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First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF LMBS

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Market datapartial · fetched 2026-10-22T14:49:15.106Z

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 · 2026-10-22T14:48:57.011435216Z

FundamentalsAlpha Vantage · unavailable

Share price$48.68
1D-0.0%
$48.62$48.64$48.66$48.69$48.715:30 AM6:30 AM9:00 AM1:00 PMLMBS
Sold putSold call

First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF options

Live interpolated LMBS call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF$0.82$0.82$0.83$0.84$0.84$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELMBS PRICE$0.82$0.82$0.82
PutsExpensive3.92×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ45.5638.8%8.1%
30Δ46.8530.3%5.4%
35Δ47.6224.8%3.9%
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
45.56
IV
38.8%
B/E move
8.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.85
IV
30.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.62
IV
24.8%
B/E move
3.9%

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

No recorded observations