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First Trust Indxx Aerospace & Defense ETF MISL

i

Market dataready · fetched 2026-11-12T03:10:13.860Z

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 · 2026-11-12T01:00:00.070620098Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:10:13.406813+00:00

Share price$42.89
1D+0.3%
AH$42.43$42.57$42.71$42.85$42.985:30 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$0.62$1.15$1.69$2.23$2.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEMISL PRICE$0.68$0.68$0.70$0.76$0.82$0.86$0.90$0.96$1.01$1.07$1.13$1.21$1.39$0.68$0.69$0.74$0.79$0.82$1.06$1.30$1.59$2.02$2.61
Puts——
CallsExpensive1.21×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.3497.8%16.6%38.7385.7%11.3%
25Δ46.6172.3%10.3%40.2566.3%7.8%
30Δ45.2057.8%7.0%41.1656.1%5.8%
35Δ44.4350.5%5.4%41.8048.5%4.4%
40Δ43.8544.7%4.1%
45Δ43.4239.9%3.2%
50Δ43.0035.2%2.4%
55Δ42.7932.6%2.0%43.2324.2%1.1%
60Δ42.5830.0%1.7%43.5126.6%1.0%
65Δ42.3827.4%1.3%43.7929.0%0.9%
70Δ42.1724.8%1.0%44.1331.4%0.8%
75Δ41.9622.4%0.6%44.6234.1%0.7%
80Δ41.7321.2%0.5%45.2738.3%0.5%

20Δ

Calls
Pseudo strike
49.34
IV
97.8%
B/E move
16.6%
Puts
Pseudo strike
38.73
IV
85.7%
B/E move
11.3%

25Δ

Calls
Pseudo strike
46.61
IV
72.3%
B/E move
10.3%
Puts
Pseudo strike
40.25
IV
66.3%
B/E move
7.8%

30Δ

Calls
Pseudo strike
45.20
IV
57.8%
B/E move
7.0%
Puts
Pseudo strike
41.16
IV
56.1%
B/E move
5.8%

35Δ

Calls
Pseudo strike
44.43
IV
50.5%
B/E move
5.4%
Puts
Pseudo strike
41.80
IV
48.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
43.85
IV
44.7%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
43.42
IV
39.9%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
43.00
IV
35.2%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
42.79
IV
32.6%
B/E move
2.0%
Puts
Pseudo strike
43.23
IV
24.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
42.58
IV
30.0%
B/E move
1.7%
Puts
Pseudo strike
43.51
IV
26.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
42.38
IV
27.4%
B/E move
1.3%
Puts
Pseudo strike
43.79
IV
29.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
42.17
IV
24.8%
B/E move
1.0%
Puts
Pseudo strike
44.13
IV
31.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
41.96
IV
22.4%
B/E move
0.6%
Puts
Pseudo strike
44.62
IV
34.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
41.73
IV
21.2%
B/E move
0.5%
Puts
Pseudo strike
45.27
IV
38.3%
B/E move
0.5%

Options history

IV · four-Friday blend28.50%
Daily EOD
MISL23.7%52.0%80.4%2026-10-19: 49.78%2026-10-20: 71.88%2026-10-21: 51.72%2026-10-22: 73.43%2026-10-23: 74.37%2026-10-26: 70.30%2026-10-27: 76.45%2026-10-28: 68.07%2026-10-29: 27.62%2026-10-30: 28.50%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.78%
71.88%
51.72%
73.43%
74.37%
70.30%
76.45%
68.07%
27.62%
28.50%