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First Trust Exchange-Traded Fund II First Trust Indxx Global Agriculture ETF FTAG

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Market datapartial · fetched 2026-11-04T09:53:44.390Z

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 · 2026-11-03T21:00:00.07077612Z

FundamentalsAlpha Vantage · unavailable

Share price$28.71
1D-0.5%
AH$28.77$28.81$28.85$28.89$28.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTAG
Sold putSold callAH

First Trust Exchange-Traded Fund II First Trust Indxx Global Agriculture ETF options

Live interpolated FTAG call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund II First Trust Indxx Global Agriculture ETF$0.83$1.21$1.59$1.97$2.35$27.89$28.32$28.75$29.19$29.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 FTAG spot · $28.71FTAG PRICE$0.87$0.92$0.98$1.07$1.17$1.29$1.40$1.54$1.72$1.90$2.24$0.88$0.88$0.90$0.94$1.00$1.07$1.15$1.23$1.31$1.39$1.47
Puts——
Calls——
Skew——
Implied moveBalanced±$2.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.15114.2%18.9%
25Δ25.8087.7%13.2%
30Δ32.0082.1%14.5%26.8671.5%9.6%
35Δ30.8069.2%10.5%27.5561.6%7.3%
40Δ29.9760.6%7.8%28.1154.0%5.6%
45Δ29.4456.3%6.3%28.4949.6%4.5%
50Δ28.9452.1%4.9%28.8645.2%3.5%
55Δ28.5849.2%4.0%29.1541.7%2.8%
60Δ28.2246.3%3.2%29.3838.7%2.2%
65Δ27.8843.9%2.5%29.6135.7%1.7%
70Δ27.5742.3%2.0%29.8432.7%1.2%
75Δ27.2540.7%1.6%
80Δ26.8141.6%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.15
IV
114.2%
B/E move
18.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.80
IV
87.7%
B/E move
13.2%

30Δ

Calls
Pseudo strike
32.00
IV
82.1%
B/E move
14.5%
Puts
Pseudo strike
26.86
IV
71.5%
B/E move
9.6%

35Δ

Calls
Pseudo strike
30.80
IV
69.2%
B/E move
10.5%
Puts
Pseudo strike
27.55
IV
61.6%
B/E move
7.3%

40Δ

Calls
Pseudo strike
29.97
IV
60.6%
B/E move
7.8%
Puts
Pseudo strike
28.11
IV
54.0%
B/E move
5.6%

45Δ

Calls
Pseudo strike
29.44
IV
56.3%
B/E move
6.3%
Puts
Pseudo strike
28.49
IV
49.6%
B/E move
4.5%

50Δ

Calls
Pseudo strike
28.94
IV
52.1%
B/E move
4.9%
Puts
Pseudo strike
28.86
IV
45.2%
B/E move
3.5%

55Δ

Calls
Pseudo strike
28.58
IV
49.2%
B/E move
4.0%
Puts
Pseudo strike
29.15
IV
41.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
28.22
IV
46.3%
B/E move
3.2%
Puts
Pseudo strike
29.38
IV
38.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
27.88
IV
43.9%
B/E move
2.5%
Puts
Pseudo strike
29.61
IV
35.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
27.57
IV
42.3%
B/E move
2.0%
Puts
Pseudo strike
29.84
IV
32.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
27.25
IV
40.7%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.81
IV
41.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.01%
Daily close
FTAG20.3%47.8%75.3%2026-08-06: 24.06%2026-08-07: 24.33%2026-08-10: 25.46%2026-08-11: 28.50%2026-08-12: 41.34%2026-08-13: 37.33%2026-08-14: 43.02%2026-08-17: 37.54%2026-08-18: 49.17%2026-08-19: 54.36%2026-08-20: 63.51%2026-08-21: 34.85%2026-08-24: 35.39%2026-08-25: 35.37%2026-08-26: 35.40%2026-08-27: 35.20%2026-08-28: 35.91%2026-08-31: 36.15%2026-09-01: 36.44%2026-09-02: 36.05%2026-09-03: 35.68%2026-09-04: 37.46%2026-09-08: 39.94%2026-09-09: 38.89%2026-09-10: 40.79%2026-09-11: 42.16%2026-09-14: 47.92%2026-09-15: 50.15%2026-09-16: 52.37%2026-09-17: 64.97%2026-09-18: 33.01%2026-09-21: 32.97%2026-09-22: 34.51%2026-09-23: 34.89%2026-09-24: 34.41%2026-09-25: 34.46%2026-09-28: 35.69%2026-09-29: 37.11%2026-09-30: 36.71%2026-10-01: 37.78%2026-10-02: 37.92%2026-10-05: 39.64%2026-10-06: 39.52%2026-10-07: 41.03%2026-10-08: 42.90%2026-10-09: 41.39%2026-10-12: 49.47%2026-10-13: 42.56%2026-10-14: 56.81%2026-10-15: 71.53%2026-10-16: 35.90%2026-10-19: 36.25%2026-10-20: 36.34%2026-10-21: 36.34%2026-10-22: 36.98%2026-10-23: 36.47%2026-10-26: 36.68%2026-10-27: 37.62%2026-10-28: 37.17%2026-10-29: 36.91%2026-10-30: 36.01%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
24.06%
24.33%
25.46%
28.50%
41.34%
37.33%
43.02%
37.54%
49.17%
54.36%
63.51%
34.85%
35.39%
35.37%
35.40%
35.20%
35.91%
36.15%
36.44%
36.05%
35.68%
37.46%
39.94%
38.89%
40.79%
42.16%
47.92%
50.15%
52.37%
64.97%
33.01%
32.97%
34.51%
34.89%
34.41%
34.46%
35.69%
37.11%
36.71%
37.78%
37.92%
39.64%
39.52%
41.03%
42.90%
41.39%
49.47%
42.56%
56.81%
71.53%
35.90%
36.25%
36.34%
36.34%
36.98%
36.47%
36.68%
37.62%
37.17%
36.91%
36.01%