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First Trust Exchange-Traded Fund VI First Trust S&P 500 Diversified Dividend Aristocrats ETF KNGZ

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Market dataready · fetched 2026-11-11T15:39:22.394Z

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 · 2026-11-11T15:04:58.768822759Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:39:21.910829+00:00

Share price$43.68
1D-0.1%
$43.66$43.68$43.71$43.73$43.755:30 AM6:30 AM9:00 AM1:00 PMKNGZ
Sold putSold call

First Trust Exchange-Traded Fund VI First Trust S&P 500 Diversified Dividend Aristocrats ETF options

Live interpolated KNGZ call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust S&P 500 Diversified Dividend Aristocrats ETF$0.62$0.91$1.20$1.49$1.78$40.45$42.11$43.76$45.42$47.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KNGZ spot · $43.68KNGZ PRICE$0.65$0.65$0.65$0.65$0.71$0.76$0.84$0.92$1.01$1.09$1.26$1.48$1.70$0.65$0.65$0.68$0.72$0.78$0.85$0.92$0.98$1.04$1.10$1.16$1.22$1.28
PutsExpensive1.71×
CallsExpensive1.56×
SkewBullish-2.38 pp
Implied moveBearish±$1.75
TiltBalanced1.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.8289.7%15.5%39.6379.2%10.8%
25Δ47.5568.7%10.4%41.1660.5%7.3%
30Δ45.8351.6%6.4%42.0749.6%5.2%
35Δ44.9641.6%4.4%42.6443.2%4.0%
40Δ44.5437.6%3.6%43.1238.1%3.1%
45Δ44.1133.6%2.7%43.4335.2%2.5%
50Δ43.8231.3%2.2%43.7432.4%2.0%
55Δ43.5829.6%1.9%44.0329.6%1.5%
60Δ43.3327.9%1.5%44.1827.5%1.2%
65Δ43.0926.1%1.2%44.3425.4%1.0%
70Δ42.8125.7%0.9%44.5023.3%0.8%
75Δ42.5225.9%0.7%44.6621.2%0.6%
80Δ42.2326.1%0.6%44.8119.0%0.3%

20Δ

Calls
Pseudo strike
49.82
IV
89.7%
B/E move
15.5%
Puts
Pseudo strike
39.63
IV
79.2%
B/E move
10.8%

25Δ

Calls
Pseudo strike
47.55
IV
68.7%
B/E move
10.4%
Puts
Pseudo strike
41.16
IV
60.5%
B/E move
7.3%

30Δ

Calls
Pseudo strike
45.83
IV
51.6%
B/E move
6.4%
Puts
Pseudo strike
42.07
IV
49.6%
B/E move
5.2%

35Δ

Calls
Pseudo strike
44.96
IV
41.6%
B/E move
4.4%
Puts
Pseudo strike
42.64
IV
43.2%
B/E move
4.0%

40Δ

Calls
Pseudo strike
44.54
IV
37.6%
B/E move
3.6%
Puts
Pseudo strike
43.12
IV
38.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
44.11
IV
33.6%
B/E move
2.7%
Puts
Pseudo strike
43.43
IV
35.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
43.82
IV
31.3%
B/E move
2.2%
Puts
Pseudo strike
43.74
IV
32.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
43.58
IV
29.6%
B/E move
1.9%
Puts
Pseudo strike
44.03
IV
29.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
43.33
IV
27.9%
B/E move
1.5%
Puts
Pseudo strike
44.18
IV
27.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
43.09
IV
26.1%
B/E move
1.2%
Puts
Pseudo strike
44.34
IV
25.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
42.81
IV
25.7%
B/E move
0.9%
Puts
Pseudo strike
44.50
IV
23.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
42.52
IV
25.9%
B/E move
0.7%
Puts
Pseudo strike
44.66
IV
21.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
42.23
IV
26.1%
B/E move
0.6%
Puts
Pseudo strike
44.81
IV
19.0%
B/E move
0.3%

Options history

IV · four-Friday blend19.55%
Daily EOD
KNGZ16.2%18.0%19.8%2026-10-19: 17.33%2026-10-20: 16.46%2026-10-21: 16.63%2026-10-22: 17.40%2026-10-23: 17.99%2026-10-26: 19.37%2026-10-27: 18.92%2026-10-28: 17.78%2026-10-29: 18.86%2026-10-30: 19.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.33%
16.46%
16.63%
17.40%
17.99%
19.37%
18.92%
17.78%
18.86%
19.55%