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

i

Market dataready · fetched 2026-11-07T07:06:24.081Z

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 · 2026-11-06T21:00:00.511436649Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:06:22.557003+00:00

Share price$29.05
1D-0.3%
AH$29.11$29.14$29.18$29.21$29.255:30 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$0.80$1.12$1.43$1.75$2.06$27.91$28.48$29.04$29.61$30.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 FTAG spot · $29.05FTAG PRICE$0.84$0.90$0.95$1.04$1.14$1.24$1.36$1.47$1.60$1.79$1.97$0.88$0.90$0.93$0.95$1.01$1.08$1.16$1.24$1.32
Puts——
Calls——
Skew——
Implied moveBalanced±$2.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.45124.7%18.8%
25Δ26.0798.0%13.4%
30Δ32.0583.6%13.2%27.1380.5%9.8%
35Δ31.0573.5%10.0%27.9067.0%7.2%
40Δ30.2964.4%7.6%28.4059.9%5.7%
45Δ29.7358.7%5.9%28.8553.6%4.4%
50Δ29.2955.2%4.7%29.1849.2%3.5%
55Δ28.8951.9%3.7%29.4645.8%2.8%
60Δ28.5848.9%3.1%29.7442.4%2.2%
65Δ28.2746.0%2.4%
70Δ27.9643.2%1.8%
75Δ27.6741.2%1.4%
80Δ27.3939.3%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.45
IV
124.7%
B/E move
18.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.07
IV
98.0%
B/E move
13.4%

30Δ

Calls
Pseudo strike
32.05
IV
83.6%
B/E move
13.2%
Puts
Pseudo strike
27.13
IV
80.5%
B/E move
9.8%

35Δ

Calls
Pseudo strike
31.05
IV
73.5%
B/E move
10.0%
Puts
Pseudo strike
27.90
IV
67.0%
B/E move
7.2%

40Δ

Calls
Pseudo strike
30.29
IV
64.4%
B/E move
7.6%
Puts
Pseudo strike
28.40
IV
59.9%
B/E move
5.7%

45Δ

Calls
Pseudo strike
29.73
IV
58.7%
B/E move
5.9%
Puts
Pseudo strike
28.85
IV
53.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
29.29
IV
55.2%
B/E move
4.7%
Puts
Pseudo strike
29.18
IV
49.2%
B/E move
3.5%

55Δ

Calls
Pseudo strike
28.89
IV
51.9%
B/E move
3.7%
Puts
Pseudo strike
29.46
IV
45.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
28.58
IV
48.9%
B/E move
3.1%
Puts
Pseudo strike
29.74
IV
42.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
28.27
IV
46.0%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
27.96
IV
43.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
27.67
IV
41.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
27.39
IV
39.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.01%
Daily close
FTAG21.8%48.5%75.2%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%