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First Trust Exchange-Traded Fund II First Trust Dow Jones International Internet ETF FDNI

i

Market dataready · fetched 2026-11-04T07:15:19.175Z

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 · 2026-11-03T21:00:00.092902817Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:15:18.606470+00:00

Share price$25.11
1D+0.0%
AH$25.10$25.10$25.11$25.12$25.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDNI
Sold putSold callAH

First Trust Exchange-Traded Fund II First Trust Dow Jones International Internet ETF options

Live interpolated FDNI call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund II First Trust Dow Jones International Internet ETF$2.37$3.09$3.81$4.53$5.25$23.39$24.25$25.10$25.96$26.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FDNI spot · $25.11FDNI PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$5.03$5.03$5.04
Puts——
Calls——
Skew——
Implied moveBalanced±$4.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.07293.4%37.8%
25Δ20.34233.7%28.7%
30Δ22.08190.9%21.8%
35Δ23.36159.8%16.7%
40Δ30.78201.7%32.3%24.34135.6%12.8%
45Δ27.95164.1%21.1%25.12116.0%9.7%
50Δ26.27136.5%14.4%25.69100.7%7.4%
55Δ25.16114.9%10.0%26.1587.9%5.6%
60Δ24.4698.3%7.2%
65Δ23.9284.1%5.0%
70Δ23.6473.8%3.9%29.14112.2%4.0%
75Δ29.3899.8%3.0%
80Δ29.6387.4%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.07
IV
293.4%
B/E move
37.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.34
IV
233.7%
B/E move
28.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.08
IV
190.9%
B/E move
21.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.36
IV
159.8%
B/E move
16.7%

40Δ

Calls
Pseudo strike
30.78
IV
201.7%
B/E move
32.3%
Puts
Pseudo strike
24.34
IV
135.6%
B/E move
12.8%

45Δ

Calls
Pseudo strike
27.95
IV
164.1%
B/E move
21.1%
Puts
Pseudo strike
25.12
IV
116.0%
B/E move
9.7%

50Δ

Calls
Pseudo strike
26.27
IV
136.5%
B/E move
14.4%
Puts
Pseudo strike
25.69
IV
100.7%
B/E move
7.4%

55Δ

Calls
Pseudo strike
25.16
IV
114.9%
B/E move
10.0%
Puts
Pseudo strike
26.15
IV
87.9%
B/E move
5.6%

60Δ

Calls
Pseudo strike
24.46
IV
98.3%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
23.92
IV
84.1%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.64
IV
73.8%
B/E move
3.9%
Puts
Pseudo strike
29.14
IV
112.2%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.38
IV
99.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.63
IV
87.4%
B/E move
2.1%

Options history

IV · four-Friday blend66.14%
Daily EOD
FDNI59.3%96.4%133.5%2026-10-19: 110.68%2026-10-20: 97.66%2026-10-21: 118.93%2026-10-22: 66.18%2026-10-23: 93.35%2026-10-26: 128.40%2026-10-27: 119.46%2026-10-28: 78.58%2026-10-29: 64.45%2026-10-30: 66.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
110.68%
97.66%
118.93%
66.18%
93.35%
128.40%
119.46%
78.58%
64.45%
66.14%