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

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Market dataready · fetched 2026-10-24T04:22:58.461Z

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 · 2026-10-23T20:00:00.083343901Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:22:55.623567+00:00

Share price$23.61
1D+0.0%
AH$23.49$23.52$23.56$23.60$23.635:30 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$0.29$0.61$0.93$1.24$1.56$21.30$22.44$23.57$24.71$25.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IFV spot · $23.61IFV PRICE$0.33$0.34$0.38$0.42$0.45$0.51$0.60$0.70$0.80$0.90$1.01$1.24$1.46$0.36$0.39$0.43$0.48$0.55$0.63$0.70$0.77$0.89$1.04$1.18$1.32$1.47
PutsExpensive1.34×
CallsExpensive1.54×
SkewBearish+1.10 pp
Implied moveBearish±$1.30
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.7347.9%14.6%21.3847.3%11.0%
25Δ25.6037.9%9.9%22.1538.5%7.8%
30Δ24.9432.4%7.3%22.5934.1%6.1%
35Δ24.5929.1%5.9%23.0230.0%4.5%
40Δ24.2425.9%4.6%23.2428.7%3.9%
45Δ23.9423.6%3.5%23.4727.4%3.2%
50Δ23.7423.4%3.1%23.6926.1%2.6%
55Δ23.5523.3%2.7%23.9224.8%2.0%
60Δ23.3523.1%2.3%24.1424.1%1.5%
65Δ23.1622.9%1.9%24.3523.7%1.2%
70Δ22.9522.9%1.5%24.5623.4%1.0%
75Δ22.6723.3%1.3%24.7823.1%0.7%
80Δ22.4023.8%1.0%24.9922.7%0.4%

20Δ

Calls
Pseudo strike
26.73
IV
47.9%
B/E move
14.6%
Puts
Pseudo strike
21.38
IV
47.3%
B/E move
11.0%

25Δ

Calls
Pseudo strike
25.60
IV
37.9%
B/E move
9.9%
Puts
Pseudo strike
22.15
IV
38.5%
B/E move
7.8%

30Δ

Calls
Pseudo strike
24.94
IV
32.4%
B/E move
7.3%
Puts
Pseudo strike
22.59
IV
34.1%
B/E move
6.1%

35Δ

Calls
Pseudo strike
24.59
IV
29.1%
B/E move
5.9%
Puts
Pseudo strike
23.02
IV
30.0%
B/E move
4.5%

40Δ

Calls
Pseudo strike
24.24
IV
25.9%
B/E move
4.6%
Puts
Pseudo strike
23.24
IV
28.7%
B/E move
3.9%

45Δ

Calls
Pseudo strike
23.94
IV
23.6%
B/E move
3.5%
Puts
Pseudo strike
23.47
IV
27.4%
B/E move
3.2%

50Δ

Calls
Pseudo strike
23.74
IV
23.4%
B/E move
3.1%
Puts
Pseudo strike
23.69
IV
26.1%
B/E move
2.6%

55Δ

Calls
Pseudo strike
23.55
IV
23.3%
B/E move
2.7%
Puts
Pseudo strike
23.92
IV
24.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
23.35
IV
23.1%
B/E move
2.3%
Puts
Pseudo strike
24.14
IV
24.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
23.16
IV
22.9%
B/E move
1.9%
Puts
Pseudo strike
24.35
IV
23.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
22.95
IV
22.9%
B/E move
1.5%
Puts
Pseudo strike
24.56
IV
23.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
22.67
IV
23.3%
B/E move
1.3%
Puts
Pseudo strike
24.78
IV
23.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
22.40
IV
23.8%
B/E move
1.0%
Puts
Pseudo strike
24.99
IV
22.7%
B/E move
0.4%

Options history

No recorded observations