IntraAlpha
Create free account Start free

First Trust China AlphaDEX Fund FCA

i

Market dataready · fetched 2026-11-07T06:50:02.335Z

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 · 2026-11-06T21:00:00.243879047Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T06:49:59.615711+00:00

Share price$24.24
1D-1.1%
AH$24.10$24.17$24.25$24.33$24.405:30 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$0.47$0.73$0.98$1.24$1.49$21.59$22.94$24.29$25.64$27.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCA spot · $24.24FCA PRICE$0.50$0.50$0.50$0.54$0.59$0.65$0.72$0.79$0.86$0.94$1.02$1.10$1.18$0.50$0.51$0.53$0.59$0.64$0.71$0.78$0.85$0.92$0.99$1.11$1.26$1.42
PutsExpensive1.76×
CallsExpensive1.32×
SkewBullish-2.43 pp
Implied moveBearish±$1.50
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.42105.3%23.5%21.3088.9%14.2%
25Δ27.1677.3%14.1%22.3569.2%9.9%
30Δ25.9759.9%9.2%23.0556.6%7.1%
35Δ25.4452.8%7.2%23.4251.5%5.8%
40Δ24.9546.5%5.4%23.7946.4%4.5%
45Δ24.6843.7%4.5%24.0942.4%3.5%
50Δ24.4240.9%3.7%24.2940.0%3.0%
55Δ24.1538.1%2.9%24.4937.6%2.4%
60Δ23.9335.6%2.3%24.7035.1%1.9%
65Δ23.7733.5%2.0%24.9032.7%1.3%
70Δ23.6131.4%1.6%25.1131.0%1.0%
75Δ23.4529.4%1.3%25.3229.9%0.8%
80Δ23.2927.3%1.0%25.5328.8%0.5%

20Δ

Calls
Pseudo strike
29.42
IV
105.3%
B/E move
23.5%
Puts
Pseudo strike
21.30
IV
88.9%
B/E move
14.2%

25Δ

Calls
Pseudo strike
27.16
IV
77.3%
B/E move
14.1%
Puts
Pseudo strike
22.35
IV
69.2%
B/E move
9.9%

30Δ

Calls
Pseudo strike
25.97
IV
59.9%
B/E move
9.2%
Puts
Pseudo strike
23.05
IV
56.6%
B/E move
7.1%

35Δ

Calls
Pseudo strike
25.44
IV
52.8%
B/E move
7.2%
Puts
Pseudo strike
23.42
IV
51.5%
B/E move
5.8%

40Δ

Calls
Pseudo strike
24.95
IV
46.5%
B/E move
5.4%
Puts
Pseudo strike
23.79
IV
46.4%
B/E move
4.5%

45Δ

Calls
Pseudo strike
24.68
IV
43.7%
B/E move
4.5%
Puts
Pseudo strike
24.09
IV
42.4%
B/E move
3.5%

50Δ

Calls
Pseudo strike
24.42
IV
40.9%
B/E move
3.7%
Puts
Pseudo strike
24.29
IV
40.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
24.15
IV
38.1%
B/E move
2.9%
Puts
Pseudo strike
24.49
IV
37.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
23.93
IV
35.6%
B/E move
2.3%
Puts
Pseudo strike
24.70
IV
35.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
23.77
IV
33.5%
B/E move
2.0%
Puts
Pseudo strike
24.90
IV
32.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
23.61
IV
31.4%
B/E move
1.6%
Puts
Pseudo strike
25.11
IV
31.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
23.45
IV
29.4%
B/E move
1.3%
Puts
Pseudo strike
25.32
IV
29.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
23.29
IV
27.3%
B/E move
1.0%
Puts
Pseudo strike
25.53
IV
28.8%
B/E move
0.5%

Options history

IV · four-Friday blend29.86%
Daily close
FCA25.0%43.5%62.0%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%