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First Trust Exchange-Traded Fund VI First Trust Nasdaq Artificial Intelligence and Robotics ETF ROBT

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Market dataready · fetched 2026-11-13T02:09:40.266Z

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 · 2026-11-12T21:00:00.296486354Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:09:39.680884+00:00

Share price$54.46
1D+0.1%
AH$54.06$54.27$54.48$54.69$54.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROBT
Sold putSold callAH

First Trust Exchange-Traded Fund VI First Trust Nasdaq Artificial Intelligence and Robotics ETF options

Live interpolated ROBT call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust Nasdaq Artificial Intelligence and Robotics ETF$0.52$1.13$1.75$2.37$2.98$50.51$52.53$54.55$56.57$58.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROBT spot · $54.46ROBT PRICE$0.58$0.64$0.72$0.80$0.89$0.99$1.14$1.30$1.48$1.70$1.92$2.31$2.81$0.61$0.68$0.76$0.84$0.92$1.03$1.16$1.29$1.47$1.67$1.87$2.21$2.62
PutsExpensive1.39×
CallsExpensive1.25×
SkewBullish-2.37 pp
Implied moveBalanced±$2.30
TiltBalanced0.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.6669.0%10.6%50.4766.1%8.4%
25Δ57.8256.2%7.3%51.7755.4%6.2%
30Δ56.7949.6%5.6%52.6148.8%4.8%
35Δ56.0044.2%4.3%53.2643.6%3.7%
40Δ55.4840.9%3.5%53.7839.4%2.9%
45Δ54.9837.7%2.8%54.2036.7%2.4%
50Δ54.6036.8%2.4%54.5535.0%2.0%
55Δ54.2335.8%2.0%54.9033.3%1.6%
60Δ53.8635.1%1.6%55.2432.4%1.3%
65Δ53.5034.7%1.4%55.5731.8%1.0%
70Δ53.1434.4%1.1%55.9031.1%0.8%
75Δ52.6335.7%0.9%56.3531.6%0.6%
80Δ52.0538.2%0.7%56.8432.4%0.4%

20Δ

Calls
Pseudo strike
59.66
IV
69.0%
B/E move
10.6%
Puts
Pseudo strike
50.47
IV
66.1%
B/E move
8.4%

25Δ

Calls
Pseudo strike
57.82
IV
56.2%
B/E move
7.3%
Puts
Pseudo strike
51.77
IV
55.4%
B/E move
6.2%

30Δ

Calls
Pseudo strike
56.79
IV
49.6%
B/E move
5.6%
Puts
Pseudo strike
52.61
IV
48.8%
B/E move
4.8%

35Δ

Calls
Pseudo strike
56.00
IV
44.2%
B/E move
4.3%
Puts
Pseudo strike
53.26
IV
43.6%
B/E move
3.7%

40Δ

Calls
Pseudo strike
55.48
IV
40.9%
B/E move
3.5%
Puts
Pseudo strike
53.78
IV
39.4%
B/E move
2.9%

45Δ

Calls
Pseudo strike
54.98
IV
37.7%
B/E move
2.8%
Puts
Pseudo strike
54.20
IV
36.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
54.60
IV
36.8%
B/E move
2.4%
Puts
Pseudo strike
54.55
IV
35.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
54.23
IV
35.8%
B/E move
2.0%
Puts
Pseudo strike
54.90
IV
33.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
53.86
IV
35.1%
B/E move
1.6%
Puts
Pseudo strike
55.24
IV
32.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
53.50
IV
34.7%
B/E move
1.4%
Puts
Pseudo strike
55.57
IV
31.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
53.14
IV
34.4%
B/E move
1.1%
Puts
Pseudo strike
55.90
IV
31.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
52.63
IV
35.7%
B/E move
0.9%
Puts
Pseudo strike
56.35
IV
31.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
52.05
IV
38.2%
B/E move
0.7%
Puts
Pseudo strike
56.84
IV
32.4%
B/E move
0.4%

Options history

IV · four-Friday blend32.17%
Daily EOD
ROBT31.6%35.9%40.3%2026-10-19: 34.86%2026-10-20: 33.21%2026-10-21: 39.72%2026-10-22: 35.79%2026-10-23: 33.44%2026-10-26: 38.90%2026-10-27: 36.80%2026-10-28: 39.20%2026-10-29: 36.12%2026-10-30: 32.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.86%
33.21%
39.72%
35.79%
33.44%
38.90%
36.80%
39.20%
36.12%
32.17%