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First Trust Small Cap Core AlphaDEX Fund FYX

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Market datapartial · fetched 2026-10-22T09:59:22.563Z

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 · 2026-10-21T20:00:00.223668371Z

FundamentalsAlpha Vantage · unavailable

Share price$136.62
1D-0.3%
AH$135.85$136.17$136.50$136.82$137.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFYX
Sold putSold callAH

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$0.53$2.63$4.72$6.82$8.91$127.25$131.74$136.22$140.70$145.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FYX spot · $136.62FYX PRICE$0.76$0.93$1.14$1.41$1.72$2.04$2.45$2.85$3.32$3.91$4.59$5.35$6.16$0.98$1.21$1.51$1.85$2.21$2.62$3.05$3.46$3.99$4.54$5.57$6.42$8.31
PutsExpensive1.06×
CallsCheap0.95×
SkewBearish+3.03 pp
Implied moveBearish±$5.50
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.3318.0%5.5%130.3122.0%5.3%
25Δ141.6716.6%4.4%132.0420.4%4.2%
30Δ140.4515.9%3.6%133.2719.9%3.6%
35Δ139.5715.9%3.2%134.3519.7%3.0%
40Δ138.7716.0%2.8%135.3519.5%2.6%
45Δ137.9716.0%2.5%136.3119.4%2.1%
50Δ137.1916.4%2.2%137.2419.2%1.8%
55Δ136.4016.4%1.9%138.1518.6%1.4%
60Δ135.5816.5%1.7%139.0618.5%1.1%
65Δ134.7016.9%1.5%139.9818.3%0.9%
70Δ133.7417.3%1.3%141.2519.4%0.7%
75Δ132.7217.5%1.1%142.4019.3%0.5%
80Δ131.6417.4%0.9%144.4821.5%0.3%

20Δ

Calls
Pseudo strike
143.33
IV
18.0%
B/E move
5.5%
Puts
Pseudo strike
130.31
IV
22.0%
B/E move
5.3%

25Δ

Calls
Pseudo strike
141.67
IV
16.6%
B/E move
4.4%
Puts
Pseudo strike
132.04
IV
20.4%
B/E move
4.2%

30Δ

Calls
Pseudo strike
140.45
IV
15.9%
B/E move
3.6%
Puts
Pseudo strike
133.27
IV
19.9%
B/E move
3.6%

35Δ

Calls
Pseudo strike
139.57
IV
15.9%
B/E move
3.2%
Puts
Pseudo strike
134.35
IV
19.7%
B/E move
3.0%

40Δ

Calls
Pseudo strike
138.77
IV
16.0%
B/E move
2.8%
Puts
Pseudo strike
135.35
IV
19.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
137.97
IV
16.0%
B/E move
2.5%
Puts
Pseudo strike
136.31
IV
19.4%
B/E move
2.1%

50Δ

Calls
Pseudo strike
137.19
IV
16.4%
B/E move
2.2%
Puts
Pseudo strike
137.24
IV
19.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
136.40
IV
16.4%
B/E move
1.9%
Puts
Pseudo strike
138.15
IV
18.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
135.58
IV
16.5%
B/E move
1.7%
Puts
Pseudo strike
139.06
IV
18.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
134.70
IV
16.9%
B/E move
1.5%
Puts
Pseudo strike
139.98
IV
18.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
133.74
IV
17.3%
B/E move
1.3%
Puts
Pseudo strike
141.25
IV
19.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
132.72
IV
17.5%
B/E move
1.1%
Puts
Pseudo strike
142.40
IV
19.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
131.64
IV
17.4%
B/E move
0.9%
Puts
Pseudo strike
144.48
IV
21.5%
B/E move
0.3%

Options history

No recorded observations