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First Trust Materials AlphaDEX Fund FXZ

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Market dataready · fetched 2026-10-22T23:05:33.348Z

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 · 2026-10-22T22:30:00.003896511Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:05:31.766792+00:00

Share price$74.61
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$1.20$2.42$3.65$4.88$6.10$66.63$71.00$75.36$79.72$84.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXZ spot · $74.61FXZ PRICE$1.33$1.41$1.54$1.72$1.90$2.10$2.27$2.56$2.88$2.07$2.25$2.50$2.83$3.27$3.74$4.22$5.07$5.75
PutsCheap0.94×
CallsExpensive1.87×
SkewBullish-8.94 pp
Implied moveBearish±$4.78
TiltBearish28.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.8961.3%19.6%
25Δ82.7748.0%12.8%
30Δ80.0841.0%9.4%
35Δ78.3536.7%7.3%
40Δ77.0233.4%5.8%73.4332.8%4.3%
45Δ75.9931.1%4.7%74.3330.0%3.4%
50Δ75.1328.5%3.7%75.1128.4%2.7%
55Δ74.3627.4%3.1%75.8027.5%2.2%
60Δ73.6426.7%2.6%76.5527.2%1.8%
65Δ77.3027.0%1.4%
70Δ78.0526.5%1.0%
75Δ79.1027.5%0.8%
80Δ80.0026.9%0.5%

20Δ

Calls
Pseudo strike
87.89
IV
61.3%
B/E move
19.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
82.77
IV
48.0%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
80.08
IV
41.0%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
78.35
IV
36.7%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
77.02
IV
33.4%
B/E move
5.8%
Puts
Pseudo strike
73.43
IV
32.8%
B/E move
4.3%

45Δ

Calls
Pseudo strike
75.99
IV
31.1%
B/E move
4.7%
Puts
Pseudo strike
74.33
IV
30.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
75.13
IV
28.5%
B/E move
3.7%
Puts
Pseudo strike
75.11
IV
28.4%
B/E move
2.7%

55Δ

Calls
Pseudo strike
74.36
IV
27.4%
B/E move
3.1%
Puts
Pseudo strike
75.80
IV
27.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
73.64
IV
26.7%
B/E move
2.6%
Puts
Pseudo strike
76.55
IV
27.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.30
IV
27.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.05
IV
26.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.10
IV
27.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.00
IV
26.9%
B/E move
0.5%

Options history

No recorded observations