IntraAlpha
Create free account Start free

First Trust Small Cap Value AlphaDEX Fund FYT

i

Market datapartial · fetched 2026-10-22T21:06:48.994Z

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 · 2026-10-22T20:00:00.281556646Z

FundamentalsAlpha Vantage · unavailable

Share price$70.19
1D+2.8%
AH$68.04$68.59$69.15$69.71$70.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFYT
Sold putSold callAH

First Trust Small Cap Value AlphaDEX Fund options

Live interpolated FYT call and put midpoint premiums by absolute delta.First Trust Small Cap Value AlphaDEX Fund$0.56$1.61$2.67$3.72$4.77$64.38$67.07$69.75$72.43$75.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FYT spot · $70.19FYT PRICE$0.68$0.72$0.79$0.87$0.94$1.07$1.36$1.65$1.77$1.88$2.08$3.10$3.62$0.85$0.95$1.06$1.17$1.31$1.48$1.74$2.01$2.38$2.79$3.26$3.76$4.47
PutsExpensive1.74×
CallsExpensive1.09×
SkewBearish+4.45 pp
Implied moveBearish±$3.10
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.3031.9%9.7%64.9436.5%8.7%
25Δ74.1225.4%6.6%66.6630.9%6.4%
30Δ72.8821.6%5.0%67.8627.1%4.8%
35Δ72.0419.3%3.9%68.7524.2%3.7%
40Δ71.4517.4%3.1%69.4222.5%3.0%
45Δ70.9016.2%2.5%70.0021.2%2.4%
50Δ70.4717.3%2.3%70.5321.1%2.0%
55Δ70.0418.5%2.1%71.0621.0%1.6%
60Δ69.6817.3%1.8%71.6321.3%1.3%
65Δ69.3215.9%1.4%72.2221.6%1.1%
70Δ68.9015.1%1.1%72.8721.9%0.8%
75Δ67.9019.8%1.2%73.5521.8%0.6%
80Δ67.2320.0%0.9%74.4122.3%0.4%

20Δ

Calls
Pseudo strike
76.30
IV
31.9%
B/E move
9.7%
Puts
Pseudo strike
64.94
IV
36.5%
B/E move
8.7%

25Δ

Calls
Pseudo strike
74.12
IV
25.4%
B/E move
6.6%
Puts
Pseudo strike
66.66
IV
30.9%
B/E move
6.4%

30Δ

Calls
Pseudo strike
72.88
IV
21.6%
B/E move
5.0%
Puts
Pseudo strike
67.86
IV
27.1%
B/E move
4.8%

35Δ

Calls
Pseudo strike
72.04
IV
19.3%
B/E move
3.9%
Puts
Pseudo strike
68.75
IV
24.2%
B/E move
3.7%

40Δ

Calls
Pseudo strike
71.45
IV
17.4%
B/E move
3.1%
Puts
Pseudo strike
69.42
IV
22.5%
B/E move
3.0%

45Δ

Calls
Pseudo strike
70.90
IV
16.2%
B/E move
2.5%
Puts
Pseudo strike
70.00
IV
21.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
70.47
IV
17.3%
B/E move
2.3%
Puts
Pseudo strike
70.53
IV
21.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
70.04
IV
18.5%
B/E move
2.1%
Puts
Pseudo strike
71.06
IV
21.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
69.68
IV
17.3%
B/E move
1.8%
Puts
Pseudo strike
71.63
IV
21.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
69.32
IV
15.9%
B/E move
1.4%
Puts
Pseudo strike
72.22
IV
21.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
68.90
IV
15.1%
B/E move
1.1%
Puts
Pseudo strike
72.87
IV
21.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
67.90
IV
19.8%
B/E move
1.2%
Puts
Pseudo strike
73.55
IV
21.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
67.23
IV
20.0%
B/E move
0.9%
Puts
Pseudo strike
74.41
IV
22.3%
B/E move
0.4%

Options history

No recorded observations