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First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund GRID

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Market datapartial · fetched 2026-10-23T20:18:26.441Z

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 · 2026-10-23T20:00:00.533887216Z

FundamentalsAlpha Vantage · unavailable

Share price$162.68
1D+0.5%
AH$160.42$161.18$161.95$162.72$163.485:30 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$0.93$4.49$8.05$11.60$15.16$143.34$154.87$166.39$177.92$189.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRID spot · $162.68GRID PRICE$1.32$1.90$2.23$2.76$3.32$4.01$4.76$6.08$7.19$8.10$9.36$10.77$12.90$1.75$2.34$2.94$3.55$4.26$4.78$5.73$6.68$7.61$8.56$9.79$11.55$14.13
PutsCheap0.93×
CallsFair1.04×
SkewBearish+1.53 pp
Implied moveBearish±$10.49
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ174.3327.1%8.0%151.6832.7%7.8%
25Δ172.9729.4%7.5%153.9932.9%6.8%
30Δ170.1727.0%6.0%156.1932.6%5.8%
35Δ168.4327.0%5.2%158.3031.8%4.9%
40Δ166.7426.9%4.5%160.2031.5%4.1%
45Δ165.2127.4%4.0%162.0429.7%3.3%
50Δ163.6527.7%3.5%163.7430.2%2.9%
55Δ162.0230.6%3.3%165.4730.1%2.4%
60Δ160.2131.4%2.9%167.1629.6%1.9%
65Δ158.4730.6%2.4%168.8228.9%1.5%
70Δ156.5730.6%2.0%170.6228.6%1.1%
75Δ154.5430.8%1.6%172.8729.1%0.8%
80Δ151.9231.8%1.3%175.8630.6%0.6%

20Δ

Calls
Pseudo strike
174.33
IV
27.1%
B/E move
8.0%
Puts
Pseudo strike
151.68
IV
32.7%
B/E move
7.8%

25Δ

Calls
Pseudo strike
172.97
IV
29.4%
B/E move
7.5%
Puts
Pseudo strike
153.99
IV
32.9%
B/E move
6.8%

30Δ

Calls
Pseudo strike
170.17
IV
27.0%
B/E move
6.0%
Puts
Pseudo strike
156.19
IV
32.6%
B/E move
5.8%

35Δ

Calls
Pseudo strike
168.43
IV
27.0%
B/E move
5.2%
Puts
Pseudo strike
158.30
IV
31.8%
B/E move
4.9%

40Δ

Calls
Pseudo strike
166.74
IV
26.9%
B/E move
4.5%
Puts
Pseudo strike
160.20
IV
31.5%
B/E move
4.1%

45Δ

Calls
Pseudo strike
165.21
IV
27.4%
B/E move
4.0%
Puts
Pseudo strike
162.04
IV
29.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
163.65
IV
27.7%
B/E move
3.5%
Puts
Pseudo strike
163.74
IV
30.2%
B/E move
2.9%

55Δ

Calls
Pseudo strike
162.02
IV
30.6%
B/E move
3.3%
Puts
Pseudo strike
165.47
IV
30.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
160.21
IV
31.4%
B/E move
2.9%
Puts
Pseudo strike
167.16
IV
29.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
158.47
IV
30.6%
B/E move
2.4%
Puts
Pseudo strike
168.82
IV
28.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
156.57
IV
30.6%
B/E move
2.0%
Puts
Pseudo strike
170.62
IV
28.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
154.54
IV
30.8%
B/E move
1.6%
Puts
Pseudo strike
172.87
IV
29.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
151.92
IV
31.8%
B/E move
1.3%
Puts
Pseudo strike
175.86
IV
30.6%
B/E move
0.6%

Options history

No recorded observations