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First Trust Japan AlphaDEX Fund FJP

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Market dataready · fetched 2026-11-06T21:25:26.627Z

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 · 2026-11-06T21:00:00.063794669Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:25:26.106188+00:00

Share price$68.53
1D-0.2%
AH$68.34$68.60$68.87$69.13$69.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFJP
Sold putSold callAH

First Trust Japan AlphaDEX Fund options

Live interpolated FJP call and put midpoint premiums by absolute delta.First Trust Japan AlphaDEX Fund$0.75$1.76$2.77$3.78$4.79$61.67$65.46$69.25$73.04$76.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FJP spot · $68.53FJP PRICE$0.86$0.95$1.09$1.23$1.39$1.59$1.85$2.22$2.65$3.18$3.87$4.49$1.19$1.30$1.41$1.54$1.70$1.91$2.18$2.47$2.77$3.12$3.54
Puts——
Calls——
Skew——
Implied moveBullish±$3.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.4661.0%12.8%
25Δ73.6849.8%8.9%
30Δ72.1444.5%6.9%65.8244.5%5.7%
35Δ71.0040.5%5.4%66.8239.6%4.4%
40Δ70.1638.0%4.4%67.5835.6%3.5%
45Δ69.4536.4%3.7%68.2232.6%2.7%
50Δ68.8035.8%3.1%68.7430.6%2.2%
55Δ68.1837.0%2.7%69.2429.3%1.7%
60Δ67.5138.4%2.4%69.7428.9%1.4%
65Δ66.7840.1%2.1%70.2328.3%1.1%
70Δ65.9142.8%1.8%70.7127.6%0.9%
75Δ65.0443.4%1.5%71.2326.9%0.6%
80Δ71.7926.4%0.4%

20Δ

Calls
Pseudo strike
76.46
IV
61.0%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
73.68
IV
49.8%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
72.14
IV
44.5%
B/E move
6.9%
Puts
Pseudo strike
65.82
IV
44.5%
B/E move
5.7%

35Δ

Calls
Pseudo strike
71.00
IV
40.5%
B/E move
5.4%
Puts
Pseudo strike
66.82
IV
39.6%
B/E move
4.4%

40Δ

Calls
Pseudo strike
70.16
IV
38.0%
B/E move
4.4%
Puts
Pseudo strike
67.58
IV
35.6%
B/E move
3.5%

45Δ

Calls
Pseudo strike
69.45
IV
36.4%
B/E move
3.7%
Puts
Pseudo strike
68.22
IV
32.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
68.80
IV
35.8%
B/E move
3.1%
Puts
Pseudo strike
68.74
IV
30.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
68.18
IV
37.0%
B/E move
2.7%
Puts
Pseudo strike
69.24
IV
29.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
67.51
IV
38.4%
B/E move
2.4%
Puts
Pseudo strike
69.74
IV
28.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
66.78
IV
40.1%
B/E move
2.1%
Puts
Pseudo strike
70.23
IV
28.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
65.91
IV
42.8%
B/E move
1.8%
Puts
Pseudo strike
70.71
IV
27.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
65.04
IV
43.4%
B/E move
1.5%
Puts
Pseudo strike
71.23
IV
26.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.79
IV
26.4%
B/E move
0.4%

Options history

IV · four-Friday blend25.19%
Daily close
FJP20.3%29.1%37.9%2026-08-10: 27.48%2026-08-11: 26.85%2026-08-12: 26.11%2026-08-13: 26.37%2026-08-14: 26.49%2026-08-17: 28.42%2026-08-18: 30.60%2026-08-19: 33.01%2026-08-20: 35.73%2026-08-21: 25.10%2026-08-24: 25.30%2026-08-25: 24.80%2026-08-26: 24.52%2026-08-27: 23.62%2026-08-28: 22.21%2026-08-31: 21.53%2026-09-01: 22.30%2026-09-02: 22.34%2026-09-03: 21.62%2026-09-04: 22.25%2026-09-08: 24.49%2026-09-09: 25.42%2026-09-10: 25.31%2026-09-11: 25.16%2026-09-14: 27.65%2026-09-15: 29.65%2026-09-16: 29.24%2026-09-17: 34.33%2026-09-18: 23.81%2026-09-21: 23.73%2026-09-22: 22.92%2026-09-23: 24.10%2026-09-24: 23.91%2026-09-25: 22.90%2026-09-28: 22.66%2026-09-29: 23.21%2026-09-30: 22.91%2026-10-01: 23.81%2026-10-02: 22.74%2026-10-05: 23.66%2026-10-06: 23.73%2026-10-07: 24.64%2026-10-08: 24.97%2026-10-09: 24.53%2026-10-12: 26.86%2026-10-13: 27.48%2026-10-14: 29.58%2026-10-15: 36.65%2026-10-16: 24.73%2026-10-19: 25.05%2026-10-20: 24.73%2026-10-21: 24.35%2026-10-22: 24.48%2026-10-23: 24.82%2026-10-26: 24.86%2026-10-27: 24.34%2026-10-28: 24.12%2026-10-29: 23.90%2026-10-30: 25.19%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
27.48%
26.85%
26.11%
26.37%
26.49%
28.42%
30.60%
33.01%
35.73%
25.10%
25.30%
24.80%
24.52%
23.62%
22.21%
21.53%
22.30%
22.34%
21.62%
22.25%
24.49%
25.42%
25.31%
25.16%
27.65%
29.65%
29.24%
34.33%
23.81%
23.73%
22.92%
24.10%
23.91%
22.90%
22.66%
23.21%
22.91%
23.81%
22.74%
23.66%
23.73%
24.64%
24.97%
24.53%
26.86%
27.48%
29.58%
36.65%
24.73%
25.05%
24.73%
24.35%
24.48%
24.82%
24.86%
24.34%
24.12%
23.90%
25.19%