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First Trust Large Cap Value AlphaDEX Fund FTA

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Market dataready · fetched 2026-11-03T14:44:51.584Z

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 · 2026-11-03T14:39:16.116675498Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:44:50.727268+00:00

Share price$104.01
1D+0.0%
$103.95$103.98$104.01$104.03$104.065:30 AM6:30 AM9:00 AM1:00 PMFTA
Sold putSold call

First Trust Large Cap Value AlphaDEX Fund options

Live interpolated FTA call and put midpoint premiums by absolute delta.First Trust Large Cap Value AlphaDEX Fund$1.71$2.50$3.29$4.08$4.87$98.85$101.20$103.55$105.90$108.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FTA spot · $104.01FTA PRICE$1.93$2.07$2.21$2.39$2.50$2.50$2.66$2.89$3.75$4.64$1.80$1.85$1.93$2.02$2.15$2.29$2.40
Puts——
Calls——
Skew——
Implied moveBalanced±$4.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.2666.5%12.1%
25Δ97.2151.8%8.3%
30Δ99.6842.8%6.0%
35Δ108.5239.3%6.2%101.4036.4%4.5%
40Δ107.0034.8%4.9%102.6432.0%3.4%
45Δ105.4830.3%3.5%103.5928.8%2.6%
50Δ104.4427.5%2.7%104.3625.8%2.0%
55Δ103.7424.8%2.1%
60Δ103.1721.3%1.6%
65Δ102.6419.6%1.2%
70Δ102.1218.6%1.0%
75Δ101.1620.9%0.9%
80Δ100.1322.5%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.26
IV
66.5%
B/E move
12.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.21
IV
51.8%
B/E move
8.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
99.68
IV
42.8%
B/E move
6.0%

35Δ

Calls
Pseudo strike
108.52
IV
39.3%
B/E move
6.2%
Puts
Pseudo strike
101.40
IV
36.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
107.00
IV
34.8%
B/E move
4.9%
Puts
Pseudo strike
102.64
IV
32.0%
B/E move
3.4%

45Δ

Calls
Pseudo strike
105.48
IV
30.3%
B/E move
3.5%
Puts
Pseudo strike
103.59
IV
28.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
104.44
IV
27.5%
B/E move
2.7%
Puts
Pseudo strike
104.36
IV
25.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
103.74
IV
24.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
103.17
IV
21.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
102.64
IV
19.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
102.12
IV
18.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
101.16
IV
20.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
100.13
IV
22.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.08%
Daily close
FTA12.4%23.9%35.3%2026-08-17: 23.20%2026-08-18: 24.55%2026-08-20: 33.72%2026-08-21: 14.75%2026-08-24: 15.09%2026-08-25: 15.14%2026-08-26: 14.97%2026-08-27: 15.41%2026-08-28: 15.57%2026-08-31: 16.10%2026-09-01: 16.10%2026-09-02: 16.21%2026-09-03: 16.26%2026-09-04: 16.39%2026-09-08: 18.08%2026-09-09: 18.70%2026-09-10: 19.38%2026-09-11: 19.26%2026-09-14: 21.87%2026-09-15: 23.77%2026-09-16: 25.03%2026-09-17: 31.28%2026-09-18: 15.40%2026-09-21: 14.94%2026-09-22: 15.48%2026-09-23: 15.27%2026-09-24: 15.18%2026-09-25: 15.30%2026-09-28: 16.09%2026-09-29: 15.85%2026-09-30: 15.89%2026-10-01: 15.95%2026-10-02: 16.26%2026-10-05: 16.59%2026-10-06: 17.35%2026-10-07: 17.80%2026-10-08: 17.53%2026-10-09: 18.18%2026-10-12: 19.52%2026-10-13: 20.65%2026-10-14: 23.22%2026-10-15: 28.76%2026-10-16: 14.01%2026-10-19: 14.33%2026-10-20: 14.69%2026-10-21: 14.56%2026-10-22: 15.02%2026-10-23: 14.44%2026-10-26: 15.97%2026-10-27: 16.28%2026-10-28: 16.27%2026-10-29: 16.03%2026-10-30: 16.08%Aug 17Sep 24Oct 30
53 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
23.20%
24.55%
33.72%
14.75%
15.09%
15.14%
14.97%
15.41%
15.57%
16.10%
16.10%
16.21%
16.26%
16.39%
18.08%
18.70%
19.38%
19.26%
21.87%
23.77%
25.03%
31.28%
15.40%
14.94%
15.48%
15.27%
15.18%
15.30%
16.09%
15.85%
15.89%
15.95%
16.26%
16.59%
17.35%
17.80%
17.53%
18.18%
19.52%
20.65%
23.22%
28.76%
14.01%
14.33%
14.69%
14.56%
15.02%
14.44%
15.97%
16.28%
16.27%
16.03%
16.08%