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First Trust Multi Cap Growth AlphaDEX Fund FAD

i

Market dataready · fetched 2026-11-03T15:48:17.019Z

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 · 2026-11-03T14:47:15.106638356Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:48:15.159076+00:00

Share price$176.95
1D-0.7%
$176.84$177.23$177.62$178.00$178.395:30 AM6:30 AM9:00 AM1:00 PMFAD
Sold putSold call

First Trust Multi Cap Growth AlphaDEX Fund options

Live interpolated FAD call and put midpoint premiums by absolute delta.First Trust Multi Cap Growth AlphaDEX Fund$0.95$4.25$7.56$10.86$14.16$165.61$170.92$176.22$181.53$186.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FAD spot · $176.95FAD PRICE$1.31$1.71$2.16$2.65$3.23$3.97$4.86$5.93$7.07$8.68$10.72$13.21$1.31$1.65$2.05$2.44$2.81$3.26$3.75$4.25$4.89$5.38$5.86$6.90$7.26
PutsExpensive1.17×
Calls——
Skew——
Implied moveBullish±$7.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ167.9530.1%5.8%
25Δ183.6923.5%4.6%170.4428.1%4.6%
30Δ182.4124.0%4.1%172.1227.2%3.9%
35Δ181.2124.7%3.6%173.7126.3%3.2%
40Δ179.9925.2%3.2%175.1125.0%2.6%
45Δ178.7925.7%2.9%176.3524.3%2.2%
50Δ177.5526.9%2.6%177.5023.8%1.8%
55Δ176.2428.4%2.3%178.6123.2%1.5%
60Δ174.7430.1%2.1%179.7323.0%1.2%
65Δ173.1131.3%1.8%180.7221.9%0.9%
70Δ171.0833.3%1.6%181.6620.7%0.7%
75Δ168.6435.7%1.4%183.0121.2%0.5%
80Δ165.7538.5%1.1%183.7319.3%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
167.95
IV
30.1%
B/E move
5.8%

25Δ

Calls
Pseudo strike
183.69
IV
23.5%
B/E move
4.6%
Puts
Pseudo strike
170.44
IV
28.1%
B/E move
4.6%

30Δ

Calls
Pseudo strike
182.41
IV
24.0%
B/E move
4.1%
Puts
Pseudo strike
172.12
IV
27.2%
B/E move
3.9%

35Δ

Calls
Pseudo strike
181.21
IV
24.7%
B/E move
3.6%
Puts
Pseudo strike
173.71
IV
26.3%
B/E move
3.2%

40Δ

Calls
Pseudo strike
179.99
IV
25.2%
B/E move
3.2%
Puts
Pseudo strike
175.11
IV
25.0%
B/E move
2.6%

45Δ

Calls
Pseudo strike
178.79
IV
25.7%
B/E move
2.9%
Puts
Pseudo strike
176.35
IV
24.3%
B/E move
2.2%

50Δ

Calls
Pseudo strike
177.55
IV
26.9%
B/E move
2.6%
Puts
Pseudo strike
177.50
IV
23.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
176.24
IV
28.4%
B/E move
2.3%
Puts
Pseudo strike
178.61
IV
23.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
174.74
IV
30.1%
B/E move
2.1%
Puts
Pseudo strike
179.73
IV
23.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
173.11
IV
31.3%
B/E move
1.8%
Puts
Pseudo strike
180.72
IV
21.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
171.08
IV
33.3%
B/E move
1.6%
Puts
Pseudo strike
181.66
IV
20.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
168.64
IV
35.7%
B/E move
1.4%
Puts
Pseudo strike
183.01
IV
21.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
165.75
IV
38.5%
B/E move
1.1%
Puts
Pseudo strike
183.73
IV
19.3%
B/E move
0.3%

Options history

IV · four-Friday blend22.04%
Daily close
FAD14.0%21.9%29.8%2026-08-05: 16.80%2026-08-06: 16.73%2026-08-07: 16.04%2026-08-10: 16.60%2026-08-11: 16.38%2026-08-12: 17.34%2026-08-13: 15.22%2026-08-14: 15.12%2026-08-17: 15.96%2026-08-18: 16.51%2026-08-19: 17.21%2026-08-20: 18.98%2026-08-24: 17.54%2026-08-25: 17.05%2026-08-28: 16.03%2026-08-31: 16.84%2026-09-01: 17.55%2026-09-02: 16.74%2026-09-03: 16.78%2026-09-04: 15.92%2026-09-08: 16.93%2026-09-09: 17.60%2026-09-10: 18.84%2026-09-11: 17.05%2026-09-14: 18.02%2026-09-15: 19.94%2026-09-16: 19.88%2026-09-17: 28.69%2026-09-18: 19.09%2026-09-21: 20.06%2026-09-22: 19.76%2026-09-23: 20.29%2026-09-24: 20.63%2026-09-25: 19.77%2026-09-28: 20.77%2026-09-29: 21.02%2026-09-30: 21.27%2026-10-01: 21.30%2026-10-02: 20.32%2026-10-05: 20.36%2026-10-06: 20.15%2026-10-07: 20.74%2026-10-08: 20.89%2026-10-09: 19.69%2026-10-12: 19.95%2026-10-13: 20.89%2026-10-14: 21.41%2026-10-15: 22.02%2026-10-16: 21.58%2026-10-19: 20.91%2026-10-20: 20.79%2026-10-21: 20.70%2026-10-22: 21.98%2026-10-23: 21.63%2026-10-26: 21.36%2026-10-27: 20.71%2026-10-28: 20.08%2026-10-29: 19.83%2026-10-30: 22.04%Aug 5Sep 21Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
16.80%
16.73%
16.04%
16.60%
16.38%
17.34%
15.22%
15.12%
15.96%
16.51%
17.21%
18.98%
17.54%
17.05%
16.03%
16.84%
17.55%
16.74%
16.78%
15.92%
16.93%
17.60%
18.84%
17.05%
18.02%
19.94%
19.88%
28.69%
19.09%
20.06%
19.76%
20.29%
20.63%
19.77%
20.77%
21.02%
21.27%
21.30%
20.32%
20.36%
20.15%
20.74%
20.89%
19.69%
19.95%
20.89%
21.41%
22.02%
21.58%
20.91%
20.79%
20.70%
21.98%
21.63%
21.36%
20.71%
20.08%
19.83%
22.04%