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First Trust NASDAQ-100 Ex-Technology Sector Index Fund QQXT

i

Market dataready · fetched 2026-11-13T02:53:42.843Z

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 · 2026-11-12T21:00:00.041149658Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:52:53.016256+00:00

Share price$102.37
1D+0.0%
AH$102.51$102.53$102.56$102.58$102.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQQXT
Sold putSold callAH

First Trust NASDAQ-100 Ex-Technology Sector Index Fund options

Live interpolated QQXT call and put midpoint premiums by absolute delta.First Trust NASDAQ-100 Ex-Technology Sector Index Fund$1.37$1.94$2.52$3.10$3.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEQQXT PRICE$1.58$2.06$2.54$3.02$3.51$1.43$1.50$1.63$1.75$1.93$2.11
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ101.3132.9%2.4%
45Δ102.0129.0%1.8%
50Δ102.5026.8%1.5%
55Δ103.0024.6%1.1%
60Δ101.6918.8%0.9%103.3923.4%0.9%
65Δ101.1120.1%0.8%103.7922.2%0.7%
70Δ100.5221.4%0.7%
75Δ99.9422.7%0.6%
80Δ99.3623.9%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.31
IV
32.9%
B/E move
2.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.01
IV
29.0%
B/E move
1.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.50
IV
26.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.00
IV
24.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
101.69
IV
18.8%
B/E move
0.9%
Puts
Pseudo strike
103.39
IV
23.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
101.11
IV
20.1%
B/E move
0.8%
Puts
Pseudo strike
103.79
IV
22.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
100.52
IV
21.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
99.94
IV
22.7%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
99.36
IV
23.9%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.17%
Daily EOD
QQXT13.9%14.9%15.9%2026-10-19: 14.08%2026-10-23: 15.74%2026-10-26: 15.27%2026-10-28: 14.17%Oct 19Oct 23Oct 28
4 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
14.08%
15.74%
15.27%
14.17%