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

i

Market dataready · fetched 2026-11-12T02:17:28.261Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:00.888360735Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:17:27.865758+00:00

Share price$16.11
1D+0.1%
AH$16.04$16.07$16.09$16.11$16.145:30 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$0.43$0.75$1.08$1.41$1.74$15.28$16.13$16.98$17.83$18.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MDIV spot · $16.11MDIV PRICE$0.55$0.55$0.55$0.55$0.56$0.59$0.62$0.65$0.72$0.78$0.85$0.92$0.98$0.55$0.55$0.55$0.46$0.60$0.74$0.88$1.01$1.15$1.40$1.64
Puts——
CallsExpensive4.74×
Skew——
Implied moveBalanced±$1.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.28231.7%48.0%13.30174.3%20.8%
25Δ19.88167.4%26.8%14.28134.9%14.8%
30Δ18.29128.7%17.0%14.99105.9%10.3%
35Δ17.43103.4%11.6%
40Δ16.8886.4%8.3%
45Δ16.5977.4%6.7%16.0251.4%3.4%
50Δ16.3068.4%5.0%16.2153.2%3.0%
55Δ16.0159.4%3.4%16.4154.9%2.7%
60Δ15.8755.7%3.0%16.6156.6%2.3%
65Δ15.7452.2%2.6%16.8158.4%1.9%
70Δ15.6048.7%2.1%17.0060.1%1.6%
75Δ15.4745.2%1.7%17.3060.2%1.3%
80Δ15.3341.7%1.3%17.6060.2%0.9%

20Δ

Calls
Pseudo strike
23.28
IV
231.7%
B/E move
48.0%
Puts
Pseudo strike
13.30
IV
174.3%
B/E move
20.8%

25Δ

Calls
Pseudo strike
19.88
IV
167.4%
B/E move
26.8%
Puts
Pseudo strike
14.28
IV
134.9%
B/E move
14.8%

30Δ

Calls
Pseudo strike
18.29
IV
128.7%
B/E move
17.0%
Puts
Pseudo strike
14.99
IV
105.9%
B/E move
10.3%

35Δ

Calls
Pseudo strike
17.43
IV
103.4%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
16.88
IV
86.4%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
16.59
IV
77.4%
B/E move
6.7%
Puts
Pseudo strike
16.02
IV
51.4%
B/E move
3.4%

50Δ

Calls
Pseudo strike
16.30
IV
68.4%
B/E move
5.0%
Puts
Pseudo strike
16.21
IV
53.2%
B/E move
3.0%

55Δ

Calls
Pseudo strike
16.01
IV
59.4%
B/E move
3.4%
Puts
Pseudo strike
16.41
IV
54.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
15.87
IV
55.7%
B/E move
3.0%
Puts
Pseudo strike
16.61
IV
56.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
15.74
IV
52.2%
B/E move
2.6%
Puts
Pseudo strike
16.81
IV
58.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
15.60
IV
48.7%
B/E move
2.1%
Puts
Pseudo strike
17.00
IV
60.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
15.47
IV
45.2%
B/E move
1.7%
Puts
Pseudo strike
17.30
IV
60.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
15.33
IV
41.7%
B/E move
1.3%
Puts
Pseudo strike
17.60
IV
60.2%
B/E move
0.9%

Options history

IV · four-Friday blend39.32%
Daily EOD
MDIV31.1%35.5%39.9%2026-10-19: 31.73%2026-10-20: 33.17%2026-10-21: 32.65%2026-10-22: 32.63%2026-10-23: 33.31%2026-10-26: 38.91%2026-10-27: 38.56%2026-10-28: 38.46%2026-10-29: 38.90%2026-10-30: 39.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.73%
33.17%
32.65%
32.63%
33.31%
38.91%
38.56%
38.46%
38.90%
39.32%