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First Trust Alerian US NextGen Infrastructure ETF RBLD

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Market datapartial · fetched 2026-10-22T20:45:37.410Z

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 · 2026-10-22T20:10:00.003903635Z

FundamentalsAlpha Vantage · unavailable

Share price$83.31
1D+0.0%
AH$82.94$82.96$82.98$83.00$83.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRBLD
Sold putSold callAH

First Trust Alerian US NextGen Infrastructure ETF options

Live interpolated RBLD call and put midpoint premiums by absolute delta.First Trust Alerian US NextGen Infrastructure ETF$0.63$1.89$3.15$4.41$5.67$77.00$80.01$83.01$86.02$89.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RBLD spot · $83.31RBLD PRICE$0.77$0.83$0.93$1.03$1.14$1.26$1.53$1.88$2.17$2.44$2.77$3.12$4.23$0.93$1.03$1.15$1.29$1.43$1.59$1.80$2.10$2.52$2.88$3.22$3.99$5.31
PutsExpensive1.50×
CallsExpensive1.51×
SkewBearish+2.52 pp
Implied moveBearish±$3.33
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.2430.6%9.2%77.5133.8%8.1%
25Δ87.8424.6%6.4%79.4528.4%5.9%
30Δ86.4921.4%4.9%80.7724.9%4.4%
35Δ85.5419.3%3.9%81.7422.5%3.4%
40Δ84.7917.6%3.1%82.4720.7%2.7%
45Δ84.2016.3%2.6%83.1219.3%2.1%
50Δ83.6616.6%2.3%83.6718.6%1.7%
55Δ83.1417.6%2.1%84.2518.4%1.4%
60Δ82.6317.7%1.8%84.8519.1%1.2%
65Δ82.1117.3%1.5%85.4318.9%0.9%
70Δ81.5817.0%1.3%86.0018.5%0.6%
75Δ81.0416.7%1.0%86.9019.7%0.5%
80Δ79.8619.8%0.9%88.3222.4%0.4%

20Δ

Calls
Pseudo strike
90.24
IV
30.6%
B/E move
9.2%
Puts
Pseudo strike
77.51
IV
33.8%
B/E move
8.1%

25Δ

Calls
Pseudo strike
87.84
IV
24.6%
B/E move
6.4%
Puts
Pseudo strike
79.45
IV
28.4%
B/E move
5.9%

30Δ

Calls
Pseudo strike
86.49
IV
21.4%
B/E move
4.9%
Puts
Pseudo strike
80.77
IV
24.9%
B/E move
4.4%

35Δ

Calls
Pseudo strike
85.54
IV
19.3%
B/E move
3.9%
Puts
Pseudo strike
81.74
IV
22.5%
B/E move
3.4%

40Δ

Calls
Pseudo strike
84.79
IV
17.6%
B/E move
3.1%
Puts
Pseudo strike
82.47
IV
20.7%
B/E move
2.7%

45Δ

Calls
Pseudo strike
84.20
IV
16.3%
B/E move
2.6%
Puts
Pseudo strike
83.12
IV
19.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
83.66
IV
16.6%
B/E move
2.3%
Puts
Pseudo strike
83.67
IV
18.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
83.14
IV
17.6%
B/E move
2.1%
Puts
Pseudo strike
84.25
IV
18.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
82.63
IV
17.7%
B/E move
1.8%
Puts
Pseudo strike
84.85
IV
19.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
82.11
IV
17.3%
B/E move
1.5%
Puts
Pseudo strike
85.43
IV
18.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
81.58
IV
17.0%
B/E move
1.3%
Puts
Pseudo strike
86.00
IV
18.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
81.04
IV
16.7%
B/E move
1.0%
Puts
Pseudo strike
86.90
IV
19.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
79.86
IV
19.8%
B/E move
0.9%
Puts
Pseudo strike
88.32
IV
22.4%
B/E move
0.4%

Options history

No recorded observations