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First Trust NASDAQ-100-Technology Sector Index Fund QTEC

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Market dataready · fetched 2026-10-24T15:16:37.656Z

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 · 2026-10-23T20:00:16.77550443Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:16:37.838078+00:00

Share price$301.25
1D+0.9%
AH$298$299$301$302$3035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQTEC
Sold putSold callAH

First Trust NASDAQ-100-Technology Sector Index Fund options

Live interpolated QTEC call and put midpoint premiums by absolute delta.First Trust NASDAQ-100-Technology Sector Index Fund$1.82$9.11$16.41$23.70$30.99$262.96$284.93$306.91$328.88$350.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QTEC spot · $301.25QTEC PRICE$2.61$3.54$4.61$5.83$7.19$8.87$10.47$12.00$14.48$16.97$19.96$23.75$27.59$4.24$5.33$6.38$7.56$9.03$10.83$12.37$13.90$15.55$18.30$21.08$24.42$28.89
PutsExpensive1.14×
CallsExpensive1.32×
SkewBearish+2.55 pp
Implied moveBearish±$22.84
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ324.3229.5%8.5%275.2643.8%10.0%
25Δ320.3730.1%7.5%281.8241.2%8.2%
30Δ316.7830.7%6.7%287.4038.7%6.7%
35Δ313.3831.4%6.0%292.0637.0%5.6%
40Δ310.1432.4%5.3%296.1036.4%4.7%
45Δ306.8333.4%4.8%299.8536.6%4.1%
50Δ303.4433.8%4.2%303.5035.5%3.4%
55Δ299.9333.4%3.5%306.9734.3%2.7%
60Δ296.2334.8%3.1%310.3633.1%2.1%
65Δ292.3935.6%2.7%314.2933.6%1.7%
70Δ288.1336.5%2.3%318.2533.4%1.4%
75Δ283.2338.0%1.9%322.6933.5%1.0%
80Δ278.1838.3%1.5%328.1134.0%0.7%

20Δ

Calls
Pseudo strike
324.32
IV
29.5%
B/E move
8.5%
Puts
Pseudo strike
275.26
IV
43.8%
B/E move
10.0%

25Δ

Calls
Pseudo strike
320.37
IV
30.1%
B/E move
7.5%
Puts
Pseudo strike
281.82
IV
41.2%
B/E move
8.2%

30Δ

Calls
Pseudo strike
316.78
IV
30.7%
B/E move
6.7%
Puts
Pseudo strike
287.40
IV
38.7%
B/E move
6.7%

35Δ

Calls
Pseudo strike
313.38
IV
31.4%
B/E move
6.0%
Puts
Pseudo strike
292.06
IV
37.0%
B/E move
5.6%

40Δ

Calls
Pseudo strike
310.14
IV
32.4%
B/E move
5.3%
Puts
Pseudo strike
296.10
IV
36.4%
B/E move
4.7%

45Δ

Calls
Pseudo strike
306.83
IV
33.4%
B/E move
4.8%
Puts
Pseudo strike
299.85
IV
36.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
303.44
IV
33.8%
B/E move
4.2%
Puts
Pseudo strike
303.50
IV
35.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
299.93
IV
33.4%
B/E move
3.5%
Puts
Pseudo strike
306.97
IV
34.3%
B/E move
2.7%

60Δ

Calls
Pseudo strike
296.23
IV
34.8%
B/E move
3.1%
Puts
Pseudo strike
310.36
IV
33.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
292.39
IV
35.6%
B/E move
2.7%
Puts
Pseudo strike
314.29
IV
33.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
288.13
IV
36.5%
B/E move
2.3%
Puts
Pseudo strike
318.25
IV
33.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
283.23
IV
38.0%
B/E move
1.9%
Puts
Pseudo strike
322.69
IV
33.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
278.18
IV
38.3%
B/E move
1.5%
Puts
Pseudo strike
328.11
IV
34.0%
B/E move
0.7%

Options history

No recorded observations