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First Trust Small Cap Growth AlphaDEX Fund FYC

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Market datapartial · fetched 2026-10-22T23:02:09.744Z

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 · 2026-10-22T20:00:00.073349168Z

FundamentalsAlpha Vantage · unavailable

Share price$113.35
1D-0.3%
AH$112.46$112.96$113.46$113.95$114.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFYC
Sold putSold callAH

First Trust Small Cap Growth AlphaDEX Fund options

Live interpolated FYC call and put midpoint premiums by absolute delta.First Trust Small Cap Growth AlphaDEX Fund$0.47$2.30$4.13$5.96$7.79$103.73$108.38$113.04$117.69$122.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FYC spot · $113.35FYC PRICE$0.67$0.91$1.17$1.46$1.78$2.14$2.56$3.21$3.63$4.21$4.84$5.62$6.79$0.98$1.30$1.64$2.01$2.35$2.82$3.24$3.84$4.38$4.76$5.62$6.38$7.27
PutsExpensive1.09×
CallsCheap0.94×
SkewBearish+3.42 pp
Implied moveBearish±$5.80
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.2319.3%5.8%107.0926.4%6.4%
25Δ118.1819.5%5.1%108.4626.2%5.5%
30Δ117.2619.8%4.5%109.7325.9%4.6%
35Δ116.3920.0%4.0%110.8725.6%4.0%
40Δ115.5420.2%3.5%111.9824.7%3.3%
45Δ114.7120.3%3.1%112.9824.9%2.8%
50Δ113.8920.7%2.7%113.9724.3%2.3%
55Δ113.0322.5%2.5%114.9824.7%1.9%
60Δ112.1522.0%2.1%115.9624.3%1.6%
65Δ111.2122.2%1.8%116.8022.9%1.2%
70Δ110.2522.1%1.5%117.9623.4%0.9%
75Δ109.1722.4%1.3%119.0323.0%0.6%
80Δ107.7623.5%1.1%120.2122.6%0.4%

20Δ

Calls
Pseudo strike
119.23
IV
19.3%
B/E move
5.8%
Puts
Pseudo strike
107.09
IV
26.4%
B/E move
6.4%

25Δ

Calls
Pseudo strike
118.18
IV
19.5%
B/E move
5.1%
Puts
Pseudo strike
108.46
IV
26.2%
B/E move
5.5%

30Δ

Calls
Pseudo strike
117.26
IV
19.8%
B/E move
4.5%
Puts
Pseudo strike
109.73
IV
25.9%
B/E move
4.6%

35Δ

Calls
Pseudo strike
116.39
IV
20.0%
B/E move
4.0%
Puts
Pseudo strike
110.87
IV
25.6%
B/E move
4.0%

40Δ

Calls
Pseudo strike
115.54
IV
20.2%
B/E move
3.5%
Puts
Pseudo strike
111.98
IV
24.7%
B/E move
3.3%

45Δ

Calls
Pseudo strike
114.71
IV
20.3%
B/E move
3.1%
Puts
Pseudo strike
112.98
IV
24.9%
B/E move
2.8%

50Δ

Calls
Pseudo strike
113.89
IV
20.7%
B/E move
2.7%
Puts
Pseudo strike
113.97
IV
24.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
113.03
IV
22.5%
B/E move
2.5%
Puts
Pseudo strike
114.98
IV
24.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
112.15
IV
22.0%
B/E move
2.1%
Puts
Pseudo strike
115.96
IV
24.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
111.21
IV
22.2%
B/E move
1.8%
Puts
Pseudo strike
116.80
IV
22.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
110.25
IV
22.1%
B/E move
1.5%
Puts
Pseudo strike
117.96
IV
23.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
109.17
IV
22.4%
B/E move
1.3%
Puts
Pseudo strike
119.03
IV
23.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
107.76
IV
23.5%
B/E move
1.1%
Puts
Pseudo strike
120.21
IV
22.6%
B/E move
0.4%

Options history

No recorded observations