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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 datapartial · fetched 2026-10-22T23:28:25.866Z

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 · 2026-10-22T20:00:00.406190365Z

FundamentalsAlpha Vantage · unavailable

Share price$43.32
1D+1.0%
AH$42.72$42.85$42.98$43.11$43.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKNGZ
Sold putSold callAH

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$0.43$1.07$1.70$2.34$2.97$39.61$41.27$42.92$44.58$46.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KNGZ spot · $43.32KNGZ PRICE$0.50$0.50$0.50$0.53$0.57$0.60$0.64$0.67$0.71$0.74$1.21$1.79$2.28$0.57$0.65$0.69$0.75$0.81$0.92$1.06$1.20$1.49$1.92$2.36$2.79$2.78
PutsExpensive2.03×
CallsExpensive1.18×
SkewBearish+6.59 pp
Implied moveBearish±$1.70
TiltBearish23.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.9438.7%11.8%39.8039.8%9.4%
25Δ46.0628.7%7.5%40.9533.9%7.0%
30Δ45.0222.3%5.1%41.7928.7%5.1%
35Δ44.5419.6%4.0%42.3625.3%3.9%
40Δ44.0716.9%3.0%42.8422.5%3.0%
45Δ43.8315.4%2.6%43.2121.3%2.4%
50Δ43.6414.1%2.2%43.5320.8%2.0%
55Δ43.4412.8%1.8%43.8420.3%1.6%
60Δ43.2411.4%1.4%44.2520.8%1.3%
65Δ43.0410.1%1.1%44.7722.4%1.1%
70Δ42.5613.6%1.0%45.2924.0%0.9%
75Δ42.0118.5%1.1%45.8125.6%0.7%
80Δ41.4520.1%0.9%45.9522.5%0.4%

20Δ

Calls
Pseudo strike
47.94
IV
38.7%
B/E move
11.8%
Puts
Pseudo strike
39.80
IV
39.8%
B/E move
9.4%

25Δ

Calls
Pseudo strike
46.06
IV
28.7%
B/E move
7.5%
Puts
Pseudo strike
40.95
IV
33.9%
B/E move
7.0%

30Δ

Calls
Pseudo strike
45.02
IV
22.3%
B/E move
5.1%
Puts
Pseudo strike
41.79
IV
28.7%
B/E move
5.1%

35Δ

Calls
Pseudo strike
44.54
IV
19.6%
B/E move
4.0%
Puts
Pseudo strike
42.36
IV
25.3%
B/E move
3.9%

40Δ

Calls
Pseudo strike
44.07
IV
16.9%
B/E move
3.0%
Puts
Pseudo strike
42.84
IV
22.5%
B/E move
3.0%

45Δ

Calls
Pseudo strike
43.83
IV
15.4%
B/E move
2.6%
Puts
Pseudo strike
43.21
IV
21.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
43.64
IV
14.1%
B/E move
2.2%
Puts
Pseudo strike
43.53
IV
20.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
43.44
IV
12.8%
B/E move
1.8%
Puts
Pseudo strike
43.84
IV
20.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
43.24
IV
11.4%
B/E move
1.4%
Puts
Pseudo strike
44.25
IV
20.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
43.04
IV
10.1%
B/E move
1.1%
Puts
Pseudo strike
44.77
IV
22.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
42.56
IV
13.6%
B/E move
1.0%
Puts
Pseudo strike
45.29
IV
24.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
42.01
IV
18.5%
B/E move
1.1%
Puts
Pseudo strike
45.81
IV
25.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
41.45
IV
20.1%
B/E move
0.9%
Puts
Pseudo strike
45.95
IV
22.5%
B/E move
0.4%

Options history

No recorded observations