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First Trust Exchange-Traded Fund VI First Trust RBA American Industrial Renaissance ETF AIRR

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Market datapartial · fetched 2026-11-04T05:49:18.055Z

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 · 2026-11-03T21:00:00.276662361Z

FundamentalsAlpha Vantage · unavailable

Share price$101.65
1D+0.9%
AH$100.52$100.98$101.45$101.91$102.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAIRR
Sold putSold callAH

First Trust Exchange-Traded Fund VI First Trust RBA American Industrial Renaissance ETF options

Live interpolated AIRR call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust RBA American Industrial Renaissance ETF$0.49$3.02$5.54$8.07$10.60$90.84$95.72$100.59$105.47$110.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AIRR spot · $101.65AIRR PRICE$0.76$0.94$1.16$2.26$3.00$3.63$4.23$5.22$6.23$7.25$8.45$1.08$1.41$1.75$2.09$2.45$3.04$3.55$4.42$4.99$5.92$6.27$7.87$9.87
PutsExpensive1.34×
Calls——
Skew——
Implied moveBearish±$6.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.2332.4%7.2%94.5943.7%8.0%
25Δ106.6130.1%5.8%96.1242.0%6.8%
30Δ105.4429.0%4.9%97.4540.8%5.8%
35Δ98.7939.5%4.9%
40Δ100.0938.5%3.9%
45Δ102.9332.6%3.5%101.1140.0%3.5%
50Δ102.1136.9%3.4%102.1939.5%3.0%
55Δ101.1238.6%3.0%103.3542.1%2.7%
60Δ100.0739.0%2.6%104.4540.9%2.2%
65Δ98.7340.3%2.3%105.7442.0%1.8%
70Δ97.3741.7%1.9%106.5738.8%1.3%
75Δ96.0143.1%1.6%108.4341.8%1.1%
80Δ94.4644.4%1.2%110.6944.8%0.8%

20Δ

Calls
Pseudo strike
108.23
IV
32.4%
B/E move
7.2%
Puts
Pseudo strike
94.59
IV
43.7%
B/E move
8.0%

25Δ

Calls
Pseudo strike
106.61
IV
30.1%
B/E move
5.8%
Puts
Pseudo strike
96.12
IV
42.0%
B/E move
6.8%

30Δ

Calls
Pseudo strike
105.44
IV
29.0%
B/E move
4.9%
Puts
Pseudo strike
97.45
IV
40.8%
B/E move
5.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.79
IV
39.5%
B/E move
4.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.09
IV
38.5%
B/E move
3.9%

45Δ

Calls
Pseudo strike
102.93
IV
32.6%
B/E move
3.5%
Puts
Pseudo strike
101.11
IV
40.0%
B/E move
3.5%

50Δ

Calls
Pseudo strike
102.11
IV
36.9%
B/E move
3.4%
Puts
Pseudo strike
102.19
IV
39.5%
B/E move
3.0%

55Δ

Calls
Pseudo strike
101.12
IV
38.6%
B/E move
3.0%
Puts
Pseudo strike
103.35
IV
42.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
100.07
IV
39.0%
B/E move
2.6%
Puts
Pseudo strike
104.45
IV
40.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
98.73
IV
40.3%
B/E move
2.3%
Puts
Pseudo strike
105.74
IV
42.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
97.37
IV
41.7%
B/E move
1.9%
Puts
Pseudo strike
106.57
IV
38.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
96.01
IV
43.1%
B/E move
1.6%
Puts
Pseudo strike
108.43
IV
41.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
94.46
IV
44.4%
B/E move
1.2%
Puts
Pseudo strike
110.69
IV
44.8%
B/E move
0.8%

Options history

IV · four-Friday blend34.98%
Daily close
AIRR26.8%33.3%39.8%2026-08-06: 28.68%2026-08-07: 28.33%2026-08-10: 28.32%2026-08-11: 28.65%2026-08-12: 28.02%2026-08-17: 27.68%2026-08-20: 35.25%2026-08-21: 29.51%2026-08-24: 30.56%2026-08-25: 29.62%2026-08-26: 29.64%2026-08-27: 28.37%2026-08-28: 30.04%2026-08-31: 29.17%2026-09-01: 28.99%2026-09-02: 29.52%2026-09-03: 27.85%2026-09-04: 28.45%2026-09-08: 28.81%2026-09-10: 32.01%2026-09-11: 29.97%2026-09-14: 34.26%2026-09-15: 36.30%2026-09-18: 30.97%2026-09-21: 29.81%2026-09-22: 31.56%2026-09-23: 31.29%2026-09-24: 30.46%2026-09-25: 29.59%2026-09-28: 32.16%2026-09-29: 31.20%2026-09-30: 31.91%2026-10-01: 32.10%2026-10-02: 30.99%2026-10-05: 30.97%2026-10-06: 30.53%2026-10-07: 31.30%2026-10-08: 31.02%2026-10-09: 30.90%2026-10-14: 36.63%2026-10-15: 38.92%2026-10-16: 33.00%2026-10-19: 32.12%2026-10-20: 33.18%2026-10-21: 32.68%2026-10-22: 34.36%2026-10-23: 34.93%2026-10-26: 35.45%2026-10-27: 32.66%2026-10-28: 33.83%2026-10-29: 31.65%2026-10-30: 34.98%Aug 6Sep 22Oct 30
52 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
28.68%
28.33%
28.32%
28.65%
28.02%
27.68%
35.25%
29.51%
30.56%
29.62%
29.64%
28.37%
30.04%
29.17%
28.99%
29.52%
27.85%
28.45%
28.81%
32.01%
29.97%
34.26%
36.30%
30.97%
29.81%
31.56%
31.29%
30.46%
29.59%
32.16%
31.20%
31.91%
32.10%
30.99%
30.97%
30.53%
31.30%
31.02%
30.90%
36.63%
38.92%
33.00%
32.12%
33.18%
32.68%
34.36%
34.93%
35.45%
32.66%
33.83%
31.65%
34.98%