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First Trust India Nifty 50 Equal Weight ETF NFTY

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Market datapartial · fetched 2026-10-22T21:13:50.020Z

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 · 2026-10-22T20:00:00.502900439Z

FundamentalsAlpha Vantage · unavailable

Share price$51.37
1D+0.7%
AH$50.97$51.09$51.21$51.33$51.455:30 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$0.72$1.24$1.76$2.29$2.81$46.62$48.98$51.34$53.69$56.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NFTY spot · $51.37NFTY PRICE$0.78$0.80$0.84$0.91$1.01$1.11$1.22$1.34$1.47$1.67$1.86$2.17$2.66$0.81$0.86$0.92$1.00$1.10$1.20$1.30$1.41$1.88$2.31$2.41$2.51$2.61
PutsExpensive1.24×
CallsExpensive1.15×
SkewBearish+0.48 pp
Implied moveBearish±$2.52
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.8451.3%16.1%46.4847.3%11.1%
25Δ56.0039.5%10.6%48.2337.9%7.8%
30Δ54.3132.2%7.4%49.3332.2%5.8%
35Δ53.3528.1%5.6%50.1428.1%4.3%
40Δ52.6725.5%4.5%50.7225.7%3.4%
45Δ52.1123.4%3.6%51.2123.6%2.7%
50Δ51.6922.0%3.0%51.6121.8%2.1%
55Δ51.3020.6%2.5%52.0120.1%1.5%
60Δ50.9219.5%2.0%52.5422.6%1.4%
65Δ50.5619.0%1.7%53.0324.5%1.3%
70Δ50.2118.5%1.4%53.3022.4%0.9%
75Δ49.7718.8%1.1%53.5620.3%0.6%
80Δ49.1920.0%0.9%53.8318.2%0.3%

20Δ

Calls
Pseudo strike
58.84
IV
51.3%
B/E move
16.1%
Puts
Pseudo strike
46.48
IV
47.3%
B/E move
11.1%

25Δ

Calls
Pseudo strike
56.00
IV
39.5%
B/E move
10.6%
Puts
Pseudo strike
48.23
IV
37.9%
B/E move
7.8%

30Δ

Calls
Pseudo strike
54.31
IV
32.2%
B/E move
7.4%
Puts
Pseudo strike
49.33
IV
32.2%
B/E move
5.8%

35Δ

Calls
Pseudo strike
53.35
IV
28.1%
B/E move
5.6%
Puts
Pseudo strike
50.14
IV
28.1%
B/E move
4.3%

40Δ

Calls
Pseudo strike
52.67
IV
25.5%
B/E move
4.5%
Puts
Pseudo strike
50.72
IV
25.7%
B/E move
3.4%

45Δ

Calls
Pseudo strike
52.11
IV
23.4%
B/E move
3.6%
Puts
Pseudo strike
51.21
IV
23.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
51.69
IV
22.0%
B/E move
3.0%
Puts
Pseudo strike
51.61
IV
21.8%
B/E move
2.1%

55Δ

Calls
Pseudo strike
51.30
IV
20.6%
B/E move
2.5%
Puts
Pseudo strike
52.01
IV
20.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
50.92
IV
19.5%
B/E move
2.0%
Puts
Pseudo strike
52.54
IV
22.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
50.56
IV
19.0%
B/E move
1.7%
Puts
Pseudo strike
53.03
IV
24.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
50.21
IV
18.5%
B/E move
1.4%
Puts
Pseudo strike
53.30
IV
22.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
49.77
IV
18.8%
B/E move
1.1%
Puts
Pseudo strike
53.56
IV
20.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
49.19
IV
20.0%
B/E move
0.9%
Puts
Pseudo strike
53.83
IV
18.2%
B/E move
0.3%

Options history

No recorded observations