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First Trust Europe AlphaDEX Fund FEP

i

Market dataready · fetched 2026-11-04T04:50:42.285Z

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 · 2026-11-03T21:00:00.296514441Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:50:41.942731+00:00

Share price$56.48
1D-0.6%
AH$56.33$56.47$56.61$56.75$56.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFEP
Sold putSold callAH

First Trust Europe AlphaDEX Fund options

Live interpolated FEP call and put midpoint premiums by absolute delta.First Trust Europe AlphaDEX Fund$0.64$1.39$2.13$2.88$3.62$52.39$54.58$56.76$58.95$61.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEP spot · $56.48FEP PRICE$0.72$0.74$0.81$0.88$0.98$1.09$1.22$1.35$1.51$1.85$2.18$2.73$3.41$0.77$0.81$0.86$0.93$1.00$1.07$1.13$1.19$1.29$1.40$1.50$1.60$2.27
PutsExpensive1.32×
CallsExpensive1.41×
SkewBullish-4.67 pp
Implied moveBullish±$2.35
TiltBullish10.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.1857.0%13.1%51.6954.0%9.8%
25Δ60.5043.0%8.4%53.3943.2%6.9%
30Δ59.1836.8%6.2%54.4836.2%5.1%
35Δ58.2932.2%4.8%55.2331.7%3.9%
40Δ57.6629.5%3.8%55.8128.3%3.0%
45Δ57.1427.7%3.1%56.2425.5%2.3%
50Δ56.7126.1%2.6%56.6023.1%1.8%
55Δ56.3224.7%2.1%56.9620.7%1.3%
60Δ55.9223.7%1.7%57.2019.3%1.0%
65Δ55.4724.9%1.5%57.4418.1%0.8%
70Δ55.0226.1%1.3%57.6716.8%0.6%
75Δ54.3828.2%1.1%57.9015.6%0.3%
80Δ53.6030.8%0.9%58.6417.4%0.2%

20Δ

Calls
Pseudo strike
63.18
IV
57.0%
B/E move
13.1%
Puts
Pseudo strike
51.69
IV
54.0%
B/E move
9.8%

25Δ

Calls
Pseudo strike
60.50
IV
43.0%
B/E move
8.4%
Puts
Pseudo strike
53.39
IV
43.2%
B/E move
6.9%

30Δ

Calls
Pseudo strike
59.18
IV
36.8%
B/E move
6.2%
Puts
Pseudo strike
54.48
IV
36.2%
B/E move
5.1%

35Δ

Calls
Pseudo strike
58.29
IV
32.2%
B/E move
4.8%
Puts
Pseudo strike
55.23
IV
31.7%
B/E move
3.9%

40Δ

Calls
Pseudo strike
57.66
IV
29.5%
B/E move
3.8%
Puts
Pseudo strike
55.81
IV
28.3%
B/E move
3.0%

45Δ

Calls
Pseudo strike
57.14
IV
27.7%
B/E move
3.1%
Puts
Pseudo strike
56.24
IV
25.5%
B/E move
2.3%

50Δ

Calls
Pseudo strike
56.71
IV
26.1%
B/E move
2.6%
Puts
Pseudo strike
56.60
IV
23.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
56.32
IV
24.7%
B/E move
2.1%
Puts
Pseudo strike
56.96
IV
20.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
55.92
IV
23.7%
B/E move
1.7%
Puts
Pseudo strike
57.20
IV
19.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
55.47
IV
24.9%
B/E move
1.5%
Puts
Pseudo strike
57.44
IV
18.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
55.02
IV
26.1%
B/E move
1.3%
Puts
Pseudo strike
57.67
IV
16.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
54.38
IV
28.2%
B/E move
1.1%
Puts
Pseudo strike
57.90
IV
15.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
53.60
IV
30.8%
B/E move
0.9%
Puts
Pseudo strike
58.64
IV
17.4%
B/E move
0.2%

Options history

IV · four-Friday blend19.61%
Daily close
FEP16.2%26.2%36.2%2026-08-05: 17.75%2026-08-06: 17.97%2026-08-07: 17.60%2026-08-10: 18.31%2026-08-11: 17.95%2026-08-12: 20.81%2026-08-13: 21.56%2026-08-14: 22.67%2026-08-17: 25.22%2026-08-18: 26.67%2026-08-19: 29.99%2026-08-20: 33.06%2026-08-21: 19.25%2026-08-24: 19.47%2026-08-25: 19.17%2026-08-26: 19.05%2026-08-27: 19.39%2026-08-28: 19.50%2026-08-31: 20.26%2026-09-01: 20.46%2026-09-02: 20.91%2026-09-03: 20.05%2026-09-04: 19.87%2026-09-08: 21.08%2026-09-09: 22.16%2026-09-10: 22.97%2026-09-11: 23.16%2026-09-14: 26.12%2026-09-15: 28.51%2026-09-16: 30.02%2026-09-17: 34.83%2026-09-18: 19.59%2026-09-21: 20.15%2026-09-22: 18.08%2026-09-23: 18.56%2026-09-24: 18.88%2026-09-25: 18.44%2026-09-28: 19.02%2026-09-29: 19.01%2026-09-30: 19.65%2026-10-01: 20.84%2026-10-02: 20.56%2026-10-05: 21.05%2026-10-06: 20.71%2026-10-07: 21.73%2026-10-08: 21.92%2026-10-09: 22.00%2026-10-12: 24.40%2026-10-13: 25.68%2026-10-14: 27.54%2026-10-15: 33.03%2026-10-16: 18.62%2026-10-19: 19.29%2026-10-20: 19.18%2026-10-21: 18.99%2026-10-22: 19.54%2026-10-23: 19.64%2026-10-26: 19.71%2026-10-27: 19.49%2026-10-28: 19.14%2026-10-29: 19.13%2026-10-30: 19.61%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
17.75%
17.97%
17.60%
18.31%
17.95%
20.81%
21.56%
22.67%
25.22%
26.67%
29.99%
33.06%
19.25%
19.47%
19.17%
19.05%
19.39%
19.50%
20.26%
20.46%
20.91%
20.05%
19.87%
21.08%
22.16%
22.97%
23.16%
26.12%
28.51%
30.02%
34.83%
19.59%
20.15%
18.08%
18.56%
18.88%
18.44%
19.02%
19.01%
19.65%
20.84%
20.56%
21.05%
20.71%
21.73%
21.92%
22.00%
24.40%
25.68%
27.54%
33.03%
18.62%
19.29%
19.18%
18.99%
19.54%
19.64%
19.71%
19.49%
19.14%
19.13%
19.61%