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

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Market datapartial · fetched 2026-10-22T16:50:18.261Z

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 · 2026-10-22T16:49:51.123331035Z

FundamentalsAlpha Vantage · unavailable

Share price$48.71
1D+0.0%
$48.62$48.64$48.67$48.70$48.735:30 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$0.47$1.01$1.56$2.10$2.64$44.65$46.66$48.68$50.69$52.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LMBS spot · $48.70LMBS PRICE$0.82$0.82$0.53$0.84$0.86$0.88$0.92$1.02$1.11$1.21$1.43$1.96$2.49$0.82$0.82$0.82$0.82$0.88$0.98$1.08$1.23$1.38$1.53$1.77$2.08$2.41
PutsExpensive3.00×
CallsExpensive3.68×
SkewBearish+0.43 pp
Implied moveBearish±$2.00
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.8657.9%18.4%43.8150.2%11.7%
25Δ53.4342.7%11.4%45.6938.2%7.9%
30Δ50.6021.2%5.0%46.9030.2%5.4%
35Δ50.6727.8%5.8%47.6524.8%3.9%
40Δ50.0724.1%4.6%48.1921.6%2.9%
45Δ49.4820.4%3.4%48.5720.4%2.3%
50Δ48.9517.2%2.4%48.9419.1%1.7%
55Δ48.6916.3%2.1%49.2618.4%1.4%
60Δ48.4415.4%1.7%49.5617.8%1.1%
65Δ48.1814.5%1.4%49.8617.2%0.8%
70Δ47.8114.3%1.1%50.2117.0%0.5%
75Δ47.1915.5%0.9%50.6117.3%0.4%
80Δ46.5616.8%0.7%51.0117.6%0.2%

20Δ

Calls
Pseudo strike
56.86
IV
57.9%
B/E move
18.4%
Puts
Pseudo strike
43.81
IV
50.2%
B/E move
11.7%

25Δ

Calls
Pseudo strike
53.43
IV
42.7%
B/E move
11.4%
Puts
Pseudo strike
45.69
IV
38.2%
B/E move
7.9%

30Δ

Calls
Pseudo strike
50.60
IV
21.2%
B/E move
5.0%
Puts
Pseudo strike
46.90
IV
30.2%
B/E move
5.4%

35Δ

Calls
Pseudo strike
50.67
IV
27.8%
B/E move
5.8%
Puts
Pseudo strike
47.65
IV
24.8%
B/E move
3.9%

40Δ

Calls
Pseudo strike
50.07
IV
24.1%
B/E move
4.6%
Puts
Pseudo strike
48.19
IV
21.6%
B/E move
2.9%

45Δ

Calls
Pseudo strike
49.48
IV
20.4%
B/E move
3.4%
Puts
Pseudo strike
48.57
IV
20.4%
B/E move
2.3%

50Δ

Calls
Pseudo strike
48.95
IV
17.2%
B/E move
2.4%
Puts
Pseudo strike
48.94
IV
19.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
48.69
IV
16.3%
B/E move
2.1%
Puts
Pseudo strike
49.26
IV
18.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
48.44
IV
15.4%
B/E move
1.7%
Puts
Pseudo strike
49.56
IV
17.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
48.18
IV
14.5%
B/E move
1.4%
Puts
Pseudo strike
49.86
IV
17.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
47.81
IV
14.3%
B/E move
1.1%
Puts
Pseudo strike
50.21
IV
17.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
47.19
IV
15.5%
B/E move
0.9%
Puts
Pseudo strike
50.61
IV
17.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
46.56
IV
16.8%
B/E move
0.7%
Puts
Pseudo strike
51.01
IV
17.6%
B/E move
0.2%

Options history

No recorded observations