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First Trust NASDAQ Clean Edge Green Energy Index Fund QCLN

i

Market dataready · fetched 2026-11-12T03:13:35.521Z

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 · 2026-11-11T21:00:00.321211613Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:13:35.120999+00:00

Share price$45.82
1D+0.9%
AH$45.05$45.44$45.82$46.20$46.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQCLN
Sold putSold callAH

First Trust NASDAQ Clean Edge Green Energy Index Fund options

Live interpolated QCLN call and put midpoint premiums by absolute delta.First Trust NASDAQ Clean Edge Green Energy Index Fund$0.51$1.66$2.80$3.95$5.10$39.86$42.83$45.80$48.77$51.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QCLN spot · $45.82QCLN PRICE$0.63$0.70$0.78$0.85$0.97$1.17$1.37$1.61$1.85$2.23$2.65$3.67$4.77$0.74$0.83$0.91$1.00$1.11$1.31$1.50$1.73$1.96$2.19$2.42$2.66$2.97
PutsCheap0.86×
CallsCheap0.88×
SkewBullish-5.06 pp
Implied moveBearish±$2.87
TiltBullish4.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.7085.1%14.2%41.2887.7%11.5%
25Δ49.6670.0%9.9%42.7174.2%8.6%
30Δ48.4360.8%7.4%43.7463.9%6.5%
35Δ47.5653.8%5.7%44.4756.8%5.1%
40Δ46.9149.6%4.5%45.0851.5%4.0%
45Δ46.4649.9%3.9%45.5450.6%3.5%
50Δ46.0150.2%3.4%46.0149.8%2.9%
55Δ45.5550.2%2.9%46.4448.9%2.4%
60Δ45.1050.2%2.5%46.8847.9%2.0%
65Δ44.5652.3%2.1%47.2946.3%1.6%
70Δ44.0054.9%1.8%47.6844.3%1.2%
75Δ42.9567.1%1.7%48.0842.4%0.9%
80Δ41.7476.4%1.5%48.5040.4%0.6%

20Δ

Calls
Pseudo strike
51.70
IV
85.1%
B/E move
14.2%
Puts
Pseudo strike
41.28
IV
87.7%
B/E move
11.5%

25Δ

Calls
Pseudo strike
49.66
IV
70.0%
B/E move
9.9%
Puts
Pseudo strike
42.71
IV
74.2%
B/E move
8.6%

30Δ

Calls
Pseudo strike
48.43
IV
60.8%
B/E move
7.4%
Puts
Pseudo strike
43.74
IV
63.9%
B/E move
6.5%

35Δ

Calls
Pseudo strike
47.56
IV
53.8%
B/E move
5.7%
Puts
Pseudo strike
44.47
IV
56.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
46.91
IV
49.6%
B/E move
4.5%
Puts
Pseudo strike
45.08
IV
51.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
46.46
IV
49.9%
B/E move
3.9%
Puts
Pseudo strike
45.54
IV
50.6%
B/E move
3.5%

50Δ

Calls
Pseudo strike
46.01
IV
50.2%
B/E move
3.4%
Puts
Pseudo strike
46.01
IV
49.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
45.55
IV
50.2%
B/E move
2.9%
Puts
Pseudo strike
46.44
IV
48.9%
B/E move
2.4%

60Δ

Calls
Pseudo strike
45.10
IV
50.2%
B/E move
2.5%
Puts
Pseudo strike
46.88
IV
47.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
44.56
IV
52.3%
B/E move
2.1%
Puts
Pseudo strike
47.29
IV
46.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
44.00
IV
54.9%
B/E move
1.8%
Puts
Pseudo strike
47.68
IV
44.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
42.95
IV
67.1%
B/E move
1.7%
Puts
Pseudo strike
48.08
IV
42.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
41.74
IV
76.4%
B/E move
1.5%
Puts
Pseudo strike
48.50
IV
40.4%
B/E move
0.6%

Options history

IV · four-Friday blend46.81%
Daily EOD
QCLN40.0%43.7%47.3%2026-10-19: 40.53%2026-10-20: 41.29%2026-10-21: 40.52%2026-10-22: 43.76%2026-10-23: 43.92%2026-10-26: 43.12%2026-10-27: 42.44%2026-10-28: 41.89%2026-10-29: 41.49%2026-10-30: 46.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.53%
41.29%
40.52%
43.76%
43.92%
43.12%
42.44%
41.89%
41.49%
46.81%