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First Trust NASDAQ ABA Community Bank Index Fund QABA

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Market datapartial · fetched 2026-10-22T20:45:40.802Z

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 · 2026-10-22T20:00:00.269479672Z

FundamentalsAlpha Vantage · unavailable

Share price$66.80
1D+0.5%
AH$66.45$66.55$66.66$66.76$66.875:30 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$0.59$1.60$2.61$3.62$4.63$61.19$64.01$66.82$69.64$72.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QABA spot · $66.80QABA PRICE$0.70$0.77$0.89$1.01$1.13$1.31$1.52$1.78$2.06$2.43$2.86$4.34$4.10$0.80$0.91$1.02$1.13$1.24$1.45$1.67$1.93$2.22$2.60$3.04$3.57$4.10
PutsExpensive1.53×
CallsExpensive1.05×
SkewBullish-0.26 pp
Implied moveBearish±$3.19
TiltBalanced1.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.1534.7%10.5%61.8536.1%8.6%
25Δ71.0328.7%7.5%63.4231.0%6.4%
30Δ69.8625.9%5.9%64.5527.4%4.9%
35Δ68.9423.6%4.7%65.4024.5%3.8%
40Δ68.2521.9%3.9%66.1022.3%2.9%
45Δ67.6621.1%3.3%66.6221.8%2.4%
50Δ67.1321.0%2.8%67.1321.3%2.0%
55Δ66.6321.0%2.4%67.6321.1%1.6%
60Δ66.1221.1%2.1%68.1521.0%1.3%
65Δ65.5621.5%1.8%68.7021.1%1.0%
70Δ64.9622.2%1.5%69.3121.4%0.8%
75Δ63.5129.4%1.6%69.9921.9%0.6%
80Δ63.4223.6%1.1%70.6721.5%0.3%

20Δ

Calls
Pseudo strike
73.15
IV
34.7%
B/E move
10.5%
Puts
Pseudo strike
61.85
IV
36.1%
B/E move
8.6%

25Δ

Calls
Pseudo strike
71.03
IV
28.7%
B/E move
7.5%
Puts
Pseudo strike
63.42
IV
31.0%
B/E move
6.4%

30Δ

Calls
Pseudo strike
69.86
IV
25.9%
B/E move
5.9%
Puts
Pseudo strike
64.55
IV
27.4%
B/E move
4.9%

35Δ

Calls
Pseudo strike
68.94
IV
23.6%
B/E move
4.7%
Puts
Pseudo strike
65.40
IV
24.5%
B/E move
3.8%

40Δ

Calls
Pseudo strike
68.25
IV
21.9%
B/E move
3.9%
Puts
Pseudo strike
66.10
IV
22.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
67.66
IV
21.1%
B/E move
3.3%
Puts
Pseudo strike
66.62
IV
21.8%
B/E move
2.4%

50Δ

Calls
Pseudo strike
67.13
IV
21.0%
B/E move
2.8%
Puts
Pseudo strike
67.13
IV
21.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
66.63
IV
21.0%
B/E move
2.4%
Puts
Pseudo strike
67.63
IV
21.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
66.12
IV
21.1%
B/E move
2.1%
Puts
Pseudo strike
68.15
IV
21.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
65.56
IV
21.5%
B/E move
1.8%
Puts
Pseudo strike
68.70
IV
21.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
64.96
IV
22.2%
B/E move
1.5%
Puts
Pseudo strike
69.31
IV
21.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
63.51
IV
29.4%
B/E move
1.6%
Puts
Pseudo strike
69.99
IV
21.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
63.42
IV
23.6%
B/E move
1.1%
Puts
Pseudo strike
70.67
IV
21.5%
B/E move
0.3%

Options history

No recorded observations