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First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund MDIV

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Market dataready · fetched 2026-10-22T22:58:55.353Z

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 · 2026-10-22T20:00:00.293916534Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:57:25.664484+00:00

Share price$16.08
1D+0.1%
AH$15.98$16.01$16.04$16.07$16.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDIV
Sold putSold callAH

First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund options

Live interpolated MDIV call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund$0.42$0.81$1.20$1.59$1.98$13.78$14.97$16.17$17.37$18.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDIV spot · $16.08MDIV PRICE$0.50$0.50$0.50$0.50$0.52$0.54$0.57$0.60$0.66$0.73$0.79$0.86$0.93$0.50$0.50$0.50$0.48$0.46$0.46$0.56$0.67$0.77$0.87$0.97$1.18$1.87
PutsExpensive2.45×
CallsExpensive2.67×
SkewBullish-4.33 pp
Implied moveBalanced±$1.13
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.30114.5%41.8%13.4788.7%19.3%
25Δ19.4583.2%24.1%14.3968.6%13.6%
30Δ18.0163.6%15.1%15.0553.9%9.5%
35Δ17.2851.4%10.6%15.3845.1%7.3%
40Δ16.8443.9%7.9%15.7136.2%5.1%
45Δ16.5739.3%6.4%16.0228.5%3.2%
50Δ16.3034.7%4.9%16.1928.3%2.8%
55Δ16.0330.1%3.4%16.3628.1%2.4%
60Δ15.8828.1%2.9%16.5327.9%2.0%
65Δ15.7526.4%2.5%16.7027.6%1.5%
70Δ15.6124.7%2.1%16.8627.4%1.1%
75Δ15.4823.0%1.6%17.1329.1%0.8%
80Δ15.3521.4%1.2%17.8238.7%0.8%

20Δ

Calls
Pseudo strike
22.30
IV
114.5%
B/E move
41.8%
Puts
Pseudo strike
13.47
IV
88.7%
B/E move
19.3%

25Δ

Calls
Pseudo strike
19.45
IV
83.2%
B/E move
24.1%
Puts
Pseudo strike
14.39
IV
68.6%
B/E move
13.6%

30Δ

Calls
Pseudo strike
18.01
IV
63.6%
B/E move
15.1%
Puts
Pseudo strike
15.05
IV
53.9%
B/E move
9.5%

35Δ

Calls
Pseudo strike
17.28
IV
51.4%
B/E move
10.6%
Puts
Pseudo strike
15.38
IV
45.1%
B/E move
7.3%

40Δ

Calls
Pseudo strike
16.84
IV
43.9%
B/E move
7.9%
Puts
Pseudo strike
15.71
IV
36.2%
B/E move
5.1%

45Δ

Calls
Pseudo strike
16.57
IV
39.3%
B/E move
6.4%
Puts
Pseudo strike
16.02
IV
28.5%
B/E move
3.2%

50Δ

Calls
Pseudo strike
16.30
IV
34.7%
B/E move
4.9%
Puts
Pseudo strike
16.19
IV
28.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
16.03
IV
30.1%
B/E move
3.4%
Puts
Pseudo strike
16.36
IV
28.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
15.88
IV
28.1%
B/E move
2.9%
Puts
Pseudo strike
16.53
IV
27.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
15.75
IV
26.4%
B/E move
2.5%
Puts
Pseudo strike
16.70
IV
27.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
15.61
IV
24.7%
B/E move
2.1%
Puts
Pseudo strike
16.86
IV
27.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
15.48
IV
23.0%
B/E move
1.6%
Puts
Pseudo strike
17.13
IV
29.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
15.35
IV
21.4%
B/E move
1.2%
Puts
Pseudo strike
17.82
IV
38.7%
B/E move
0.8%

Options history

No recorded observations