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First Trust India Nifty 50 Equal Weight ETF NFTY

i

Market dataready · fetched 2026-11-12T03:22:17.555Z

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 · 2026-11-11T21:00:00.442958672Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:22:17.210581+00:00

Share price$55.87
1D-0.1%
AH$55.75$55.81$55.87$55.93$55.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNFTY
Sold putSold callAH

First Trust India Nifty 50 Equal Weight ETF options

Live interpolated NFTY call and put midpoint premiums by absolute delta.First Trust India Nifty 50 Equal Weight ETF$0.79$1.08$1.37$1.65$1.94$52.27$54.00$55.72$57.45$59.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NFTY spot · $55.87NFTY PRICE$0.82$0.82$0.86$0.92$1.03$1.13$1.24$1.35$1.45$1.57$1.70$1.83$0.82$0.84$0.89$0.96$1.06$1.15$1.25$1.34$1.44$1.55$1.70$1.85
Puts——
Calls——
Skew——
Implied moveBalanced±$2.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.7480.7%10.7%
25Δ60.3667.5%9.5%52.6362.4%7.3%
30Δ58.5952.6%6.3%
35Δ57.5944.0%4.6%54.6142.4%3.8%
40Δ56.9238.9%3.5%55.1738.0%3.0%
45Δ56.5536.7%3.1%55.5935.1%2.4%
50Δ56.1934.5%2.6%56.0032.3%1.8%
55Δ55.8232.3%2.1%56.2730.2%1.5%
60Δ55.4530.1%1.7%56.5528.2%1.2%
65Δ55.0827.9%1.2%56.8226.1%0.9%
70Δ54.8226.0%0.9%57.0824.2%0.6%
75Δ54.5924.1%0.8%57.3122.7%0.5%
80Δ54.3622.3%0.6%57.5421.1%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.74
IV
80.7%
B/E move
10.7%

25Δ

Calls
Pseudo strike
60.36
IV
67.5%
B/E move
9.5%
Puts
Pseudo strike
52.63
IV
62.4%
B/E move
7.3%

30Δ

Calls
Pseudo strike
58.59
IV
52.6%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
57.59
IV
44.0%
B/E move
4.6%
Puts
Pseudo strike
54.61
IV
42.4%
B/E move
3.8%

40Δ

Calls
Pseudo strike
56.92
IV
38.9%
B/E move
3.5%
Puts
Pseudo strike
55.17
IV
38.0%
B/E move
3.0%

45Δ

Calls
Pseudo strike
56.55
IV
36.7%
B/E move
3.1%
Puts
Pseudo strike
55.59
IV
35.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
56.19
IV
34.5%
B/E move
2.6%
Puts
Pseudo strike
56.00
IV
32.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
55.82
IV
32.3%
B/E move
2.1%
Puts
Pseudo strike
56.27
IV
30.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
55.45
IV
30.1%
B/E move
1.7%
Puts
Pseudo strike
56.55
IV
28.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
55.08
IV
27.9%
B/E move
1.2%
Puts
Pseudo strike
56.82
IV
26.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
54.82
IV
26.0%
B/E move
0.9%
Puts
Pseudo strike
57.08
IV
24.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
54.59
IV
24.1%
B/E move
0.8%
Puts
Pseudo strike
57.31
IV
22.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
54.36
IV
22.3%
B/E move
0.6%
Puts
Pseudo strike
57.54
IV
21.1%
B/E move
0.3%

Options history

IV · four-Friday blend24.19%
Daily EOD
NFTY23.5%25.5%27.4%2026-10-19: 24.13%2026-10-20: 25.54%2026-10-21: 23.96%2026-10-22: 23.80%2026-10-23: 24.06%2026-10-26: 24.68%2026-10-27: 27.18%2026-10-28: 24.58%2026-10-29: 24.74%2026-10-30: 24.19%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.13%
25.54%
23.96%
23.80%
24.06%
24.68%
27.18%
24.58%
24.74%
24.19%