First Trust Cloud Computing ETF SKYY
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Market dataready · fetched 2026-11-13T02:13:08.431Z
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 · 2026-11-12T21:00:00.092995137Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:13:08.084021+00:00
First Trust Cloud Computing ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 161.35 | 43.1% | 5.6% | 146.86 | 51.7% | 5.9% |
| 30Δ | 148.74 | 49.9% | 5.0% | |||
| 35Δ | 157.43 | 33.0% | 3.2% | 150.48 | 48.1% | 4.2% |
| 40Δ | 156.58 | 35.4% | 3.0% | 151.96 | 46.3% | 3.5% |
| 45Δ | 155.63 | 37.1% | 2.7% | |||
| 50Δ | 154.56 | 37.5% | 2.4% | 154.53 | 34.6% | 1.9% |
| 55Δ | 153.50 | 37.3% | 2.0% | 155.64 | 36.9% | 1.7% |
| 60Δ | 152.45 | 36.3% | 1.7% | 156.50 | 34.8% | 1.4% |
| 65Δ | 151.41 | 35.7% | 1.4% | 158.27 | 41.0% | 1.3% |
| 70Δ | 150.37 | 35.1% | 1.1% | 159.61 | 40.9% | 1.0% |
| 75Δ | 149.15 | 34.5% | 0.9% | 160.67 | 38.8% | 0.7% |
| 80Δ | 147.82 | 33.9% | 0.7% | 163.31 | 43.8% | 0.6% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 161.35
- IV
- 43.1%
- B/E move
- 5.6%
- Pseudo strike
- 146.86
- IV
- 51.7%
- B/E move
- 5.9%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 148.74
- IV
- 49.9%
- B/E move
- 5.0%
35Δ
- Pseudo strike
- 157.43
- IV
- 33.0%
- B/E move
- 3.2%
- Pseudo strike
- 150.48
- IV
- 48.1%
- B/E move
- 4.2%
40Δ
- Pseudo strike
- 156.58
- IV
- 35.4%
- B/E move
- 3.0%
- Pseudo strike
- 151.96
- IV
- 46.3%
- B/E move
- 3.5%
45Δ
- Pseudo strike
- 155.63
- IV
- 37.1%
- B/E move
- 2.7%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 154.56
- IV
- 37.5%
- B/E move
- 2.4%
- Pseudo strike
- 154.53
- IV
- 34.6%
- B/E move
- 1.9%
55Δ
- Pseudo strike
- 153.50
- IV
- 37.3%
- B/E move
- 2.0%
- Pseudo strike
- 155.64
- IV
- 36.9%
- B/E move
- 1.7%
60Δ
- Pseudo strike
- 152.45
- IV
- 36.3%
- B/E move
- 1.7%
- Pseudo strike
- 156.50
- IV
- 34.8%
- B/E move
- 1.4%
65Δ
- Pseudo strike
- 151.41
- IV
- 35.7%
- B/E move
- 1.4%
- Pseudo strike
- 158.27
- IV
- 41.0%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 150.37
- IV
- 35.1%
- B/E move
- 1.1%
- Pseudo strike
- 159.61
- IV
- 40.9%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 149.15
- IV
- 34.5%
- B/E move
- 0.9%
- Pseudo strike
- 160.67
- IV
- 38.8%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 147.82
- IV
- 33.9%
- B/E move
- 0.7%
- Pseudo strike
- 163.31
- IV
- 43.8%
- B/E move
- 0.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 32.22% | |
| 32.81% | |
| 31.95% | |
| 32.93% | |
| 34.08% | |
| 34.35% | |
| 33.45% | |
| 32.45% | |
| 34.18% | |
| 36.34% |