IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-23T16:41:34.658Z

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 · 2026-10-23T16:35:15.849464468Z

FundamentalsAlpha Vantage · unavailable

Share price$57.33
1D+1.2%
$56.51$56.74$56.97$57.21$57.445:30 AM6:30 AM9:00 AM1:00 PMROBT
Sold putSold call

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$0.54$1.84$3.14$4.44$5.74$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEROBT PRICE$0.68$0.79$0.89$0.82$1.04$1.32$1.64$1.96$2.28$2.60$2.92$3.28$3.71$4.32$5.37
PutsExpensive1.62×
CallsExpensive1.72×
SkewBearish+2.64 pp
Implied move——
TiltBearish85.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.6740.6%12.2%52.2843.8%10.2%
25Δ61.7535.1%9.1%53.5241.5%8.5%
30Δ60.4330.9%7.0%54.4940.1%7.3%
35Δ55.2939.4%6.4%
40Δ56.0938.6%5.6%
45Δ56.8837.9%4.8%
50Δ57.6837.1%3.9%
55Δ58.4836.4%3.1%
60Δ59.2535.7%2.4%
65Δ59.9835.0%1.9%
70Δ60.8135.2%1.4%
75Δ62.0537.2%1.1%
80Δ

20Δ

Calls
Pseudo strike
63.67
IV
40.6%
B/E move
12.2%
Puts
Pseudo strike
52.28
IV
43.8%
B/E move
10.2%

25Δ

Calls
Pseudo strike
61.75
IV
35.1%
B/E move
9.1%
Puts
Pseudo strike
53.52
IV
41.5%
B/E move
8.5%

30Δ

Calls
Pseudo strike
60.43
IV
30.9%
B/E move
7.0%
Puts
Pseudo strike
54.49
IV
40.1%
B/E move
7.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.29
IV
39.4%
B/E move
6.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.09
IV
38.6%
B/E move
5.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.88
IV
37.9%
B/E move
4.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.68
IV
37.1%
B/E move
3.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.48
IV
36.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.25
IV
35.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.98
IV
35.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.81
IV
35.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.05
IV
37.2%
B/E move
1.1%

80Δ

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

Options history

No recorded observations