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First Trust Mid Cap Core AlphaDEX Fund FNX

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Market datapartial · fetched 2026-11-03T23:05:44.227Z

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 · 2026-11-03T21:00:00.294020698Z

FundamentalsAlpha Vantage · unavailable

Share price$141.62
1D-0.5%
AH$141.30$141.70$142.11$142.52$142.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNX
Sold putSold callAH

First Trust Mid Cap Core AlphaDEX Fund options

Live interpolated FNX call and put midpoint premiums by absolute delta.First Trust Mid Cap Core AlphaDEX Fund$0.71$2.16$3.62$5.08$6.54$135.38$138.45$141.52$144.59$147.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ 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 FNX spot · $141.62FNX PRICE$1.14$1.40$1.69$2.03$2.42$2.85$3.35$3.88$4.62$5.38$6.12$0.87$1.06$1.28$1.55$1.81$2.06$2.40$3.05$3.46$3.98$4.66
Puts——
Calls——
Skew——
Implied moveBalanced±$4.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ135.8724.8%4.7%
25Δ137.4122.7%3.7%
30Δ145.2619.9%3.4%138.6021.5%3.0%
35Δ144.3819.8%2.9%139.5521.0%2.6%
40Δ143.5519.8%2.6%140.4320.2%2.1%
45Δ142.7820.1%2.3%141.2519.4%1.7%
50Δ142.0120.4%2.0%142.0019.2%1.4%
55Δ141.2220.6%1.7%142.8320.7%1.3%
60Δ140.4020.9%1.5%143.6020.4%1.0%
65Δ139.5521.0%1.3%144.4420.2%0.8%
70Δ138.5521.8%1.1%145.3720.6%0.6%
75Δ137.5322.1%0.9%
80Δ136.5121.8%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
135.87
IV
24.8%
B/E move
4.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
137.41
IV
22.7%
B/E move
3.7%

30Δ

Calls
Pseudo strike
145.26
IV
19.9%
B/E move
3.4%
Puts
Pseudo strike
138.60
IV
21.5%
B/E move
3.0%

35Δ

Calls
Pseudo strike
144.38
IV
19.8%
B/E move
2.9%
Puts
Pseudo strike
139.55
IV
21.0%
B/E move
2.6%

40Δ

Calls
Pseudo strike
143.55
IV
19.8%
B/E move
2.6%
Puts
Pseudo strike
140.43
IV
20.2%
B/E move
2.1%

45Δ

Calls
Pseudo strike
142.78
IV
20.1%
B/E move
2.3%
Puts
Pseudo strike
141.25
IV
19.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
142.01
IV
20.4%
B/E move
2.0%
Puts
Pseudo strike
142.00
IV
19.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
141.22
IV
20.6%
B/E move
1.7%
Puts
Pseudo strike
142.83
IV
20.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
140.40
IV
20.9%
B/E move
1.5%
Puts
Pseudo strike
143.60
IV
20.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
139.55
IV
21.0%
B/E move
1.3%
Puts
Pseudo strike
144.44
IV
20.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
138.55
IV
21.8%
B/E move
1.1%
Puts
Pseudo strike
145.37
IV
20.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
137.53
IV
22.1%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
136.51
IV
21.8%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.90%
Daily close
FNX14.3%16.4%18.6%2026-08-05: 16.09%2026-08-06: 15.86%2026-08-07: 15.16%2026-08-10: 15.75%2026-08-11: 15.57%2026-08-12: 14.82%2026-08-13: 14.90%2026-08-14: 14.59%2026-08-17: 15.56%2026-08-18: 15.78%2026-08-19: 16.23%2026-08-20: 17.79%2026-08-24: 16.07%2026-08-25: 16.14%2026-08-26: 15.22%2026-08-28: 15.08%2026-08-31: 15.09%2026-09-01: 15.77%2026-09-02: 15.61%2026-09-03: 14.94%2026-09-04: 15.15%2026-09-08: 16.02%2026-09-09: 16.29%2026-09-10: 16.76%2026-09-11: 16.11%2026-09-14: 17.45%2026-09-15: 17.27%2026-09-16: 17.82%2026-09-17: 18.26%2026-09-18: 15.81%2026-09-21: 15.28%2026-09-22: 15.31%2026-09-23: 16.08%2026-09-24: 15.78%2026-09-25: 15.51%2026-09-28: 16.13%2026-09-29: 16.21%2026-09-30: 16.39%2026-10-01: 16.67%2026-10-02: 15.93%2026-10-05: 16.07%2026-10-06: 16.08%2026-10-07: 16.64%2026-10-08: 15.89%2026-10-09: 16.56%2026-10-12: 16.40%2026-10-13: 16.54%2026-10-14: 17.64%2026-10-15: 17.33%2026-10-16: 16.20%2026-10-19: 16.20%2026-10-20: 15.77%2026-10-21: 15.95%2026-10-22: 16.64%2026-10-23: 16.82%2026-10-26: 16.29%2026-10-27: 16.39%2026-10-28: 16.38%2026-10-29: 15.52%2026-10-30: 17.90%Aug 5Sep 18Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
16.09%
15.86%
15.16%
15.75%
15.57%
14.82%
14.90%
14.59%
15.56%
15.78%
16.23%
17.79%
16.07%
16.14%
15.22%
15.08%
15.09%
15.77%
15.61%
14.94%
15.15%
16.02%
16.29%
16.76%
16.11%
17.45%
17.27%
17.82%
18.26%
15.81%
15.28%
15.31%
16.08%
15.78%
15.51%
16.13%
16.21%
16.39%
16.67%
15.93%
16.07%
16.08%
16.64%
15.89%
16.56%
16.40%
16.54%
17.64%
17.33%
16.20%
16.20%
15.77%
15.95%
16.64%
16.82%
16.29%
16.39%
16.38%
15.52%
17.90%