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First Trust Small Cap Core AlphaDEX Fund FYX

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Market dataready · fetched 2026-11-11T14:46:05.993Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:30:00.020121774Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:41:27.449388+00:00

Share price$139.68
1D+0.0%
$139.61$139.65$139.68$139.71$139.755:30 AM6:30 AM9:00 AM1:00 PMFYX
Sold putSold call

First Trust Small Cap Core AlphaDEX Fund options

Live interpolated FYX call and put midpoint premiums by absolute delta.First Trust Small Cap Core AlphaDEX Fund$0.57$1.48$2.38$3.29$4.19$134.02$137.00$139.98$142.96$145.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FYX spot · $139.68FYX PRICE$0.67$0.75$0.86$0.97$1.11$1.28$1.49$1.80$2.13$2.50$2.90$3.32$3.93$0.73$0.85$0.96$1.08$1.21$1.39$1.57$1.84$2.14$2.49$2.86$3.27$3.76
PutsFair0.98×
CallsCheap0.85×
SkewBearish+0.25 pp
Implied moveBearish±$3.06
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ145.2527.5%4.5%134.6528.9%4.1%
25Δ143.4823.1%3.3%136.2225.1%3.1%
30Δ142.3920.8%2.6%137.3122.4%2.4%
35Δ141.5719.0%2.1%138.1620.3%1.9%
40Δ140.9017.7%1.7%138.8218.9%1.5%
45Δ140.3817.3%1.4%139.3718.1%1.2%
50Δ139.8617.2%1.2%139.8617.6%1.0%
55Δ139.3617.8%1.1%140.3617.6%0.8%
60Δ138.8518.3%0.9%140.8617.7%0.7%
65Δ138.2918.6%0.8%141.4017.8%0.6%
70Δ137.7118.8%0.7%141.9417.8%0.4%
75Δ137.1218.7%0.5%142.5217.6%0.3%
80Δ136.3619.2%0.4%143.1517.5%0.2%

20Δ

Calls
Pseudo strike
145.25
IV
27.5%
B/E move
4.5%
Puts
Pseudo strike
134.65
IV
28.9%
B/E move
4.1%

25Δ

Calls
Pseudo strike
143.48
IV
23.1%
B/E move
3.3%
Puts
Pseudo strike
136.22
IV
25.1%
B/E move
3.1%

30Δ

Calls
Pseudo strike
142.39
IV
20.8%
B/E move
2.6%
Puts
Pseudo strike
137.31
IV
22.4%
B/E move
2.4%

35Δ

Calls
Pseudo strike
141.57
IV
19.0%
B/E move
2.1%
Puts
Pseudo strike
138.16
IV
20.3%
B/E move
1.9%

40Δ

Calls
Pseudo strike
140.90
IV
17.7%
B/E move
1.7%
Puts
Pseudo strike
138.82
IV
18.9%
B/E move
1.5%

45Δ

Calls
Pseudo strike
140.38
IV
17.3%
B/E move
1.4%
Puts
Pseudo strike
139.37
IV
18.1%
B/E move
1.2%

50Δ

Calls
Pseudo strike
139.86
IV
17.2%
B/E move
1.2%
Puts
Pseudo strike
139.86
IV
17.6%
B/E move
1.0%

55Δ

Calls
Pseudo strike
139.36
IV
17.8%
B/E move
1.1%
Puts
Pseudo strike
140.36
IV
17.6%
B/E move
0.8%

60Δ

Calls
Pseudo strike
138.85
IV
18.3%
B/E move
0.9%
Puts
Pseudo strike
140.86
IV
17.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
138.29
IV
18.6%
B/E move
0.8%
Puts
Pseudo strike
141.40
IV
17.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
137.71
IV
18.8%
B/E move
0.7%
Puts
Pseudo strike
141.94
IV
17.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
137.12
IV
18.7%
B/E move
0.5%
Puts
Pseudo strike
142.52
IV
17.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
136.36
IV
19.2%
B/E move
0.4%
Puts
Pseudo strike
143.15
IV
17.5%
B/E move
0.2%

Options history

IV · four-Friday blend18.74%
Daily close
FYX16.0%18.6%21.1%2026-08-13: 17.09%2026-08-19: 20.77%2026-08-21: 17.72%2026-08-24: 17.92%2026-08-25: 17.84%2026-08-26: 16.45%2026-08-27: 16.79%2026-08-28: 16.66%2026-08-31: 16.48%2026-09-01: 17.22%2026-09-02: 17.08%2026-09-03: 16.53%2026-09-04: 16.34%2026-09-08: 17.10%2026-09-09: 17.60%2026-09-10: 18.64%2026-09-11: 17.79%2026-09-14: 18.78%2026-09-15: 19.66%2026-09-16: 20.09%2026-09-17: 20.39%2026-09-18: 17.67%2026-09-21: 17.69%2026-09-22: 17.61%2026-09-23: 17.78%2026-09-24: 17.82%2026-09-25: 18.07%2026-09-28: 18.66%2026-09-29: 18.28%2026-09-30: 18.84%2026-10-01: 19.17%2026-10-02: 17.81%2026-10-05: 18.29%2026-10-06: 17.41%2026-10-07: 18.11%2026-10-08: 18.61%2026-10-09: 17.20%2026-10-12: 17.90%2026-10-13: 18.70%2026-10-14: 19.72%2026-10-15: 19.51%2026-10-16: 17.94%2026-10-19: 17.83%2026-10-20: 17.82%2026-10-21: 17.75%2026-10-22: 18.52%2026-10-23: 18.97%2026-10-26: 18.45%2026-10-27: 17.64%2026-10-28: 17.48%2026-10-29: 17.27%2026-10-30: 18.74%Aug 13Sep 24Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.09%
20.77%
17.72%
17.92%
17.84%
16.45%
16.79%
16.66%
16.48%
17.22%
17.08%
16.53%
16.34%
17.10%
17.60%
18.64%
17.79%
18.78%
19.66%
20.09%
20.39%
17.67%
17.69%
17.61%
17.78%
17.82%
18.07%
18.66%
18.28%
18.84%
19.17%
17.81%
18.29%
17.41%
18.11%
18.61%
17.20%
17.90%
18.70%
19.72%
19.51%
17.94%
17.83%
17.82%
17.75%
18.52%
18.97%
18.45%
17.64%
17.48%
17.27%
18.74%