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

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Market datapartial · fetched 2026-10-23T15:54:17.358Z

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 · 2026-10-23T15:16:05.161722641Z

FundamentalsAlpha Vantage · unavailable

Share price$99.61
1D+0.3%
$99.22$99.33$99.44$99.55$99.655:30 AM6:30 AM9:00 AM1:00 PMQQXT
Sold putSold call

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$1.09$2.13$3.16$4.19$5.23$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEQQXT PRICE$4.05$4.93$1.20$1.34$1.62$1.95$2.27$2.60$2.92$3.24$3.57
PutsExpensive1.78×
CallsExpensive1.87×
SkewBullish-3.00 pp
Implied move——
TiltBearish39.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ98.1418.0%2.7%
40Δ98.8416.6%2.1%
45Δ99.4416.2%1.8%
50Δ100.0116.0%1.6%
55Δ100.5815.8%1.3%
60Δ101.1515.6%1.1%
65Δ101.7215.4%0.8%
70Δ102.2915.2%0.6%
75Δ96.6318.5%1.1%102.8615.0%0.3%
80Δ95.5819.5%0.9%

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
98.14
IV
18.0%
B/E move
2.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.84
IV
16.6%
B/E move
2.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
99.44
IV
16.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.01
IV
16.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.58
IV
15.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.15
IV
15.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.72
IV
15.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.29
IV
15.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
96.63
IV
18.5%
B/E move
1.1%
Puts
Pseudo strike
102.86
IV
15.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
95.58
IV
19.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations