First Trust Rising Dividend Achievers ETF RDVY
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Market dataready · fetched 2026-11-12T03:56:08.722Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T21:00:00.463637074Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:56:08.375458+00:00
First Trust Rising Dividend Achievers ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 76.50 | 50.2% | 5.9% | |||
| 30Δ | 77.91 | 40.9% | 4.2% | |||
| 35Δ | 78.84 | 34.8% | 3.1% | |||
| 40Δ | 79.46 | 31.0% | 2.4% | |||
| 45Δ | 80.90 | 26.7% | 2.1% | 80.02 | 27.9% | 1.8% |
| 50Δ | 80.51 | 24.3% | 1.7% | 80.41 | 26.2% | 1.5% |
| 55Δ | 80.12 | 21.9% | 1.3% | 80.80 | 24.4% | 1.2% |
| 60Δ | 79.86 | 20.0% | 1.1% | |||
| 65Δ | 79.66 | 18.3% | 0.9% | |||
| 70Δ | 79.45 | 16.6% | 0.7% | |||
| 75Δ | 79.25 | 14.9% | 0.5% | |||
| 80Δ | 79.05 | 13.3% | 0.4% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 76.50
- IV
- 50.2%
- B/E move
- 5.9%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 77.91
- IV
- 40.9%
- B/E move
- 4.2%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 78.84
- IV
- 34.8%
- B/E move
- 3.1%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 79.46
- IV
- 31.0%
- B/E move
- 2.4%
45Δ
- Pseudo strike
- 80.90
- IV
- 26.7%
- B/E move
- 2.1%
- Pseudo strike
- 80.02
- IV
- 27.9%
- B/E move
- 1.8%
50Δ
- Pseudo strike
- 80.51
- IV
- 24.3%
- B/E move
- 1.7%
- Pseudo strike
- 80.41
- IV
- 26.2%
- B/E move
- 1.5%
55Δ
- Pseudo strike
- 80.12
- IV
- 21.9%
- B/E move
- 1.3%
- Pseudo strike
- 80.80
- IV
- 24.4%
- B/E move
- 1.2%
60Δ
- Pseudo strike
- 79.86
- IV
- 20.0%
- B/E move
- 1.1%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 79.66
- IV
- 18.3%
- B/E move
- 0.9%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 79.45
- IV
- 16.6%
- B/E move
- 0.7%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 79.25
- IV
- 14.9%
- B/E move
- 0.5%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 79.05
- IV
- 13.3%
- B/E move
- 0.4%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 16.97% | |
| 17.05% | |
| 16.90% | |
| 17.64% | |
| 18.22% | |
| 19.27% | |
| 18.93% | |
| 19.10% | |
| 19.08% | |
| 19.29% |