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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 2026-10-23T17:43:04.083Z

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 · 2026-10-23T17:35:50.139841614Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T17:38:14.191797+00:00

Share price$57.37
1D+1.3%
$56.50$56.75$56.99$57.23$57.485:30 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$1.88$3.22$4.56$5.90$50.02$53.34$56.67$59.99$63.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROBT spot · $57.37ROBT PRICE$0.68$0.79$0.89$1.15$1.53$1.91$2.28$2.66$3.03$3.41$3.79$4.16$4.54$0.83$1.11$1.40$1.68$1.97$2.26$2.54$2.83$3.21$3.80$4.39$5.51
PutsExpensive1.63×
CallsExpensive1.42×
SkewBearish+8.86 pp
Implied moveBearish±$4.83
TiltBalanced1.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.7040.5%12.2%52.3142.9%10.3%
25Δ61.7835.0%9.1%53.1841.8%9.2%
30Δ60.4630.8%6.9%54.0540.8%8.2%
35Δ59.6029.0%5.9%54.9239.7%7.2%
40Δ58.9428.6%5.4%55.7938.6%6.2%
45Δ58.2828.3%4.9%56.6637.5%5.2%
50Δ57.6327.9%4.4%57.5336.5%4.1%
55Δ56.9727.5%3.9%58.4035.4%3.1%
60Δ56.3127.2%3.4%59.2634.8%2.3%
65Δ55.6526.8%3.0%60.0935.2%1.9%
70Δ55.0026.5%2.5%60.9135.7%1.5%
75Δ54.3426.1%2.0%62.2138.1%1.2%
80Δ53.6825.7%1.5%

20Δ

Calls
Pseudo strike
63.70
IV
40.5%
B/E move
12.2%
Puts
Pseudo strike
52.31
IV
42.9%
B/E move
10.3%

25Δ

Calls
Pseudo strike
61.78
IV
35.0%
B/E move
9.1%
Puts
Pseudo strike
53.18
IV
41.8%
B/E move
9.2%

30Δ

Calls
Pseudo strike
60.46
IV
30.8%
B/E move
6.9%
Puts
Pseudo strike
54.05
IV
40.8%
B/E move
8.2%

35Δ

Calls
Pseudo strike
59.60
IV
29.0%
B/E move
5.9%
Puts
Pseudo strike
54.92
IV
39.7%
B/E move
7.2%

40Δ

Calls
Pseudo strike
58.94
IV
28.6%
B/E move
5.4%
Puts
Pseudo strike
55.79
IV
38.6%
B/E move
6.2%

45Δ

Calls
Pseudo strike
58.28
IV
28.3%
B/E move
4.9%
Puts
Pseudo strike
56.66
IV
37.5%
B/E move
5.2%

50Δ

Calls
Pseudo strike
57.63
IV
27.9%
B/E move
4.4%
Puts
Pseudo strike
57.53
IV
36.5%
B/E move
4.1%

55Δ

Calls
Pseudo strike
56.97
IV
27.5%
B/E move
3.9%
Puts
Pseudo strike
58.40
IV
35.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
56.31
IV
27.2%
B/E move
3.4%
Puts
Pseudo strike
59.26
IV
34.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
55.65
IV
26.8%
B/E move
3.0%
Puts
Pseudo strike
60.09
IV
35.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
55.00
IV
26.5%
B/E move
2.5%
Puts
Pseudo strike
60.91
IV
35.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
54.34
IV
26.1%
B/E move
2.0%
Puts
Pseudo strike
62.21
IV
38.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
53.68
IV
25.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations