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First Trust Mid Cap Value AlphaDEX Fund FNK

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Market dataready · fetched 2026-11-03T14:42:32.274Z

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 · 2026-11-03T14:31:33.101040659Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:42:31.648288+00:00

Share price$64.73
1D+0.0%
$64.70$64.71$64.73$64.75$64.765:30 AM6:30 AM9:00 AM1:00 PMFNK
Sold putSold call

First Trust Mid Cap Value AlphaDEX Fund options

Live interpolated FNK call and put midpoint premiums by absolute delta.First Trust Mid Cap Value AlphaDEX Fund$1.09$1.65$2.21$2.77$3.33$60.52$62.41$64.30$66.18$68.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FNK spot · $64.73FNK PRICE$1.38$1.50$1.65$1.85$2.05$2.22$2.39$2.73$3.17$1.15$1.21$1.31$1.46$1.60$1.73$1.86$2.00$2.13$2.35$2.58
Puts——
Calls——
Skew——
Implied moveBearish±$3.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.9068.0%12.3%
25Δ60.2954.6%8.7%
30Δ61.8246.5%6.5%
35Δ62.8841.8%5.1%
40Δ66.4036.0%4.7%63.7238.1%4.0%
45Δ65.6532.9%3.7%64.4034.8%3.2%
50Δ65.0130.6%3.0%65.0231.6%2.4%
55Δ64.5029.4%2.5%65.4829.4%1.9%
60Δ63.9928.3%2.0%65.9527.1%1.4%
65Δ63.5726.6%1.6%66.3725.8%1.1%
70Δ63.1624.8%1.3%66.7824.7%0.8%
75Δ62.6424.4%1.0%
80Δ62.0724.8%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.90
IV
68.0%
B/E move
12.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.29
IV
54.6%
B/E move
8.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.82
IV
46.5%
B/E move
6.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.88
IV
41.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
66.40
IV
36.0%
B/E move
4.7%
Puts
Pseudo strike
63.72
IV
38.1%
B/E move
4.0%

45Δ

Calls
Pseudo strike
65.65
IV
32.9%
B/E move
3.7%
Puts
Pseudo strike
64.40
IV
34.8%
B/E move
3.2%

50Δ

Calls
Pseudo strike
65.01
IV
30.6%
B/E move
3.0%
Puts
Pseudo strike
65.02
IV
31.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
64.50
IV
29.4%
B/E move
2.5%
Puts
Pseudo strike
65.48
IV
29.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
63.99
IV
28.3%
B/E move
2.0%
Puts
Pseudo strike
65.95
IV
27.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
63.57
IV
26.6%
B/E move
1.6%
Puts
Pseudo strike
66.37
IV
25.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
63.16
IV
24.8%
B/E move
1.3%
Puts
Pseudo strike
66.78
IV
24.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
62.64
IV
24.4%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
62.07
IV
24.8%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.54%
Daily close
FNK18.3%32.7%47.2%2026-08-20: 43.00%2026-08-21: 22.67%2026-08-24: 22.34%2026-08-25: 22.46%2026-08-26: 22.27%2026-08-27: 22.50%2026-08-28: 22.81%2026-08-31: 24.08%2026-09-01: 24.67%2026-09-02: 24.42%2026-09-03: 24.30%2026-09-04: 24.31%2026-09-08: 26.26%2026-09-09: 27.30%2026-09-10: 28.55%2026-09-11: 28.79%2026-09-14: 32.44%2026-09-15: 34.81%2026-09-16: 36.69%2026-09-17: 45.18%2026-09-18: 22.91%2026-09-21: 22.10%2026-09-22: 22.09%2026-09-23: 22.38%2026-09-24: 21.91%2026-09-25: 23.03%2026-09-28: 23.60%2026-09-29: 23.95%2026-09-30: 23.95%2026-10-01: 24.08%2026-10-02: 23.83%2026-10-05: 24.84%2026-10-06: 25.46%2026-10-07: 25.96%2026-10-08: 26.41%2026-10-09: 27.55%2026-10-12: 30.05%2026-10-13: 31.62%2026-10-14: 36.31%2026-10-15: 43.89%2026-10-16: 20.75%2026-10-19: 21.37%2026-10-20: 21.43%2026-10-21: 21.08%2026-10-22: 22.15%2026-10-23: 20.32%2026-10-26: 21.35%2026-10-27: 21.35%2026-10-28: 21.09%2026-10-29: 20.61%2026-10-30: 21.54%Aug 20Sep 25Oct 30
51 observations2026-08-20 — 2026-10-30
Table
DateIV (%)
43.00%
22.67%
22.34%
22.46%
22.27%
22.50%
22.81%
24.08%
24.67%
24.42%
24.30%
24.31%
26.26%
27.30%
28.55%
28.79%
32.44%
34.81%
36.69%
45.18%
22.91%
22.10%
22.09%
22.38%
21.91%
23.03%
23.60%
23.95%
23.95%
24.08%
23.83%
24.84%
25.46%
25.96%
26.41%
27.55%
30.05%
31.62%
36.31%
43.89%
20.75%
21.37%
21.43%
21.08%
22.15%
20.32%
21.35%
21.35%
21.09%
20.61%
21.54%