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First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund GRID

i

Market dataready · fetched 2026-11-12T02:58:01.911Z

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 · 2026-11-11T21:00:00.768894921Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:58:01.238136+00:00

Share price$162.54
1D-0.6%
AH$161.10$161.85$162.60$163.35$164.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRID
Sold putSold callAH

First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund options

Live interpolated GRID call and put midpoint premiums by absolute delta.First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund$0.61$2.65$4.68$6.72$8.75$149.22$155.95$162.69$169.42$176.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRID spot · $162.54GRID PRICE$0.83$1.06$1.40$1.83$2.19$2.48$3.17$3.92$4.75$5.28$5.75$6.96$8.17$1.00$1.36$1.72$2.08$2.35$2.84$3.19$3.62$4.06$4.58$5.86$5.90$5.95
PutsCheap0.72×
CallsCheap0.73×
SkewBullish-1.61 pp
Implied moveBalanced±$6.36
TiltBullish3.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ169.4230.1%4.7%155.8133.3%4.8%
25Δ167.8728.9%3.9%157.0933.6%4.2%
30Δ166.8529.4%3.5%158.3834.0%3.6%
35Δ166.0031.2%3.3%159.6433.5%3.1%
40Δ164.9130.9%2.8%160.8731.4%2.5%
45Δ163.8029.3%2.3%161.8831.8%2.2%
50Δ162.9032.1%2.2%162.8830.4%1.8%
55Δ161.8334.1%2.0%163.8229.5%1.4%
60Δ160.6435.9%1.8%164.7328.6%1.2%
65Δ159.5934.7%1.4%165.6428.0%0.9%
70Δ158.5632.3%1.1%167.0731.0%0.8%
75Δ157.0533.5%0.9%167.5327.4%0.6%
80Δ155.5434.6%0.7%167.9923.7%0.3%

20Δ

Calls
Pseudo strike
169.42
IV
30.1%
B/E move
4.7%
Puts
Pseudo strike
155.81
IV
33.3%
B/E move
4.8%

25Δ

Calls
Pseudo strike
167.87
IV
28.9%
B/E move
3.9%
Puts
Pseudo strike
157.09
IV
33.6%
B/E move
4.2%

30Δ

Calls
Pseudo strike
166.85
IV
29.4%
B/E move
3.5%
Puts
Pseudo strike
158.38
IV
34.0%
B/E move
3.6%

35Δ

Calls
Pseudo strike
166.00
IV
31.2%
B/E move
3.3%
Puts
Pseudo strike
159.64
IV
33.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
164.91
IV
30.9%
B/E move
2.8%
Puts
Pseudo strike
160.87
IV
31.4%
B/E move
2.5%

45Δ

Calls
Pseudo strike
163.80
IV
29.3%
B/E move
2.3%
Puts
Pseudo strike
161.88
IV
31.8%
B/E move
2.2%

50Δ

Calls
Pseudo strike
162.90
IV
32.1%
B/E move
2.2%
Puts
Pseudo strike
162.88
IV
30.4%
B/E move
1.8%

55Δ

Calls
Pseudo strike
161.83
IV
34.1%
B/E move
2.0%
Puts
Pseudo strike
163.82
IV
29.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
160.64
IV
35.9%
B/E move
1.8%
Puts
Pseudo strike
164.73
IV
28.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
159.59
IV
34.7%
B/E move
1.4%
Puts
Pseudo strike
165.64
IV
28.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
158.56
IV
32.3%
B/E move
1.1%
Puts
Pseudo strike
167.07
IV
31.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
157.05
IV
33.5%
B/E move
0.9%
Puts
Pseudo strike
167.53
IV
27.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
155.54
IV
34.6%
B/E move
0.7%
Puts
Pseudo strike
167.99
IV
23.7%
B/E move
0.3%

Options history

IV · four-Friday blend29.39%
Daily close
GRID21.2%25.6%30.0%2026-08-13: 22.08%2026-08-14: 21.79%2026-08-17: 22.58%2026-08-18: 23.48%2026-08-19: 24.27%2026-08-20: 25.29%2026-08-21: 23.65%2026-08-24: 23.97%2026-08-25: 23.58%2026-08-26: 23.55%2026-08-27: 23.28%2026-08-28: 22.57%2026-08-31: 23.34%2026-09-01: 23.83%2026-09-02: 23.23%2026-09-03: 22.21%2026-09-04: 22.31%2026-09-08: 22.92%2026-09-09: 25.19%2026-09-10: 24.26%2026-09-11: 22.89%2026-09-14: 23.96%2026-09-15: 25.75%2026-09-16: 26.06%2026-09-17: 25.19%2026-09-18: 23.19%2026-09-21: 23.73%2026-09-22: 23.21%2026-09-23: 23.57%2026-09-24: 24.47%2026-09-25: 23.89%2026-09-28: 24.82%2026-09-29: 24.41%2026-09-30: 24.75%2026-10-01: 24.64%2026-10-02: 23.93%2026-10-05: 24.40%2026-10-06: 24.20%2026-10-07: 23.76%2026-10-08: 24.08%2026-10-09: 22.98%2026-10-12: 22.90%2026-10-13: 24.64%2026-10-14: 26.69%2026-10-15: 27.39%2026-10-16: 25.75%2026-10-19: 25.41%2026-10-20: 25.43%2026-10-21: 25.56%2026-10-22: 28.61%2026-10-23: 28.14%2026-10-26: 28.18%2026-10-27: 26.79%2026-10-28: 26.47%2026-10-29: 26.45%2026-10-30: 29.39%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.08%
21.79%
22.58%
23.48%
24.27%
25.29%
23.65%
23.97%
23.58%
23.55%
23.28%
22.57%
23.34%
23.83%
23.23%
22.21%
22.31%
22.92%
25.19%
24.26%
22.89%
23.96%
25.75%
26.06%
25.19%
23.19%
23.73%
23.21%
23.57%
24.47%
23.89%
24.82%
24.41%
24.75%
24.64%
23.93%
24.40%
24.20%
23.76%
24.08%
22.98%
22.90%
24.64%
26.69%
27.39%
25.75%
25.41%
25.43%
25.56%
28.61%
28.14%
28.18%
26.79%
26.47%
26.45%
29.39%