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First Trust Small Cap Growth AlphaDEX Fund FYC

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Market datapartial · fetched 2026-10-23T04:26:06.623Z

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$0.48$2.29$4.11$5.93$7.75$103.63$108.31$112.99$117.67$122.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FYC spot · $113.35FYC PRICE$0.67$0.91$1.17$1.47$1.79$2.14$2.57$3.21$3.64$4.22$4.85$5.64$6.82$0.98$1.29$1.64$2.01$2.34$2.81$3.23$3.83$4.37$4.75$5.59$6.35$7.23
PutsExpensive1.10×
CallsFair0.95×
SkewBearish+3.37 pp
Implied moveBearish±$5.80
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.2219.6%5.8%107.0926.8%6.4%
25Δ118.1719.8%5.1%108.4526.7%5.5%
30Δ117.2620.1%4.5%109.7226.3%4.6%
35Δ116.3820.4%4.0%110.8626.1%4.0%
40Δ115.5320.6%3.5%111.9725.1%3.3%
45Δ114.7020.7%3.1%112.9725.3%2.8%
50Δ113.8821.2%2.7%113.9624.7%2.3%
55Δ113.0122.9%2.5%114.9625.0%2.0%
60Δ112.1422.4%2.1%115.9524.7%1.6%
65Δ111.1922.6%1.8%116.7823.3%1.2%
70Δ110.2322.6%1.5%117.9323.7%0.9%
75Δ109.1422.9%1.3%119.0023.3%0.6%
80Δ107.7224.0%1.1%120.1622.9%0.4%

20Δ

Calls
Pseudo strike
119.22
IV
19.6%
B/E move
5.8%
Puts
Pseudo strike
107.09
IV
26.8%
B/E move
6.4%

25Δ

Calls
Pseudo strike
118.17
IV
19.8%
B/E move
5.1%
Puts
Pseudo strike
108.45
IV
26.7%
B/E move
5.5%

30Δ

Calls
Pseudo strike
117.26
IV
20.1%
B/E move
4.5%
Puts
Pseudo strike
109.72
IV
26.3%
B/E move
4.6%

35Δ

Calls
Pseudo strike
116.38
IV
20.4%
B/E move
4.0%
Puts
Pseudo strike
110.86
IV
26.1%
B/E move
4.0%

40Δ

Calls
Pseudo strike
115.53
IV
20.6%
B/E move
3.5%
Puts
Pseudo strike
111.97
IV
25.1%
B/E move
3.3%

45Δ

Calls
Pseudo strike
114.70
IV
20.7%
B/E move
3.1%
Puts
Pseudo strike
112.97
IV
25.3%
B/E move
2.8%

50Δ

Calls
Pseudo strike
113.88
IV
21.2%
B/E move
2.7%
Puts
Pseudo strike
113.96
IV
24.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
113.01
IV
22.9%
B/E move
2.5%
Puts
Pseudo strike
114.96
IV
25.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
112.14
IV
22.4%
B/E move
2.1%
Puts
Pseudo strike
115.95
IV
24.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
111.19
IV
22.6%
B/E move
1.8%
Puts
Pseudo strike
116.78
IV
23.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
110.23
IV
22.6%
B/E move
1.5%
Puts
Pseudo strike
117.93
IV
23.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
109.14
IV
22.9%
B/E move
1.3%
Puts
Pseudo strike
119.00
IV
23.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
107.72
IV
24.0%
B/E move
1.1%
Puts
Pseudo strike
120.16
IV
22.9%
B/E move
0.4%

Options history

No recorded observations