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First Trust Exchange-Traded Fund VI First Trust SMID Cap Rising Dividend Achievers ETF SDVY

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Market dataready · fetched 2026-11-13T02:14:23.142Z

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 · 2026-11-12T21:00:00.262202108Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:14:22.575574+00:00

Share price$42.74
1D-0.8%
AH$42.68$42.80$42.92$43.05$43.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSDVY
Sold putSold callAH

First Trust Exchange-Traded Fund VI First Trust SMID Cap Rising Dividend Achievers ETF options

Live interpolated SDVY call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust SMID Cap Rising Dividend Achievers ETF$0.62$0.92$1.22$1.52$1.82$39.72$40.96$42.19$43.42$44.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SDVY spot · $42.74SDVY PRICE$0.65$0.65$0.66$0.69$0.75$0.80$0.87$0.96$1.04$1.13$1.36$1.73$0.65$0.66$0.68$0.71$0.76$0.82$0.88$0.94$1.00$1.06$1.12$1.18$1.24
PutsExpensive1.87×
Calls——
Skew——
Implied moveBalanced±$1.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.8999.9%15.9%38.7088.0%11.0%
25Δ46.3073.9%9.8%40.2167.4%7.5%
30Δ44.8957.8%6.6%41.1255.3%5.4%
35Δ44.1249.3%4.8%41.7247.2%4.1%
40Δ43.6344.1%3.8%42.1741.6%3.1%
45Δ43.2039.5%3.0%42.4838.2%2.5%
50Δ42.8736.2%2.3%42.7934.8%1.9%
55Δ42.6234.2%2.0%43.0531.7%1.5%
60Δ42.3732.2%1.6%43.2129.5%1.3%
65Δ42.1330.1%1.2%43.3627.2%1.0%
70Δ41.7930.6%1.0%43.5225.0%0.8%
75Δ41.3733.7%0.8%43.6722.7%0.6%
80Δ43.8320.4%0.3%

20Δ

Calls
Pseudo strike
48.89
IV
99.9%
B/E move
15.9%
Puts
Pseudo strike
38.70
IV
88.0%
B/E move
11.0%

25Δ

Calls
Pseudo strike
46.30
IV
73.9%
B/E move
9.8%
Puts
Pseudo strike
40.21
IV
67.4%
B/E move
7.5%

30Δ

Calls
Pseudo strike
44.89
IV
57.8%
B/E move
6.6%
Puts
Pseudo strike
41.12
IV
55.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
44.12
IV
49.3%
B/E move
4.8%
Puts
Pseudo strike
41.72
IV
47.2%
B/E move
4.1%

40Δ

Calls
Pseudo strike
43.63
IV
44.1%
B/E move
3.8%
Puts
Pseudo strike
42.17
IV
41.6%
B/E move
3.1%

45Δ

Calls
Pseudo strike
43.20
IV
39.5%
B/E move
3.0%
Puts
Pseudo strike
42.48
IV
38.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
42.87
IV
36.2%
B/E move
2.3%
Puts
Pseudo strike
42.79
IV
34.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
42.62
IV
34.2%
B/E move
2.0%
Puts
Pseudo strike
43.05
IV
31.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
42.37
IV
32.2%
B/E move
1.6%
Puts
Pseudo strike
43.21
IV
29.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
42.13
IV
30.1%
B/E move
1.2%
Puts
Pseudo strike
43.36
IV
27.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
41.79
IV
30.6%
B/E move
1.0%
Puts
Pseudo strike
43.52
IV
25.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
41.37
IV
33.7%
B/E move
0.8%
Puts
Pseudo strike
43.67
IV
22.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.83
IV
20.4%
B/E move
0.3%

Options history

IV · four-Friday blend22.33%
Daily EOD
SDVY18.7%34.5%50.2%2026-10-19: 48.06%2026-10-20: 21.53%2026-10-21: 21.01%2026-10-22: 20.89%2026-10-23: 21.80%2026-10-26: 21.72%2026-10-27: 21.74%2026-10-28: 21.56%2026-10-29: 20.95%2026-10-30: 22.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.06%
21.53%
21.01%
20.89%
21.80%
21.72%
21.74%
21.56%
20.95%
22.33%