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First Trust Large Cap Growth AlphaDEX Fund FTC

i

Market datapartial · fetched 2026-11-04T08:58:26.703Z

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 · 2026-11-03T21:00:00.058321211Z

FundamentalsAlpha Vantage · unavailable

Share price$169.72
1D+0.5%
AH$168.92$169.36$169.80$170.24$170.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTC
Sold putSold callAH

First Trust Large Cap Growth AlphaDEX Fund options

Live interpolated FTC call and put midpoint premiums by absolute delta.First Trust Large Cap Growth AlphaDEX Fund$0.00$0.27$0.54$0.81$1.08$-0.17$0.17$0.50$0.83$1.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEFTC 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 blend25.71%
Daily close
FTC17.8%23.2%28.6%2026-08-06: 22.55%2026-08-07: 22.04%2026-08-10: 22.48%2026-08-11: 20.12%2026-08-12: 26.01%2026-08-13: 19.75%2026-08-14: 19.68%2026-08-17: 27.85%2026-08-18: 22.92%2026-08-19: 23.97%2026-08-20: 24.28%2026-08-21: 19.77%2026-08-24: 19.67%2026-08-25: 19.20%2026-08-26: 19.32%2026-08-27: 18.74%2026-08-28: 19.26%2026-08-31: 18.52%2026-09-01: 18.89%2026-09-02: 19.66%2026-09-03: 19.36%2026-09-04: 19.59%2026-09-08: 20.52%2026-09-09: 21.35%2026-09-10: 21.87%2026-09-11: 20.42%2026-09-14: 21.79%2026-09-15: 22.08%2026-09-16: 24.48%2026-09-17: 25.25%2026-09-18: 19.21%2026-09-21: 19.69%2026-09-22: 19.03%2026-09-23: 20.03%2026-09-24: 19.77%2026-09-25: 19.19%2026-09-28: 20.03%2026-09-29: 20.08%2026-09-30: 19.90%2026-10-01: 20.34%2026-10-02: 20.09%2026-10-07: 19.89%2026-10-08: 20.69%2026-10-09: 19.86%2026-10-12: 21.63%2026-10-13: 22.55%2026-10-14: 25.15%2026-10-15: 27.47%2026-10-16: 23.51%2026-10-19: 21.16%2026-10-20: 21.91%2026-10-21: 21.51%2026-10-22: 23.94%2026-10-23: 24.39%2026-10-26: 22.16%2026-10-27: 22.84%2026-10-28: 22.34%2026-10-29: 22.88%2026-10-30: 25.71%Aug 6Sep 17Oct 30
59 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
22.55%
22.04%
22.48%
20.12%
26.01%
19.75%
19.68%
27.85%
22.92%
23.97%
24.28%
19.77%
19.67%
19.20%
19.32%
18.74%
19.26%
18.52%
18.89%
19.66%
19.36%
19.59%
20.52%
21.35%
21.87%
20.42%
21.79%
22.08%
24.48%
25.25%
19.21%
19.69%
19.03%
20.03%
19.77%
19.19%
20.03%
20.08%
19.90%
20.34%
20.09%
19.89%
20.69%
19.86%
21.63%
22.55%
25.15%
27.47%
23.51%
21.16%
21.91%
21.51%
23.94%
24.39%
22.16%
22.84%
22.34%
22.88%
25.71%