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First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund GRID

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Market datapartial · fetched 2026-10-22T14:52:42.795Z

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 · 2026-10-22T14:52:35.345949699Z

FundamentalsAlpha Vantage · unavailable

Share price$163.75
1D-1.6%
$163.32$164.13$164.93$165.73$166.535:30 AM6:30 AM9:00 AM1:00 PMGRID
Sold putSold call

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$0.89$4.43$7.97$11.51$15.05$144.32$155.57$166.83$178.09$189.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRID spot · $163.75GRID PRICE$1.27$1.89$2.44$3.09$3.78$4.53$5.26$6.35$7.04$8.63$10.09$11.60$14.03$1.73$2.29$2.74$3.17$3.76$4.43$5.30$6.05$7.33$7.89$8.93$10.62$12.04
PutsCheap0.85×
CallsExpensive1.11×
SkewBullish-2.72 pp
Implied moveBalanced±$10.56
TiltBullish2.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ175.0025.6%7.6%153.1630.8%7.5%
25Δ173.9728.5%7.4%155.2231.8%6.6%
30Δ172.0329.0%6.5%157.6029.9%5.4%
35Δ170.2029.6%5.8%159.8527.9%4.3%
40Δ168.4330.1%5.2%161.5627.3%3.6%
45Δ166.6630.4%4.5%163.1727.0%3.1%
50Δ164.8530.1%3.9%164.7627.4%2.6%
55Δ163.0831.3%3.5%166.3026.8%2.1%
60Δ161.3630.0%2.8%168.0927.9%1.8%
65Δ159.2932.1%2.5%169.4426.1%1.3%
70Δ157.1632.4%2.1%171.0425.6%1.0%
75Δ154.9932.8%1.7%173.1626.3%0.7%
80Δ152.0434.1%1.4%175.0525.7%0.4%

20Δ

Calls
Pseudo strike
175.00
IV
25.6%
B/E move
7.6%
Puts
Pseudo strike
153.16
IV
30.8%
B/E move
7.5%

25Δ

Calls
Pseudo strike
173.97
IV
28.5%
B/E move
7.4%
Puts
Pseudo strike
155.22
IV
31.8%
B/E move
6.6%

30Δ

Calls
Pseudo strike
172.03
IV
29.0%
B/E move
6.5%
Puts
Pseudo strike
157.60
IV
29.9%
B/E move
5.4%

35Δ

Calls
Pseudo strike
170.20
IV
29.6%
B/E move
5.8%
Puts
Pseudo strike
159.85
IV
27.9%
B/E move
4.3%

40Δ

Calls
Pseudo strike
168.43
IV
30.1%
B/E move
5.2%
Puts
Pseudo strike
161.56
IV
27.3%
B/E move
3.6%

45Δ

Calls
Pseudo strike
166.66
IV
30.4%
B/E move
4.5%
Puts
Pseudo strike
163.17
IV
27.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
164.85
IV
30.1%
B/E move
3.9%
Puts
Pseudo strike
164.76
IV
27.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
163.08
IV
31.3%
B/E move
3.5%
Puts
Pseudo strike
166.30
IV
26.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
161.36
IV
30.0%
B/E move
2.8%
Puts
Pseudo strike
168.09
IV
27.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
159.29
IV
32.1%
B/E move
2.5%
Puts
Pseudo strike
169.44
IV
26.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
157.16
IV
32.4%
B/E move
2.1%
Puts
Pseudo strike
171.04
IV
25.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
154.99
IV
32.8%
B/E move
1.7%
Puts
Pseudo strike
173.16
IV
26.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
152.04
IV
34.1%
B/E move
1.4%
Puts
Pseudo strike
175.05
IV
25.7%
B/E move
0.4%

Options history

No recorded observations