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First Trust Materials AlphaDEX Fund FXZ

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Market datapartial · fetched 2026-10-22T22:07:55.338Z

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 · 2026-10-22T21:01:30.54682535Z

FundamentalsAlpha Vantage · unavailable

Share price$74.63
1D-0.6%
AH$73.95$74.25$74.55$74.85$75.155:30 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$1.19$2.45$3.70$4.96$6.21$66.65$71.01$75.37$79.73$84.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXZ spot · $74.63FXZ PRICE$1.33$1.41$1.54$1.71$1.89$2.10$2.27$2.55$2.87$2.07$2.26$2.51$2.84$3.29$3.76$4.26$5.12$5.85
PutsCheap0.95×
CallsExpensive1.86×
SkewBullish-8.70 pp
Implied moveBearish±$4.78
TiltBearish28.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.9061.3%19.6%
25Δ82.7947.9%12.8%
30Δ80.1040.9%9.4%
35Δ78.3736.6%7.3%
40Δ77.0433.3%5.8%73.4532.8%4.3%
45Δ76.0131.0%4.7%74.3530.1%3.4%
50Δ75.1528.5%3.7%75.1328.4%2.7%
55Δ74.3827.3%3.1%75.8327.6%2.2%
60Δ73.6726.6%2.6%76.5827.4%1.8%
65Δ77.3327.1%1.4%
70Δ78.1126.7%1.1%
75Δ79.1527.7%0.8%
80Δ80.1127.3%0.5%

20Δ

Calls
Pseudo strike
87.90
IV
61.3%
B/E move
19.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
82.79
IV
47.9%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
80.10
IV
40.9%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
78.37
IV
36.6%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
77.04
IV
33.3%
B/E move
5.8%
Puts
Pseudo strike
73.45
IV
32.8%
B/E move
4.3%

45Δ

Calls
Pseudo strike
76.01
IV
31.0%
B/E move
4.7%
Puts
Pseudo strike
74.35
IV
30.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
75.15
IV
28.5%
B/E move
3.7%
Puts
Pseudo strike
75.13
IV
28.4%
B/E move
2.7%

55Δ

Calls
Pseudo strike
74.38
IV
27.3%
B/E move
3.1%
Puts
Pseudo strike
75.83
IV
27.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
73.67
IV
26.6%
B/E move
2.6%
Puts
Pseudo strike
76.58
IV
27.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.33
IV
27.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.11
IV
26.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.15
IV
27.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.11
IV
27.3%
B/E move
0.5%

Options history

No recorded observations