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First Trust Exchange-Traded Fund VI First Trust NASDAQ Technology Dividend Index Fund TDIV

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Market dataready · fetched 2026-11-12T03:11:57.108Z

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 · 2026-11-11T21:00:00.618354798Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:11:56.624626+00:00

Share price$114.22
1D+0.2%
AH$113.27$113.77$114.28$114.78$115.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTDIV
Sold putSold callAH

First Trust Exchange-Traded Fund VI First Trust NASDAQ Technology Dividend Index Fund options

Live interpolated TDIV call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust NASDAQ Technology Dividend Index Fund$0.53$1.69$2.85$4.00$5.16$105.43$109.61$113.80$117.98$122.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDIV spot · $114.22TDIV PRICE$0.66$0.82$0.99$1.15$1.32$1.49$1.91$2.34$2.77$3.19$3.62$4.04$4.47$0.77$0.89$1.05$1.22$1.39$1.56$1.72$1.89$2.40$3.01$3.61$4.22$4.83
PutsCheap0.83×
CallsCheap0.76×
SkewBullish-0.52 pp
Implied moveBullish±$3.64
TiltBalanced0.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.8234.2%5.5%108.6139.3%5.6%
25Δ118.8532.3%4.8%110.3933.2%4.1%
30Δ117.8830.5%4.1%111.1331.4%3.6%
35Δ116.9128.6%3.4%111.8729.5%3.1%
40Δ115.9426.7%2.7%112.6127.7%2.6%
45Δ114.9824.9%2.0%113.3625.9%2.1%
50Δ114.3325.1%1.8%114.1024.1%1.6%
55Δ113.6825.2%1.6%114.8422.3%1.1%
60Δ113.0325.4%1.4%115.6022.2%0.9%
65Δ112.3825.5%1.2%116.3622.7%0.8%
70Δ111.7325.6%1.0%117.1223.1%0.6%
75Δ111.0825.8%0.8%117.8923.6%0.5%
80Δ110.4325.9%0.6%118.6524.1%0.3%

20Δ

Calls
Pseudo strike
119.82
IV
34.2%
B/E move
5.5%
Puts
Pseudo strike
108.61
IV
39.3%
B/E move
5.6%

25Δ

Calls
Pseudo strike
118.85
IV
32.3%
B/E move
4.8%
Puts
Pseudo strike
110.39
IV
33.2%
B/E move
4.1%

30Δ

Calls
Pseudo strike
117.88
IV
30.5%
B/E move
4.1%
Puts
Pseudo strike
111.13
IV
31.4%
B/E move
3.6%

35Δ

Calls
Pseudo strike
116.91
IV
28.6%
B/E move
3.4%
Puts
Pseudo strike
111.87
IV
29.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
115.94
IV
26.7%
B/E move
2.7%
Puts
Pseudo strike
112.61
IV
27.7%
B/E move
2.6%

45Δ

Calls
Pseudo strike
114.98
IV
24.9%
B/E move
2.0%
Puts
Pseudo strike
113.36
IV
25.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
114.33
IV
25.1%
B/E move
1.8%
Puts
Pseudo strike
114.10
IV
24.1%
B/E move
1.6%

55Δ

Calls
Pseudo strike
113.68
IV
25.2%
B/E move
1.6%
Puts
Pseudo strike
114.84
IV
22.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
113.03
IV
25.4%
B/E move
1.4%
Puts
Pseudo strike
115.60
IV
22.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
112.38
IV
25.5%
B/E move
1.2%
Puts
Pseudo strike
116.36
IV
22.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
111.73
IV
25.6%
B/E move
1.0%
Puts
Pseudo strike
117.12
IV
23.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
111.08
IV
25.8%
B/E move
0.8%
Puts
Pseudo strike
117.89
IV
23.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
110.43
IV
25.9%
B/E move
0.6%
Puts
Pseudo strike
118.65
IV
24.1%
B/E move
0.3%

Options history

IV · four-Friday blend22.70%
Daily EOD
TDIV18.9%20.9%23.0%2026-10-19: 19.21%2026-10-20: 19.71%2026-10-21: 19.15%2026-10-22: 21.01%2026-10-23: 21.40%2026-10-26: 20.74%2026-10-27: 20.46%2026-10-28: 19.45%2026-10-29: 19.68%2026-10-30: 22.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.21%
19.71%
19.15%
21.01%
21.40%
20.74%
20.46%
19.45%
19.68%
22.70%