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First Trust Germany AlphaDex Fund FGM

i

Market datapartial · fetched 2026-11-03T14:47:14.271Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-02T21:00:00.322161283Z

FundamentalsAlpha Vantage · unavailable

Share price$58.28
1D+0.5%
AH$58.34$58.42$58.51$58.59$58.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFGM
Sold putSold callAH

First Trust Germany AlphaDex Fund options

Live interpolated FGM call and put midpoint premiums by absolute delta.First Trust Germany AlphaDex Fund$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFGM PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend26.75%
Daily close
FGM20.4%33.4%46.4%2026-08-05: 26.10%2026-08-06: 26.60%2026-08-07: 25.95%2026-08-10: 27.36%2026-08-11: 26.46%2026-08-12: 24.21%2026-08-13: 24.32%2026-08-14: 24.13%2026-08-17: 26.58%2026-08-18: 27.75%2026-08-19: 30.09%2026-08-20: 33.10%2026-08-21: 22.86%2026-08-24: 23.18%2026-08-25: 22.87%2026-08-26: 22.79%2026-08-27: 22.83%2026-08-28: 22.21%2026-08-31: 23.30%2026-09-01: 23.83%2026-09-02: 23.73%2026-09-03: 23.10%2026-09-04: 22.87%2026-09-08: 24.21%2026-09-09: 25.24%2026-09-10: 26.12%2026-09-11: 25.88%2026-09-14: 28.32%2026-09-15: 31.22%2026-09-16: 31.51%2026-09-17: 34.91%2026-09-18: 24.22%2026-09-21: 24.52%2026-09-22: 24.57%2026-09-23: 24.64%2026-09-24: 27.09%2026-09-25: 25.06%2026-09-28: 24.83%2026-09-29: 25.02%2026-09-30: 26.18%2026-10-01: 27.26%2026-10-02: 26.35%2026-10-05: 27.73%2026-10-06: 28.13%2026-10-07: 28.33%2026-10-08: 28.59%2026-10-09: 28.91%2026-10-12: 30.98%2026-10-13: 31.55%2026-10-14: 33.81%2026-10-15: 44.58%2026-10-16: 25.18%2026-10-19: 26.08%2026-10-20: 26.06%2026-10-21: 25.30%2026-10-22: 26.55%2026-10-23: 26.90%2026-10-26: 26.48%2026-10-27: 26.03%2026-10-28: 25.98%2026-10-29: 25.09%2026-10-30: 26.75%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
26.10%
26.60%
25.95%
27.36%
26.46%
24.21%
24.32%
24.13%
26.58%
27.75%
30.09%
33.10%
22.86%
23.18%
22.87%
22.79%
22.83%
22.21%
23.30%
23.83%
23.73%
23.10%
22.87%
24.21%
25.24%
26.12%
25.88%
28.32%
31.22%
31.51%
34.91%
24.22%
24.52%
24.57%
24.64%
27.09%
25.06%
24.83%
25.02%
26.18%
27.26%
26.35%
27.73%
28.13%
28.33%
28.59%
28.91%
30.98%
31.55%
33.81%
44.58%
25.18%
26.08%
26.06%
25.30%
26.55%
26.90%
26.48%
26.03%
25.98%
25.09%
26.75%