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First Trust Exchange-Traded Fund VI First Trust Dorsey Wright International Focus 5 ETF IFV

i

Market datapartial · fetched 2026-11-12T01:31:03.744Z

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 · 2026-11-11T21:00:00.357159622Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:31:02.768964+00:00

Share price$24.24
1D+0.5%
AH$24.08$24.14$24.20$24.26$24.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIFV
Sold putSold callAH

First Trust Exchange-Traded Fund VI First Trust Dorsey Wright International Focus 5 ETF options

Live interpolated IFV call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust Dorsey Wright International Focus 5 ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIFV PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.08%
Daily close
IFV18.7%34.2%49.7%2026-08-13: 27.19%2026-08-14: 27.45%2026-08-17: 30.27%2026-08-18: 31.74%2026-08-19: 34.88%2026-08-20: 33.09%2026-08-21: 21.57%2026-08-24: 21.83%2026-08-25: 22.27%2026-08-26: 21.52%2026-08-27: 21.62%2026-08-28: 21.50%2026-08-31: 21.37%2026-09-01: 21.08%2026-09-02: 20.88%2026-09-03: 21.26%2026-09-04: 21.24%2026-09-08: 23.15%2026-09-09: 23.44%2026-09-10: 24.03%2026-09-14: 28.59%2026-09-15: 29.93%2026-09-17: 36.87%2026-09-18: 21.55%2026-09-21: 20.99%2026-09-22: 21.98%2026-09-23: 22.15%2026-09-24: 21.76%2026-09-25: 21.64%2026-09-28: 22.36%2026-09-29: 21.89%2026-09-30: 21.80%2026-10-01: 21.91%2026-10-02: 21.40%2026-10-05: 21.99%2026-10-06: 22.09%2026-10-07: 24.02%2026-10-08: 23.60%2026-10-09: 24.63%2026-10-13: 28.71%2026-10-15: 47.53%2026-10-16: 21.14%2026-10-19: 21.24%2026-10-20: 21.31%2026-10-21: 21.16%2026-10-22: 22.49%2026-10-23: 22.60%2026-10-26: 23.57%2026-10-27: 22.99%2026-10-28: 23.59%2026-10-29: 24.03%2026-10-30: 24.08%Aug 13Sep 22Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
27.19%
27.45%
30.27%
31.74%
34.88%
33.09%
21.57%
21.83%
22.27%
21.52%
21.62%
21.50%
21.37%
21.08%
20.88%
21.26%
21.24%
23.15%
23.44%
24.03%
28.59%
29.93%
36.87%
21.55%
20.99%
21.98%
22.15%
21.76%
21.64%
22.36%
21.89%
21.80%
21.91%
21.40%
21.99%
22.09%
24.02%
23.60%
24.63%
28.71%
47.53%
21.14%
21.24%
21.31%
21.16%
22.49%
22.60%
23.57%
22.99%
23.59%
24.03%
24.08%