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First Trust Mid Cap Core AlphaDEX Fund FNX

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Market dataready · fetched 2026-11-05T16:41:30.795Z

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 · 2026-11-05T16:36:52.67111963Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T16:41:27.239182+00:00

Share price$141.37
1D-2.0%
$141.02$141.88$142.74$143.61$144.475:30 AM6:30 AM9:00 AM1:00 PMFNX
Sold putSold call

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$0.70$2.54$4.38$6.22$8.06$132.72$136.68$140.65$144.61$148.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FNX spot · $141.37FNX PRICE$1.22$1.56$1.90$2.25$2.64$3.13$3.59$4.19$4.55$4.81$0.90$1.15$1.40$1.70$2.05$2.47$2.87$3.35$3.83$4.36$4.98$5.69$7.53
PutsExpensive1.65×
Calls——
Skew——
Implied moveBearish±$5.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ135.3027.3%4.9%
25Δ136.7026.1%4.1%
30Δ145.2522.9%3.6%138.0724.9%3.3%
35Δ144.3623.1%3.2%139.0724.5%2.8%
40Δ143.4923.3%2.8%140.0024.4%2.4%
45Δ142.6223.5%2.5%140.8824.6%2.1%
50Δ141.7523.8%2.1%141.7624.3%1.7%
55Δ140.8924.3%1.9%142.6424.2%1.5%
60Δ140.0224.0%1.6%143.5124.0%1.2%
65Δ139.0924.4%1.4%144.4023.6%0.9%
70Δ138.3423.0%1.1%145.3323.4%0.7%
75Δ137.7221.1%0.8%146.3223.2%0.5%
80Δ148.3126.3%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
135.30
IV
27.3%
B/E move
4.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
136.70
IV
26.1%
B/E move
4.1%

30Δ

Calls
Pseudo strike
145.25
IV
22.9%
B/E move
3.6%
Puts
Pseudo strike
138.07
IV
24.9%
B/E move
3.3%

35Δ

Calls
Pseudo strike
144.36
IV
23.1%
B/E move
3.2%
Puts
Pseudo strike
139.07
IV
24.5%
B/E move
2.8%

40Δ

Calls
Pseudo strike
143.49
IV
23.3%
B/E move
2.8%
Puts
Pseudo strike
140.00
IV
24.4%
B/E move
2.4%

45Δ

Calls
Pseudo strike
142.62
IV
23.5%
B/E move
2.5%
Puts
Pseudo strike
140.88
IV
24.6%
B/E move
2.1%

50Δ

Calls
Pseudo strike
141.75
IV
23.8%
B/E move
2.1%
Puts
Pseudo strike
141.76
IV
24.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
140.89
IV
24.3%
B/E move
1.9%
Puts
Pseudo strike
142.64
IV
24.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
140.02
IV
24.0%
B/E move
1.6%
Puts
Pseudo strike
143.51
IV
24.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
139.09
IV
24.4%
B/E move
1.4%
Puts
Pseudo strike
144.40
IV
23.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
138.34
IV
23.0%
B/E move
1.1%
Puts
Pseudo strike
145.33
IV
23.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
137.72
IV
21.1%
B/E move
0.8%
Puts
Pseudo strike
146.32
IV
23.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
148.31
IV
26.3%
B/E move
0.4%

Options history

IV · four-Friday blend17.90%
Daily close
FNX14.3%16.4%18.6%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 7Sep 21Oct 30
58 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
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%