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First Trust NASDAQ-100-Technology Sector Index Fund QTEC

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Market dataready · fetched 2026-11-13T18:53:01.927Z

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 · 2026-11-13T18:52:09.285665844Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:53:01.217643+00:00

Share price$280.16
1D-1.3%
$274$277$279$282$2855:30 AM6:30 AM9:00 AM1:00 PMQTEC
Sold putSold call

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$0.98$4.90$8.82$12.74$16.66$260.11$270.87$281.63$292.39$303.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QTEC spot · $280.16QTEC PRICE$1.40$1.86$2.46$3.05$3.74$4.51$5.28$6.20$7.22$8.24$9.95$11.91$14.02$2.17$2.69$3.25$3.83$4.74$5.69$6.59$7.40$8.22$9.44$10.82$12.60$15.53
PutsFair1.00×
CallsCheap0.73×
SkewBearish+5.66 pp
Implied moveBearish±$11.87
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ291.9233.2%4.7%265.4948.5%6.0%
25Δ289.3032.3%3.9%269.2445.2%4.9%
30Δ287.5533.0%3.5%272.1142.7%4.0%
35Δ285.8133.8%3.1%274.7740.6%3.3%
40Δ284.0934.3%2.7%276.8340.8%2.9%
45Δ282.3934.6%2.4%278.8241.3%2.5%
50Δ280.7034.9%2.1%280.7741.0%2.1%
55Δ278.9635.0%1.8%282.6239.4%1.8%
60Δ277.2135.1%1.5%284.4837.9%1.4%
65Δ275.4635.2%1.3%286.4637.3%1.1%
70Δ273.1936.6%1.1%288.4937.1%0.9%
75Δ270.7438.5%0.9%290.8637.5%0.7%
80Δ268.1039.1%0.7%294.2339.8%0.5%

20Δ

Calls
Pseudo strike
291.92
IV
33.2%
B/E move
4.7%
Puts
Pseudo strike
265.49
IV
48.5%
B/E move
6.0%

25Δ

Calls
Pseudo strike
289.30
IV
32.3%
B/E move
3.9%
Puts
Pseudo strike
269.24
IV
45.2%
B/E move
4.9%

30Δ

Calls
Pseudo strike
287.55
IV
33.0%
B/E move
3.5%
Puts
Pseudo strike
272.11
IV
42.7%
B/E move
4.0%

35Δ

Calls
Pseudo strike
285.81
IV
33.8%
B/E move
3.1%
Puts
Pseudo strike
274.77
IV
40.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
284.09
IV
34.3%
B/E move
2.7%
Puts
Pseudo strike
276.83
IV
40.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
282.39
IV
34.6%
B/E move
2.4%
Puts
Pseudo strike
278.82
IV
41.3%
B/E move
2.5%

50Δ

Calls
Pseudo strike
280.70
IV
34.9%
B/E move
2.1%
Puts
Pseudo strike
280.77
IV
41.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
278.96
IV
35.0%
B/E move
1.8%
Puts
Pseudo strike
282.62
IV
39.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
277.21
IV
35.1%
B/E move
1.5%
Puts
Pseudo strike
284.48
IV
37.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
275.46
IV
35.2%
B/E move
1.3%
Puts
Pseudo strike
286.46
IV
37.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
273.19
IV
36.6%
B/E move
1.1%
Puts
Pseudo strike
288.49
IV
37.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
270.74
IV
38.5%
B/E move
0.9%
Puts
Pseudo strike
290.86
IV
37.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
268.10
IV
39.1%
B/E move
0.7%
Puts
Pseudo strike
294.23
IV
39.8%
B/E move
0.5%

Options history

IV · four-Friday blend31.85%
Daily EOD
QTEC26.9%29.5%32.2%2026-10-19: 27.24%2026-10-20: 27.67%2026-10-21: 27.49%2026-10-22: 30.63%2026-10-23: 30.82%2026-10-26: 29.51%2026-10-27: 28.13%2026-10-28: 27.55%2026-10-29: 27.72%2026-10-30: 31.85%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.24%
27.67%
27.49%
30.63%
30.82%
29.51%
28.13%
27.55%
27.72%
31.85%