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First Trust S&P REIT Index Fund FRI

i

Market datapartial · fetched 2026-11-03T15:47:37.416Z

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 · 2026-11-03T15:46:32.250971654Z

FundamentalsAlpha Vantage · unavailable

Share price$30.84
1D+0.4%
$30.70$30.75$30.79$30.83$30.885:30 AM6:30 AM9:00 AM1:00 PMFRI
Sold putSold call

First Trust S&P REIT Index Fund options

Live interpolated FRI call and put midpoint premiums by absolute delta.First Trust S&P REIT Index Fund$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 PRICEFRI 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 blend22.84%
Daily close
FRI13.3%43.5%73.7%2026-08-05: 19.33%2026-08-07: 19.63%2026-08-10: 20.61%2026-08-11: 20.27%2026-08-12: 20.71%2026-08-13: 20.94%2026-08-14: 21.18%2026-08-17: 22.99%2026-08-18: 24.25%2026-08-19: 26.38%2026-08-20: 32.01%2026-08-21: 17.42%2026-08-24: 17.44%2026-08-25: 17.79%2026-08-26: 18.13%2026-08-27: 17.87%2026-08-28: 18.14%2026-08-31: 19.20%2026-09-01: 19.13%2026-09-02: 19.29%2026-09-03: 19.41%2026-09-04: 19.22%2026-09-08: 20.33%2026-09-10: 21.02%2026-09-11: 21.99%2026-09-14: 24.25%2026-09-15: 26.64%2026-09-16: 29.02%2026-09-17: 35.95%2026-09-18: 18.70%2026-09-21: 18.89%2026-09-22: 19.20%2026-09-23: 19.00%2026-09-25: 18.91%2026-09-28: 69.49%2026-09-29: 19.53%2026-09-30: 19.99%2026-10-01: 20.48%2026-10-02: 20.52%2026-10-05: 21.97%2026-10-06: 21.26%2026-10-08: 22.71%2026-10-09: 23.10%2026-10-14: 30.58%2026-10-15: 35.36%2026-10-16: 18.76%2026-10-19: 19.41%2026-10-20: 18.97%2026-10-21: 19.06%2026-10-22: 19.09%2026-10-23: 19.36%2026-10-26: 19.62%2026-10-27: 19.87%2026-10-28: 23.32%2026-10-29: 23.13%2026-10-30: 22.84%Aug 5Sep 16Oct 30
56 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
19.33%
19.63%
20.61%
20.27%
20.71%
20.94%
21.18%
22.99%
24.25%
26.38%
32.01%
17.42%
17.44%
17.79%
18.13%
17.87%
18.14%
19.20%
19.13%
19.29%
19.41%
19.22%
20.33%
21.02%
21.99%
24.25%
26.64%
29.02%
35.95%
18.70%
18.89%
19.20%
19.00%
18.91%
69.49%
19.53%
19.99%
20.48%
20.52%
21.97%
21.26%
22.71%
23.10%
30.58%
35.36%
18.76%
19.41%
18.97%
19.06%
19.09%
19.36%
19.62%
19.87%
23.32%
23.13%
22.84%