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First Trust NASDAQ ABA Community Bank Index Fund QABA

i

Market dataready · fetched 2026-11-13T01:28:09.486Z

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 · 2026-11-12T21:00:00.062672426Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:28:08.978140+00:00

Share price$67.10
1D-0.2%
AH$66.99$67.05$67.10$67.16$67.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQABA
Sold putSold callAH

First Trust NASDAQ ABA Community Bank Index Fund options

Live interpolated QABA call and put midpoint premiums by absolute delta.First Trust NASDAQ ABA Community Bank Index Fund$0.66$1.04$1.43$1.82$2.20$63.16$65.12$67.09$69.06$71.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QABA spot · $67.10QABA PRICE$0.70$0.71$0.75$0.81$0.87$0.96$1.06$1.15$1.24$1.33$1.41$1.56$1.84$0.71$0.76$0.81$0.87$0.95$1.04$1.13$1.22$1.31$1.43$1.64$1.86$2.09
PutsExpensive1.24×
CallsExpensive2.17×
SkewNeutral+0.23 pp
Implied moveBearish±$2.19
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.3066.9%10.3%62.4562.3%8.0%
25Δ70.7850.1%6.5%64.1049.8%5.6%
30Δ69.6242.4%4.9%65.1342.1%4.1%
35Δ68.8437.2%3.8%65.8736.5%3.1%
40Δ68.0632.1%2.7%66.3833.3%2.5%
45Δ67.6429.9%2.2%66.8330.6%2.0%
50Δ67.2627.9%1.8%67.1828.3%1.6%
55Δ66.9226.0%1.4%67.4826.3%1.3%
60Δ66.6724.2%1.2%67.7724.3%0.9%
65Δ66.4222.5%1.0%68.0722.7%0.7%
70Δ66.1820.7%0.7%68.3822.2%0.5%
75Δ65.9019.4%0.5%68.6921.8%0.4%
80Δ65.5419.4%0.4%69.0221.5%0.3%

20Δ

Calls
Pseudo strike
73.30
IV
66.9%
B/E move
10.3%
Puts
Pseudo strike
62.45
IV
62.3%
B/E move
8.0%

25Δ

Calls
Pseudo strike
70.78
IV
50.1%
B/E move
6.5%
Puts
Pseudo strike
64.10
IV
49.8%
B/E move
5.6%

30Δ

Calls
Pseudo strike
69.62
IV
42.4%
B/E move
4.9%
Puts
Pseudo strike
65.13
IV
42.1%
B/E move
4.1%

35Δ

Calls
Pseudo strike
68.84
IV
37.2%
B/E move
3.8%
Puts
Pseudo strike
65.87
IV
36.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
68.06
IV
32.1%
B/E move
2.7%
Puts
Pseudo strike
66.38
IV
33.3%
B/E move
2.5%

45Δ

Calls
Pseudo strike
67.64
IV
29.9%
B/E move
2.2%
Puts
Pseudo strike
66.83
IV
30.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
67.26
IV
27.9%
B/E move
1.8%
Puts
Pseudo strike
67.18
IV
28.3%
B/E move
1.6%

55Δ

Calls
Pseudo strike
66.92
IV
26.0%
B/E move
1.4%
Puts
Pseudo strike
67.48
IV
26.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
66.67
IV
24.2%
B/E move
1.2%
Puts
Pseudo strike
67.77
IV
24.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
66.42
IV
22.5%
B/E move
1.0%
Puts
Pseudo strike
68.07
IV
22.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
66.18
IV
20.7%
B/E move
0.7%
Puts
Pseudo strike
68.38
IV
22.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
65.90
IV
19.4%
B/E move
0.5%
Puts
Pseudo strike
68.69
IV
21.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
65.54
IV
19.4%
B/E move
0.4%
Puts
Pseudo strike
69.02
IV
21.5%
B/E move
0.3%

Options history

IV · four-Friday blend26.13%
Daily EOD
QABA20.0%25.8%31.6%2026-10-19: 22.00%2026-10-20: 21.54%2026-10-21: 20.83%2026-10-22: 20.98%2026-10-23: 22.53%2026-10-26: 21.95%2026-10-27: 21.13%2026-10-28: 30.78%2026-10-29: 25.66%2026-10-30: 26.13%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.00%
21.54%
20.83%
20.98%
22.53%
21.95%
21.13%
30.78%
25.66%
26.13%