IntraAlpha
Create free account Start free

First Trust Materials AlphaDEX Fund FXZ

i

Market dataready · fetched 2026-11-12T02:36:05.732Z

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 · 2026-11-12T01:00:00.148258919Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:36:05.333706+00:00

Share price$76.92
1D-0.0%
AH$76.25$76.47$76.69$76.91$77.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXZ
Sold putSold callAH

First Trust Materials AlphaDEX Fund options

Live interpolated FXZ call and put midpoint premiums by absolute delta.First Trust Materials AlphaDEX Fund$1.47$2.23$3.00$3.77$4.54$72.42$74.94$77.45$79.96$82.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FXZ spot · $76.92FXZ PRICE$1.55$1.58$1.68$1.76$1.91$2.10$2.26$2.41$2.62$2.82$3.03$3.23$1.66$1.76$1.87$2.04$2.23$2.35$2.57$2.89$3.21$3.53$4.32
Puts——
Calls——
Skew——
Implied moveBearish±$4.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ85.8293.6%13.6%
30Δ82.3374.1%9.1%73.2069.2%7.0%
35Δ80.3763.3%6.7%74.6059.7%5.3%
40Δ78.9554.3%4.9%75.6652.6%4.1%
45Δ77.9849.3%3.9%76.4848.3%3.2%
50Δ77.2246.1%3.1%77.1745.1%2.6%
55Δ76.5742.6%2.5%77.7440.8%2.0%
60Δ75.9739.1%1.9%78.3038.1%1.6%
65Δ75.5336.6%1.6%78.8436.7%1.3%
70Δ75.0834.1%1.3%79.3835.3%1.0%
75Δ74.6431.6%1.0%79.9334.0%0.7%
80Δ74.2029.1%0.7%80.8535.6%0.5%

20Δ

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

25Δ

Calls
Pseudo strike
85.82
IV
93.6%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
82.33
IV
74.1%
B/E move
9.1%
Puts
Pseudo strike
73.20
IV
69.2%
B/E move
7.0%

35Δ

Calls
Pseudo strike
80.37
IV
63.3%
B/E move
6.7%
Puts
Pseudo strike
74.60
IV
59.7%
B/E move
5.3%

40Δ

Calls
Pseudo strike
78.95
IV
54.3%
B/E move
4.9%
Puts
Pseudo strike
75.66
IV
52.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
77.98
IV
49.3%
B/E move
3.9%
Puts
Pseudo strike
76.48
IV
48.3%
B/E move
3.2%

50Δ

Calls
Pseudo strike
77.22
IV
46.1%
B/E move
3.1%
Puts
Pseudo strike
77.17
IV
45.1%
B/E move
2.6%

55Δ

Calls
Pseudo strike
76.57
IV
42.6%
B/E move
2.5%
Puts
Pseudo strike
77.74
IV
40.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
75.97
IV
39.1%
B/E move
1.9%
Puts
Pseudo strike
78.30
IV
38.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
75.53
IV
36.6%
B/E move
1.6%
Puts
Pseudo strike
78.84
IV
36.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
75.08
IV
34.1%
B/E move
1.3%
Puts
Pseudo strike
79.38
IV
35.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
74.64
IV
31.6%
B/E move
1.0%
Puts
Pseudo strike
79.93
IV
34.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
74.20
IV
29.1%
B/E move
0.7%
Puts
Pseudo strike
80.85
IV
35.6%
B/E move
0.5%

Options history

IV · four-Friday blend29.49%
Daily close
FXZ22.9%34.9%47.0%2026-08-13: 29.12%2026-08-14: 27.91%2026-08-17: 32.50%2026-08-18: 33.66%2026-08-19: 34.11%2026-08-20: 41.22%2026-08-21: 25.07%2026-08-24: 24.87%2026-08-25: 24.92%2026-08-26: 25.38%2026-08-27: 24.96%2026-08-28: 24.95%2026-08-31: 26.40%2026-09-01: 26.91%2026-09-02: 26.55%2026-09-03: 25.92%2026-09-04: 26.73%2026-09-08: 28.39%2026-09-09: 27.53%2026-09-10: 28.92%2026-09-11: 29.96%2026-09-14: 33.14%2026-09-15: 34.37%2026-09-16: 36.37%2026-09-17: 42.92%2026-09-18: 25.99%2026-09-21: 24.54%2026-09-22: 25.17%2026-09-23: 25.47%2026-09-24: 25.98%2026-09-25: 25.69%2026-09-28: 26.67%2026-09-29: 28.55%2026-09-30: 28.53%2026-10-01: 29.22%2026-10-02: 29.41%2026-10-05: 29.25%2026-10-06: 30.12%2026-10-07: 31.64%2026-10-08: 31.46%2026-10-09: 31.37%2026-10-12: 33.28%2026-10-13: 34.64%2026-10-14: 38.23%2026-10-15: 45.36%2026-10-16: 26.43%2026-10-19: 25.43%2026-10-20: 26.66%2026-10-21: 27.47%2026-10-22: 27.24%2026-10-23: 28.48%2026-10-26: 29.14%2026-10-27: 28.57%2026-10-28: 28.58%2026-10-29: 29.29%2026-10-30: 29.49%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
29.12%
27.91%
32.50%
33.66%
34.11%
41.22%
25.07%
24.87%
24.92%
25.38%
24.96%
24.95%
26.40%
26.91%
26.55%
25.92%
26.73%
28.39%
27.53%
28.92%
29.96%
33.14%
34.37%
36.37%
42.92%
25.99%
24.54%
25.17%
25.47%
25.98%
25.69%
26.67%
28.55%
28.53%
29.22%
29.41%
29.25%
30.12%
31.64%
31.46%
31.37%
33.28%
34.64%
38.23%
45.36%
26.43%
25.43%
26.66%
27.47%
27.24%
28.48%
29.14%
28.57%
28.58%
29.29%
29.49%