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First Trust Expanded Technology ETF XPND

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Market datapartial · fetched 2026-10-22T23:57:37.824Z

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 · 2026-10-22T22:30:00.002657498Z

FundamentalsAlpha Vantage · unavailable

Share price$37.76
1D-1.6%
AH$37.74$37.92$38.11$38.29$38.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXPND
Sold putSold callAH

First Trust Expanded Technology ETF options

Live interpolated XPND call and put midpoint premiums by absolute delta.First Trust Expanded Technology ETF$0.39$0.97$1.55$2.13$2.71$33.83$35.97$38.11$40.24$42.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XPND spot · $37.76XPND PRICE$0.45$0.51$0.59$0.68$0.79$0.90$1.02$1.24$1.47$1.68$1.88$2.07$2.54$0.57$0.71$0.93$0.79$0.81$0.91$1.01$1.33$1.69$1.90$1.97$2.03$2.09
PutsExpensive1.30×
CallsExpensive1.45×
SkewBearish+1.03 pp
Implied moveBalanced±$2.03
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.9540.2%12.3%34.3145.1%10.6%
25Δ40.6033.6%8.9%35.2741.4%8.5%
30Δ39.8030.3%6.9%35.8342.9%7.6%
35Δ39.2428.6%5.7%36.7630.5%4.7%
40Δ38.7727.2%4.8%37.2725.6%3.4%
45Δ38.3726.0%4.0%37.6124.2%2.8%
50Δ37.9725.0%3.3%37.9522.8%2.2%
55Δ37.6125.8%2.9%38.3624.8%1.9%
60Δ37.2526.5%2.5%38.7827.4%1.8%
65Δ36.9026.7%2.2%39.0927.5%1.5%
70Δ36.5625.7%1.8%39.2825.0%1.2%
75Δ36.2224.8%1.4%39.4722.5%0.8%
80Δ35.6426.0%1.1%39.6620.0%0.5%

20Δ

Calls
Pseudo strike
41.95
IV
40.2%
B/E move
12.3%
Puts
Pseudo strike
34.31
IV
45.1%
B/E move
10.6%

25Δ

Calls
Pseudo strike
40.60
IV
33.6%
B/E move
8.9%
Puts
Pseudo strike
35.27
IV
41.4%
B/E move
8.5%

30Δ

Calls
Pseudo strike
39.80
IV
30.3%
B/E move
6.9%
Puts
Pseudo strike
35.83
IV
42.9%
B/E move
7.6%

35Δ

Calls
Pseudo strike
39.24
IV
28.6%
B/E move
5.7%
Puts
Pseudo strike
36.76
IV
30.5%
B/E move
4.7%

40Δ

Calls
Pseudo strike
38.77
IV
27.2%
B/E move
4.8%
Puts
Pseudo strike
37.27
IV
25.6%
B/E move
3.4%

45Δ

Calls
Pseudo strike
38.37
IV
26.0%
B/E move
4.0%
Puts
Pseudo strike
37.61
IV
24.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
37.97
IV
25.0%
B/E move
3.3%
Puts
Pseudo strike
37.95
IV
22.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
37.61
IV
25.8%
B/E move
2.9%
Puts
Pseudo strike
38.36
IV
24.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
37.25
IV
26.5%
B/E move
2.5%
Puts
Pseudo strike
38.78
IV
27.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
36.90
IV
26.7%
B/E move
2.2%
Puts
Pseudo strike
39.09
IV
27.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
36.56
IV
25.7%
B/E move
1.8%
Puts
Pseudo strike
39.28
IV
25.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
36.22
IV
24.8%
B/E move
1.4%
Puts
Pseudo strike
39.47
IV
22.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
35.64
IV
26.0%
B/E move
1.1%
Puts
Pseudo strike
39.66
IV
20.0%
B/E move
0.5%

Options history

No recorded observations