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First Trust Alerian US NextGen Infrastructure ETF RBLD

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Market datapartial · fetched 2026-10-23T17:37:56.254Z

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 · 2026-10-23T14:31:12.123196873Z

FundamentalsAlpha Vantage · unavailable

Share price$82.99
1D+0.0%
$82.95$82.97$82.99$83.01$83.035:30 AM6:30 AM9:00 AM1:00 PMRBLD
Sold putSold call

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$1.95$3.07$4.20$5.32$6.45$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICERBLD PRICE$2.12$2.65$3.29$3.99$4.88$6.12$2.07$2.36$2.65$2.94$3.29
PutsFair1.02×
CallsExpensive1.90×
SkewBullish-9.64 pp
Implied move——
TiltBullish26.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ82.7620.4%2.3%
60Δ82.1022.2%2.1%84.2716.0%1.0%
65Δ81.2924.0%1.9%84.7315.6%0.7%
70Δ80.4025.5%1.7%85.2015.2%0.5%
75Δ79.3227.2%1.5%85.6714.8%0.3%
80Δ77.8929.6%1.2%86.1714.4%0.1%

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
IV
B/E move

45Δ

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

50Δ

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

55Δ

Calls
Pseudo strike
82.76
IV
20.4%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
82.10
IV
22.2%
B/E move
2.1%
Puts
Pseudo strike
84.27
IV
16.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
81.29
IV
24.0%
B/E move
1.9%
Puts
Pseudo strike
84.73
IV
15.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
80.40
IV
25.5%
B/E move
1.7%
Puts
Pseudo strike
85.20
IV
15.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
79.32
IV
27.2%
B/E move
1.5%
Puts
Pseudo strike
85.67
IV
14.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
77.89
IV
29.6%
B/E move
1.2%
Puts
Pseudo strike
86.17
IV
14.4%
B/E move
0.1%

Options history

No recorded observations