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First Trust Exchange-Traded Fund VIII First Trust Smith Opportunistic Fixed Income ETF FIXD

i

Market dataready · fetched 2026-11-04T00:18:55.730Z

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 · 2026-11-03T21:00:00.223970876Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:18:55.328144+00:00

Share price$41.92
1D-0.2%
AH$41.84$41.89$41.94$41.99$42.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIXD
Sold putSold callAH

First Trust Exchange-Traded Fund VIII First Trust Smith Opportunistic Fixed Income ETF options

Live interpolated FIXD call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VIII First Trust Smith Opportunistic Fixed Income ETF$0.69$1.21$1.72$2.23$2.75$38.51$39.59$40.67$41.76$42.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FIXD spot · $41.92FIXD PRICE$0.75$0.75$0.75$0.76$0.79$0.82$0.90$0.99$1.08$1.17$1.30$1.91$0.75$0.75$0.75$0.77$0.83$0.90$0.98$1.08$1.19$1.30$1.50$1.94$2.60
PutsExpensive7.63×
Calls——
Skew——
Implied moveBearish±$1.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.4469.6%12.5%
25Δ46.1859.5%11.9%39.1452.9%8.4%
30Δ44.5146.3%8.0%40.1942.3%5.9%
35Δ43.5237.4%5.6%40.9135.1%4.3%
40Δ42.8631.1%4.1%41.3331.6%3.4%
45Δ42.4727.4%3.2%41.7128.7%2.6%
50Δ42.0923.7%2.4%42.0626.2%2.0%
55Δ41.8322.0%1.9%42.3224.9%1.6%
60Δ41.6220.8%1.6%42.5723.7%1.3%
65Δ41.4119.7%1.3%42.8222.4%0.9%
70Δ41.2018.6%1.1%43.1422.1%0.7%
75Δ40.9517.7%0.8%43.6324.3%0.6%
80Δ40.2719.4%0.6%44.3228.3%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.44
IV
69.6%
B/E move
12.5%

25Δ

Calls
Pseudo strike
46.18
IV
59.5%
B/E move
11.9%
Puts
Pseudo strike
39.14
IV
52.9%
B/E move
8.4%

30Δ

Calls
Pseudo strike
44.51
IV
46.3%
B/E move
8.0%
Puts
Pseudo strike
40.19
IV
42.3%
B/E move
5.9%

35Δ

Calls
Pseudo strike
43.52
IV
37.4%
B/E move
5.6%
Puts
Pseudo strike
40.91
IV
35.1%
B/E move
4.3%

40Δ

Calls
Pseudo strike
42.86
IV
31.1%
B/E move
4.1%
Puts
Pseudo strike
41.33
IV
31.6%
B/E move
3.4%

45Δ

Calls
Pseudo strike
42.47
IV
27.4%
B/E move
3.2%
Puts
Pseudo strike
41.71
IV
28.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
42.09
IV
23.7%
B/E move
2.4%
Puts
Pseudo strike
42.06
IV
26.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
41.83
IV
22.0%
B/E move
1.9%
Puts
Pseudo strike
42.32
IV
24.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
41.62
IV
20.8%
B/E move
1.6%
Puts
Pseudo strike
42.57
IV
23.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
41.41
IV
19.7%
B/E move
1.3%
Puts
Pseudo strike
42.82
IV
22.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
41.20
IV
18.6%
B/E move
1.1%
Puts
Pseudo strike
43.14
IV
22.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
40.95
IV
17.7%
B/E move
0.8%
Puts
Pseudo strike
43.63
IV
24.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
40.27
IV
19.4%
B/E move
0.6%
Puts
Pseudo strike
44.32
IV
28.3%
B/E move
0.5%

Options history

IV · four-Friday blend21.04%
Daily close
FIXD16.2%28.8%41.4%2026-08-05: 25.23%2026-08-06: 25.42%2026-08-07: 25.89%2026-08-10: 27.29%2026-08-11: 22.13%2026-08-12: 22.41%2026-08-13: 23.44%2026-08-14: 23.64%2026-08-17: 26.98%2026-08-18: 28.91%2026-08-19: 32.37%2026-08-20: 35.55%2026-08-21: 17.97%2026-08-24: 18.03%2026-08-25: 18.34%2026-08-26: 18.38%2026-08-27: 18.58%2026-08-28: 18.11%2026-08-31: 19.23%2026-09-01: 19.22%2026-09-02: 20.02%2026-09-03: 19.91%2026-09-04: 20.01%2026-09-08: 21.28%2026-09-09: 21.96%2026-09-10: 22.94%2026-09-11: 23.45%2026-09-14: 26.46%2026-09-15: 28.45%2026-09-16: 31.50%2026-09-17: 39.63%2026-09-18: 19.45%2026-09-21: 19.70%2026-09-22: 19.79%2026-09-23: 19.24%2026-09-24: 19.72%2026-09-25: 20.29%2026-09-28: 21.18%2026-09-29: 21.36%2026-09-30: 21.22%2026-10-01: 21.45%2026-10-02: 21.76%2026-10-05: 23.12%2026-10-06: 23.83%2026-10-07: 24.04%2026-10-08: 24.24%2026-10-09: 25.07%2026-10-12: 28.34%2026-10-13: 30.22%2026-10-14: 33.54%2026-10-15: 38.29%2026-10-16: 19.78%2026-10-19: 20.02%2026-10-20: 20.04%2026-10-21: 19.87%2026-10-22: 20.03%2026-10-23: 20.42%2026-10-26: 20.49%2026-10-27: 20.50%2026-10-28: 20.50%2026-10-29: 20.83%2026-10-30: 21.04%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
25.23%
25.42%
25.89%
27.29%
22.13%
22.41%
23.44%
23.64%
26.98%
28.91%
32.37%
35.55%
17.97%
18.03%
18.34%
18.38%
18.58%
18.11%
19.23%
19.22%
20.02%
19.91%
20.01%
21.28%
21.96%
22.94%
23.45%
26.46%
28.45%
31.50%
39.63%
19.45%
19.70%
19.79%
19.24%
19.72%
20.29%
21.18%
21.36%
21.22%
21.45%
21.76%
23.12%
23.83%
24.04%
24.24%
25.07%
28.34%
30.22%
33.54%
38.29%
19.78%
20.02%
20.04%
19.87%
20.03%
20.42%
20.49%
20.50%
20.50%
20.83%
21.04%