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First Trust Preferred Securities and Income ETF FPE

i

Market datapartial · fetched 2026-11-04T07:04:44.163Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T01:00:00.153113327Z

FundamentalsAlpha Vantage · unavailable

Share price$16.99
1D-0.1%
AH$16.97$16.99$17.01$17.03$17.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFPE
Sold putSold callAH

First Trust Preferred Securities and Income ETF options

Live interpolated FPE call and put midpoint premiums by absolute delta.First Trust Preferred Securities and Income ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFPE PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.82%
Daily close
FPE15.8%40.1%64.3%2026-08-06: 29.31%2026-08-07: 29.57%2026-08-10: 31.33%2026-08-17: 32.35%2026-08-18: 35.66%2026-08-19: 41.16%2026-08-20: 50.89%2026-08-21: 20.63%2026-08-24: 19.24%2026-09-09: 30.13%2026-09-10: 30.39%2026-09-11: 32.29%2026-09-14: 37.65%2026-09-15: 40.96%2026-09-16: 46.95%2026-09-17: 60.97%2026-09-18: 21.35%2026-09-21: 22.75%2026-09-22: 22.56%2026-09-23: 22.57%2026-09-24: 22.56%2026-09-25: 22.54%2026-09-28: 23.62%2026-10-01: 23.53%2026-10-06: 25.18%2026-10-07: 25.44%2026-10-08: 26.44%2026-10-13: 34.09%2026-10-15: 48.38%2026-10-16: 21.30%2026-10-19: 21.18%2026-10-20: 21.13%2026-10-21: 20.41%2026-10-22: 20.33%2026-10-23: 19.15%2026-10-26: 22.83%2026-10-27: 23.20%2026-10-28: 22.97%2026-10-29: 23.21%2026-10-30: 23.82%Aug 6Sep 23Oct 30
40 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
29.31%
29.57%
31.33%
32.35%
35.66%
41.16%
50.89%
20.63%
19.24%
30.13%
30.39%
32.29%
37.65%
40.96%
46.95%
60.97%
21.35%
22.75%
22.56%
22.57%
22.56%
22.54%
23.62%
23.53%
25.18%
25.44%
26.44%
34.09%
48.38%
21.30%
21.18%
21.13%
20.41%
20.33%
19.15%
22.83%
23.20%
22.97%
23.21%
23.82%