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

i

Market datapartial · fetched 2026-11-04T08:58:18.412Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAIRR PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

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 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%