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First Trust Alerian US NextGen Infrastructure ETF RBLD

i

Market dataready · fetched 2026-11-13T02:12:23.640Z

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 · 2026-11-13T01:00:00.116275172Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:12:23.286263+00:00

Share price$84.55
1D-0.6%
AH$84.47$84.61$84.75$84.88$85.025:30 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$1.00$1.81$2.61$3.41$4.22$79.92$82.25$84.59$86.92$89.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RBLD spot · $84.55RBLD PRICE$1.09$1.23$1.38$1.54$1.76$2.07$1.12$1.20$1.29$1.74$2.19$2.64$3.18$3.99
Puts——
Calls——
Skew——
Implied moveBullish±$2.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ85.7531.8%2.7%
45Δ85.2030.1%2.2%84.2426.4%1.7%
50Δ84.7228.7%1.8%84.6324.1%1.3%
55Δ84.2927.5%1.5%85.0221.9%1.0%
60Δ83.8426.9%1.2%85.5623.8%0.9%
65Δ83.3727.3%1.1%86.1025.7%0.8%
70Δ86.6327.6%0.7%
75Δ87.2729.6%0.5%
80Δ88.1732.0%0.4%

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
85.75
IV
31.8%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
85.20
IV
30.1%
B/E move
2.2%
Puts
Pseudo strike
84.24
IV
26.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
84.72
IV
28.7%
B/E move
1.8%
Puts
Pseudo strike
84.63
IV
24.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
84.29
IV
27.5%
B/E move
1.5%
Puts
Pseudo strike
85.02
IV
21.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
83.84
IV
26.9%
B/E move
1.2%
Puts
Pseudo strike
85.56
IV
23.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
83.37
IV
27.3%
B/E move
1.1%
Puts
Pseudo strike
86.10
IV
25.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.63
IV
27.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.27
IV
29.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.17
IV
32.0%
B/E move
0.4%

Options history

IV · four-Friday blend19.02%
Daily EOD
RBLD16.9%18.1%19.2%2026-10-19: 17.47%2026-10-20: 17.08%2026-10-21: 17.10%2026-10-22: 17.80%2026-10-23: 18.09%2026-10-26: 17.97%2026-10-27: 17.81%2026-10-28: 17.50%2026-10-29: 17.49%2026-10-30: 19.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.47%
17.08%
17.10%
17.80%
18.09%
17.97%
17.81%
17.50%
17.49%
19.02%