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

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Market datapartial · fetched 2026-10-22T21:18:19.875Z

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 · 2026-10-22T20:00:00.22170247Z

FundamentalsAlpha Vantage · unavailable

Share price$48.73
1D+0.1%
AH$48.62$48.66$48.70$48.73$48.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLMBS
Sold putSold callAH

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$0.50$1.05$1.59$2.14$2.68$44.73$46.73$48.73$50.73$52.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LMBS spot · $48.73LMBS PRICE$0.82$0.82$0.56$0.84$0.86$0.88$0.91$1.01$1.10$1.19$1.35$1.94$2.52$0.82$0.82$0.82$0.82$0.87$0.96$1.04$1.20$1.37$1.54$1.74$1.96$2.17
PutsExpensive3.00×
CallsExpensive3.68×
SkewNeutral-0.00 pp
Implied moveBearish±$1.95
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.8858.1%18.4%43.8450.3%11.7%
25Δ53.4642.8%11.4%45.7238.3%7.9%
30Δ50.7522.7%5.3%46.9330.2%5.4%
35Δ50.6927.8%5.7%47.6824.9%3.9%
40Δ50.1024.1%4.6%48.2121.6%2.9%
45Δ49.5120.5%3.4%48.5920.0%2.3%
50Δ48.9717.2%2.4%48.9618.4%1.7%
55Δ48.7216.2%2.0%49.2818.0%1.3%
60Δ48.4715.3%1.7%49.5917.7%1.1%
65Δ48.2214.4%1.4%49.9017.4%0.8%
70Δ47.9113.8%1.1%50.2016.9%0.6%
75Δ47.2315.6%0.9%50.5116.3%0.4%
80Δ46.5417.3%0.7%50.8215.8%0.2%

20Δ

Calls
Pseudo strike
56.88
IV
58.1%
B/E move
18.4%
Puts
Pseudo strike
43.84
IV
50.3%
B/E move
11.7%

25Δ

Calls
Pseudo strike
53.46
IV
42.8%
B/E move
11.4%
Puts
Pseudo strike
45.72
IV
38.3%
B/E move
7.9%

30Δ

Calls
Pseudo strike
50.75
IV
22.7%
B/E move
5.3%
Puts
Pseudo strike
46.93
IV
30.2%
B/E move
5.4%

35Δ

Calls
Pseudo strike
50.69
IV
27.8%
B/E move
5.7%
Puts
Pseudo strike
47.68
IV
24.9%
B/E move
3.9%

40Δ

Calls
Pseudo strike
50.10
IV
24.1%
B/E move
4.6%
Puts
Pseudo strike
48.21
IV
21.6%
B/E move
2.9%

45Δ

Calls
Pseudo strike
49.51
IV
20.5%
B/E move
3.4%
Puts
Pseudo strike
48.59
IV
20.0%
B/E move
2.3%

50Δ

Calls
Pseudo strike
48.97
IV
17.2%
B/E move
2.4%
Puts
Pseudo strike
48.96
IV
18.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
48.72
IV
16.2%
B/E move
2.0%
Puts
Pseudo strike
49.28
IV
18.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
48.47
IV
15.3%
B/E move
1.7%
Puts
Pseudo strike
49.59
IV
17.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
48.22
IV
14.4%
B/E move
1.4%
Puts
Pseudo strike
49.90
IV
17.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
47.91
IV
13.8%
B/E move
1.1%
Puts
Pseudo strike
50.20
IV
16.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
47.23
IV
15.6%
B/E move
0.9%
Puts
Pseudo strike
50.51
IV
16.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
46.54
IV
17.3%
B/E move
0.7%
Puts
Pseudo strike
50.82
IV
15.8%
B/E move
0.2%

Options history

No recorded observations