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First Trust NASDAQ ABA Community Bank Index Fund QABA

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Market datapartial · fetched 2026-10-23T17:38:07.280Z

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 · 2026-10-23T14:17:07.754420669Z

FundamentalsAlpha Vantage · unavailable

Share price$66.37
1D+0.0%
$66.34$66.35$66.37$66.39$66.405:30 AM6:30 AM9:00 AM1:00 PMQABA
Sold putSold call

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$1.74$2.88$4.03$5.17$59.17$62.66$66.15$69.65$73.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QABA spot · $66.37QABA PRICE$0.71$0.91$1.10$1.30$1.49$1.69$1.88$2.07$2.50$3.00$3.50$4.00$4.84$0.92$1.14$1.36$1.58$1.79$2.01$2.23$2.45$2.67$2.89$3.10$3.32$3.54
PutsExpensive1.96×
CallsExpensive1.29×
SkewBearish+2.34 pp
Implied moveBearish±$4.11
TiltBalanced0.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.9336.4%11.0%59.7344.0%11.4%
25Δ71.9834.8%9.8%60.5342.0%10.5%
30Δ71.0233.3%8.7%61.3439.9%9.6%
35Δ70.0731.7%7.5%62.1537.9%8.7%
40Δ69.1130.1%6.4%62.9535.9%7.9%
45Δ68.1628.6%5.2%63.7633.8%7.0%
50Δ67.2027.0%4.1%64.5731.8%6.1%
55Δ66.2525.4%2.9%65.3729.7%5.2%
60Δ65.4825.5%2.4%66.1827.7%4.3%
65Δ64.7726.2%2.1%66.9925.7%3.4%
70Δ64.0626.8%1.8%67.8023.6%2.5%
75Δ63.3527.5%1.5%68.6021.6%1.6%
80Δ62.3429.4%1.2%69.4119.5%0.8%

20Δ

Calls
Pseudo strike
72.93
IV
36.4%
B/E move
11.0%
Puts
Pseudo strike
59.73
IV
44.0%
B/E move
11.4%

25Δ

Calls
Pseudo strike
71.98
IV
34.8%
B/E move
9.8%
Puts
Pseudo strike
60.53
IV
42.0%
B/E move
10.5%

30Δ

Calls
Pseudo strike
71.02
IV
33.3%
B/E move
8.7%
Puts
Pseudo strike
61.34
IV
39.9%
B/E move
9.6%

35Δ

Calls
Pseudo strike
70.07
IV
31.7%
B/E move
7.5%
Puts
Pseudo strike
62.15
IV
37.9%
B/E move
8.7%

40Δ

Calls
Pseudo strike
69.11
IV
30.1%
B/E move
6.4%
Puts
Pseudo strike
62.95
IV
35.9%
B/E move
7.9%

45Δ

Calls
Pseudo strike
68.16
IV
28.6%
B/E move
5.2%
Puts
Pseudo strike
63.76
IV
33.8%
B/E move
7.0%

50Δ

Calls
Pseudo strike
67.20
IV
27.0%
B/E move
4.1%
Puts
Pseudo strike
64.57
IV
31.8%
B/E move
6.1%

55Δ

Calls
Pseudo strike
66.25
IV
25.4%
B/E move
2.9%
Puts
Pseudo strike
65.37
IV
29.7%
B/E move
5.2%

60Δ

Calls
Pseudo strike
65.48
IV
25.5%
B/E move
2.4%
Puts
Pseudo strike
66.18
IV
27.7%
B/E move
4.3%

65Δ

Calls
Pseudo strike
64.77
IV
26.2%
B/E move
2.1%
Puts
Pseudo strike
66.99
IV
25.7%
B/E move
3.4%

70Δ

Calls
Pseudo strike
64.06
IV
26.8%
B/E move
1.8%
Puts
Pseudo strike
67.80
IV
23.6%
B/E move
2.5%

75Δ

Calls
Pseudo strike
63.35
IV
27.5%
B/E move
1.5%
Puts
Pseudo strike
68.60
IV
21.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
62.34
IV
29.4%
B/E move
1.2%
Puts
Pseudo strike
69.41
IV
19.5%
B/E move
0.8%

Options history

No recorded observations