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First Trust NASDAQ Clean Edge Green Energy Index Fund QCLN

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Market datapartial · fetched 2026-10-23T03:02:14.361Z

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 · 2026-10-22T23:44:57.691386235Z

FundamentalsAlpha Vantage · unavailable

Share price$43.14
1D-1.7%
AH$42.82$43.22$43.61$44.00$44.405:30 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$0.60$1.99$3.38$4.77$6.16$35.66$39.91$44.15$48.39$52.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QCLN spot · $43.14QCLN PRICE$0.75$0.87$1.06$1.30$1.62$1.97$2.37$2.83$3.27$3.81$4.13$5.45$0.88$1.10$1.32$1.47$1.73$1.97$2.34$2.69$3.00$3.87$4.57$5.72$5.76
PutsExpensive1.23×
CallsExpensive1.71×
SkewBullish-5.69 pp
Implied moveBalanced±$4.70
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.5759.7%19.0%38.0960.1%13.7%
25Δ48.2851.9%13.9%39.4155.9%11.2%
30Δ46.9849.1%11.4%40.4353.1%9.3%
35Δ46.0849.0%9.8%41.4547.6%7.3%
40Δ45.3150.3%8.8%42.2246.1%6.1%
45Δ44.5451.7%7.8%42.9344.3%5.1%
50Δ43.7553.2%6.9%43.6144.3%4.3%
55Δ42.9555.1%6.1%44.2843.7%3.6%
60Δ42.1055.3%5.2%44.9142.2%2.9%
65Δ41.2256.3%4.4%45.9146.4%2.5%
70Δ40.4953.0%3.4%46.8347.3%2.0%
75Δ39.0462.1%3.1%48.1051.0%1.7%
80Δ48.3744.9%1.2%

20Δ

Calls
Pseudo strike
50.57
IV
59.7%
B/E move
19.0%
Puts
Pseudo strike
38.09
IV
60.1%
B/E move
13.7%

25Δ

Calls
Pseudo strike
48.28
IV
51.9%
B/E move
13.9%
Puts
Pseudo strike
39.41
IV
55.9%
B/E move
11.2%

30Δ

Calls
Pseudo strike
46.98
IV
49.1%
B/E move
11.4%
Puts
Pseudo strike
40.43
IV
53.1%
B/E move
9.3%

35Δ

Calls
Pseudo strike
46.08
IV
49.0%
B/E move
9.8%
Puts
Pseudo strike
41.45
IV
47.6%
B/E move
7.3%

40Δ

Calls
Pseudo strike
45.31
IV
50.3%
B/E move
8.8%
Puts
Pseudo strike
42.22
IV
46.1%
B/E move
6.1%

45Δ

Calls
Pseudo strike
44.54
IV
51.7%
B/E move
7.8%
Puts
Pseudo strike
42.93
IV
44.3%
B/E move
5.1%

50Δ

Calls
Pseudo strike
43.75
IV
53.2%
B/E move
6.9%
Puts
Pseudo strike
43.61
IV
44.3%
B/E move
4.3%

55Δ

Calls
Pseudo strike
42.95
IV
55.1%
B/E move
6.1%
Puts
Pseudo strike
44.28
IV
43.7%
B/E move
3.6%

60Δ

Calls
Pseudo strike
42.10
IV
55.3%
B/E move
5.2%
Puts
Pseudo strike
44.91
IV
42.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
41.22
IV
56.3%
B/E move
4.4%
Puts
Pseudo strike
45.91
IV
46.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
40.49
IV
53.0%
B/E move
3.4%
Puts
Pseudo strike
46.83
IV
47.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
39.04
IV
62.1%
B/E move
3.1%
Puts
Pseudo strike
48.10
IV
51.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.37
IV
44.9%
B/E move
1.2%

Options history

No recorded observations