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First Trust China AlphaDEX Fund FCA

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Market dataready · fetched 2026-11-05T22:12:06.714Z

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 · 2026-11-05T21:00:00.300424684Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T22:12:06.206611+00:00

Share price$24.26
1D-0.7%
AH$24.21$24.27$24.34$24.40$24.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCA
Sold putSold callAH

First Trust China AlphaDEX Fund options

Live interpolated FCA call and put midpoint premiums by absolute delta.First Trust China AlphaDEX Fund$0.55$0.79$1.04$1.29$1.53$22.41$23.65$24.88$26.11$27.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FCA spot · $24.26FCA PRICE$0.57$0.57$0.59$0.63$0.67$0.74$0.81$0.88$0.98$1.10$1.22$1.34$1.46$0.57$0.57$0.58$0.62$0.66$0.70$0.75$0.81$0.86$0.91
Puts——
CallsExpensive1.48×
Skew——
Implied moveBullish±$1.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.52117.0%28.2%21.0495.5%15.6%
25Δ27.7585.7%16.8%22.2073.6%10.9%
30Δ26.4268.2%11.3%23.0157.9%7.5%
35Δ25.6658.3%8.4%23.4151.5%6.0%
40Δ25.1050.8%6.2%23.8145.2%4.6%
45Δ24.7647.0%5.1%24.1040.6%3.6%
50Δ24.4644.0%4.2%24.2937.7%3.0%
55Δ24.1741.0%3.3%24.4834.8%2.4%
60Δ23.9138.6%2.6%24.6631.9%1.9%
65Δ23.6937.2%2.2%24.8529.1%1.3%
70Δ23.4735.7%1.8%
75Δ23.2534.3%1.3%
80Δ23.0332.8%0.9%

20Δ

Calls
Pseudo strike
30.52
IV
117.0%
B/E move
28.2%
Puts
Pseudo strike
21.04
IV
95.5%
B/E move
15.6%

25Δ

Calls
Pseudo strike
27.75
IV
85.7%
B/E move
16.8%
Puts
Pseudo strike
22.20
IV
73.6%
B/E move
10.9%

30Δ

Calls
Pseudo strike
26.42
IV
68.2%
B/E move
11.3%
Puts
Pseudo strike
23.01
IV
57.9%
B/E move
7.5%

35Δ

Calls
Pseudo strike
25.66
IV
58.3%
B/E move
8.4%
Puts
Pseudo strike
23.41
IV
51.5%
B/E move
6.0%

40Δ

Calls
Pseudo strike
25.10
IV
50.8%
B/E move
6.2%
Puts
Pseudo strike
23.81
IV
45.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
24.76
IV
47.0%
B/E move
5.1%
Puts
Pseudo strike
24.10
IV
40.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
24.46
IV
44.0%
B/E move
4.2%
Puts
Pseudo strike
24.29
IV
37.7%
B/E move
3.0%

55Δ

Calls
Pseudo strike
24.17
IV
41.0%
B/E move
3.3%
Puts
Pseudo strike
24.48
IV
34.8%
B/E move
2.4%

60Δ

Calls
Pseudo strike
23.91
IV
38.6%
B/E move
2.6%
Puts
Pseudo strike
24.66
IV
31.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
23.69
IV
37.2%
B/E move
2.2%
Puts
Pseudo strike
24.85
IV
29.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
23.47
IV
35.7%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.25
IV
34.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.03
IV
32.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.86%
Daily close
FCA25.0%43.5%62.0%2026-08-07: 27.99%2026-08-10: 29.16%2026-08-11: 28.91%2026-08-12: 40.44%2026-08-13: 41.06%2026-08-14: 44.20%2026-08-17: 47.12%2026-08-18: 52.54%2026-08-19: 59.45%2026-08-20: 58.38%2026-08-21: 30.93%2026-08-24: 31.32%2026-08-25: 31.62%2026-08-26: 32.00%2026-08-27: 31.90%2026-08-28: 31.77%2026-08-31: 30.96%2026-09-01: 30.59%2026-09-02: 31.98%2026-09-03: 32.02%2026-09-04: 31.50%2026-09-08: 34.24%2026-09-09: 35.19%2026-09-10: 36.33%2026-09-11: 36.53%2026-09-14: 41.85%2026-09-15: 43.92%2026-09-16: 48.66%2026-09-17: 58.11%2026-09-18: 30.80%2026-09-21: 30.89%2026-09-22: 27.57%2026-09-23: 27.82%2026-09-24: 28.21%2026-09-25: 27.83%2026-09-28: 28.84%2026-09-29: 28.54%2026-09-30: 29.12%2026-10-01: 28.16%2026-10-02: 29.77%2026-10-05: 30.53%2026-10-06: 30.85%2026-10-07: 31.98%2026-10-08: 32.17%2026-10-09: 32.18%2026-10-12: 37.21%2026-10-13: 40.76%2026-10-14: 42.21%2026-10-15: 54.65%2026-10-16: 27.77%2026-10-19: 27.77%2026-10-20: 28.43%2026-10-21: 28.24%2026-10-22: 29.74%2026-10-23: 30.02%2026-10-26: 30.39%2026-10-27: 29.90%2026-10-28: 29.96%2026-10-29: 29.96%2026-10-30: 29.86%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
27.99%
29.16%
28.91%
40.44%
41.06%
44.20%
47.12%
52.54%
59.45%
58.38%
30.93%
31.32%
31.62%
32.00%
31.90%
31.77%
30.96%
30.59%
31.98%
32.02%
31.50%
34.24%
35.19%
36.33%
36.53%
41.85%
43.92%
48.66%
58.11%
30.80%
30.89%
27.57%
27.82%
28.21%
27.83%
28.84%
28.54%
29.12%
28.16%
29.77%
30.53%
30.85%
31.98%
32.17%
32.18%
37.21%
40.76%
42.21%
54.65%
27.77%
27.77%
28.43%
28.24%
29.74%
30.02%
30.39%
29.90%
29.96%
29.96%
29.86%