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First Trust Indxx Aerospace & Defense ETF MISL

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Market datapartial · fetched 2026-10-22T21:53:00.220Z

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 · 2026-10-22T20:10:00.002523532Z

FundamentalsAlpha Vantage · unavailable

Share price$40.86
1D-0.8%
AH$40.40$40.68$40.96$41.23$41.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMISL
Sold putSold callAH

First Trust Indxx Aerospace & Defense ETF options

Live interpolated MISL call and put midpoint premiums by absolute delta.First Trust Indxx Aerospace & Defense ETF$0.70$1.43$2.16$2.89$3.62$36.69$38.98$41.27$43.56$45.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MISL spot · $40.86MISL PRICE$0.78$0.81$0.90$0.96$1.05$1.14$1.24$1.39$1.57$1.77$2.29$2.83$3.41$0.96$1.03$1.11$1.18$1.28$1.46$1.64$1.88$2.17$2.47$2.87
PutsExpensive1.27×
CallsExpensive1.56×
SkewBullish-7.15 pp
Implied moveBalanced±$2.52
TiltBullish5.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.7665.7%21.2%
25Δ45.6350.6%13.6%
30Δ44.0543.6%10.0%38.8241.4%7.3%
35Δ42.9537.4%7.5%39.5936.3%5.6%
40Δ42.2233.8%5.9%40.2032.2%4.3%
45Δ41.6631.0%4.7%40.6829.0%3.3%
50Δ41.1628.5%3.8%41.1126.5%2.5%
55Δ40.7427.2%3.1%41.4725.8%2.1%
60Δ40.3526.4%2.6%41.8325.1%1.6%
65Δ39.9426.0%2.1%42.2224.7%1.3%
70Δ39.3529.2%1.9%42.6324.6%1.0%
75Δ38.7231.7%1.7%43.0524.5%0.7%
80Δ38.0233.5%1.4%43.5624.3%0.4%

20Δ

Calls
Pseudo strike
48.76
IV
65.7%
B/E move
21.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
45.63
IV
50.6%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
44.05
IV
43.6%
B/E move
10.0%
Puts
Pseudo strike
38.82
IV
41.4%
B/E move
7.3%

35Δ

Calls
Pseudo strike
42.95
IV
37.4%
B/E move
7.5%
Puts
Pseudo strike
39.59
IV
36.3%
B/E move
5.6%

40Δ

Calls
Pseudo strike
42.22
IV
33.8%
B/E move
5.9%
Puts
Pseudo strike
40.20
IV
32.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
41.66
IV
31.0%
B/E move
4.7%
Puts
Pseudo strike
40.68
IV
29.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
41.16
IV
28.5%
B/E move
3.8%
Puts
Pseudo strike
41.11
IV
26.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
40.74
IV
27.2%
B/E move
3.1%
Puts
Pseudo strike
41.47
IV
25.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
40.35
IV
26.4%
B/E move
2.6%
Puts
Pseudo strike
41.83
IV
25.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
39.94
IV
26.0%
B/E move
2.1%
Puts
Pseudo strike
42.22
IV
24.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
39.35
IV
29.2%
B/E move
1.9%
Puts
Pseudo strike
42.63
IV
24.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
38.72
IV
31.7%
B/E move
1.7%
Puts
Pseudo strike
43.05
IV
24.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
38.02
IV
33.5%
B/E move
1.4%
Puts
Pseudo strike
43.56
IV
24.3%
B/E move
0.4%

Options history

No recorded observations