · 2026-10-24T00:00:00.011178928Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:25:09.296999+00:00

Share price$47.45
1D-0.4%
AH$47.30$47.40$47.50$47.59$47.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXU
Sold putSold callAH

First Trust Utilities AlphaDEX Fund options

Live interpolated FXU call and put midpoint premiums by absolute delta.First Trust Utilities AlphaDEX Fund$0.54$1.10$1.67$2.23$2.80$42.62$44.85$47.08$49.31$51.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXU spot · $47.45FXU PRICE$0.60$0.65$0.71$0.77$0.85$0.94$1.04$1.15$1.26$1.51$1.78$2.09$2.63$0.62$0.67$0.74$0.80$0.87$0.94$1.01$1.09$1.24$1.41$1.58$1.79$2.19
PutsExpensive1.63×
CallsExpensive1.49×
SkewBullish-2.43 pp
Implied moveBalanced±$2.06
TiltBullish3.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.0643.6%13.1%43.6340.2%9.4%
25Δ51.0434.9%8.9%44.9633.0%6.7%
30Δ49.8929.8%6.6%45.8128.5%5.0%
35Δ49.0826.0%5.1%46.4225.3%3.9%
40Δ48.5623.9%4.1%46.9522.5%2.9%
45Δ48.0721.9%3.3%47.2920.8%2.3%
50Δ47.7220.8%2.8%47.6219.1%1.8%
55Δ47.3819.8%2.3%47.9417.4%1.3%
60Δ47.0418.8%1.8%48.2216.8%1.0%
65Δ46.6819.1%1.6%48.5016.6%0.8%
70Δ46.3119.7%1.3%48.7716.3%0.5%
75Δ45.8920.4%1.1%49.0816.2%0.3%
80Δ45.2722.2%1.0%49.5416.7%0.2%

20Δ

Calls
Pseudo strike
53.06
IV
43.6%
B/E move
13.1%
Puts
Pseudo strike
43.63
IV
40.2%
B/E move
9.4%

25Δ

Calls
Pseudo strike
51.04
IV
34.9%
B/E move
8.9%
Puts
Pseudo strike
44.96
IV
33.0%
B/E move
6.7%

30Δ

Calls
Pseudo strike
49.89
IV
29.8%
B/E move
6.6%
Puts
Pseudo strike
45.81
IV
28.5%
B/E move
5.0%

35Δ

Calls
Pseudo strike
49.08
IV
26.0%
B/E move
5.1%
Puts
Pseudo strike
46.42
IV
25.3%
B/E move
3.9%

40Δ

Calls
Pseudo strike
48.56
IV
23.9%
B/E move
4.1%
Puts
Pseudo strike
46.95
IV
22.5%
B/E move
2.9%

45Δ

Calls
Pseudo strike
48.07
IV
21.9%
B/E move
3.3%
Puts
Pseudo strike
47.29
IV
20.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
47.72
IV
20.8%
B/E move
2.8%
Puts
Pseudo strike
47.62
IV
19.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
47.38
IV
19.8%
B/E move
2.3%
Puts
Pseudo strike
47.94
IV
17.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
47.04
IV
18.8%
B/E move
1.8%
Puts
Pseudo strike
48.22
IV
16.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
46.68
IV
19.1%
B/E move
1.6%
Puts
Pseudo strike
48.50
IV
16.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
46.31
IV
19.7%
B/E move
1.3%
Puts
Pseudo strike
48.77
IV
16.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
45.89
IV
20.4%
B/E move
1.1%
Puts
Pseudo strike
49.08
IV
16.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
45.27
IV
22.2%
B/E move
1.0%
Puts
Pseudo strike
49.54
IV
16.7%
B/E move
0.2%

Options history

No recorded observations