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First Trust Expanded Technology ETF XPND

i

Market dataready · fetched 2026-11-13T01:27:40.818Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-13T01:00:00.071455347Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:27:39.560103+00:00

Share price$36.76
1D-0.9%
AH$36.69$36.79$36.88$36.98$37.075:30 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$0.57$2.20$3.84$5.48$7.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEXPND PRICE$0.74$1.07$1.39$1.71$2.04$2.36$2.68$3.00$3.33$3.65$4.10$3.63$5.09$6.64
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.9321.8%18.8%
25Δ42.1122.3%17.4%
30Δ41.2822.8%16.1%
35Δ40.4623.3%14.7%
40Δ39.6323.9%13.3%
45Δ38.8124.4%12.0%
50Δ37.9824.9%10.6%
55Δ37.1625.5%9.3%
60Δ36.3426.0%7.9%39.5724.7%2.2%
65Δ35.5126.5%6.5%41.0729.6%2.1%
70Δ34.6427.1%5.4%42.8332.7%1.6%
75Δ
80Δ

20Δ

Calls
Pseudo strike
42.93
IV
21.8%
B/E move
18.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
42.11
IV
22.3%
B/E move
17.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
41.28
IV
22.8%
B/E move
16.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
40.46
IV
23.3%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
39.63
IV
23.9%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
38.81
IV
24.4%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
37.98
IV
24.9%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
37.16
IV
25.5%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
36.34
IV
26.0%
B/E move
7.9%
Puts
Pseudo strike
39.57
IV
24.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
35.51
IV
26.5%
B/E move
6.5%
Puts
Pseudo strike
41.07
IV
29.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
34.64
IV
27.1%
B/E move
5.4%
Puts
Pseudo strike
42.83
IV
32.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.87%
Daily EOD
XPND20.4%22.8%25.2%2026-10-19: 20.69%2026-10-20: 21.58%2026-10-21: 22.58%2026-10-22: 23.68%2026-10-23: 23.87%2026-10-26: 23.88%2026-10-27: 21.31%2026-10-28: 21.71%2026-10-29: 21.81%2026-10-30: 24.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.69%
21.58%
22.58%
23.68%
23.87%
23.88%
21.31%
21.71%
21.81%
24.87%