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First Trust Long/Short Equity ETF FTLS

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Market datapartial · fetched 2026-11-03T19:44:16.334Z

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 · 2026-11-03T19:43:43.40526503Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T19:44:14.011409+00:00

Share price$76.08
1D+0.0%
$75.80$75.93$76.06$76.18$76.315:30 AM6:30 AM9:00 AM1:00 PMFTLS
Sold putSold call

First Trust Long/Short Equity ETF options

Live interpolated FTLS call and put midpoint premiums by absolute delta.First Trust Long/Short Equity ETF$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 PRICEFTLS 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 blend17.82%
Daily close
FTLS11.8%20.4%29.1%2026-08-05: 17.55%2026-08-06: 17.76%2026-08-07: 17.77%2026-08-10: 19.20%2026-08-11: 15.45%2026-08-12: 15.80%2026-08-13: 16.25%2026-08-14: 16.94%2026-08-17: 18.88%2026-08-18: 20.70%2026-08-19: 21.50%2026-08-20: 27.19%2026-08-21: 13.86%2026-08-24: 14.52%2026-08-25: 14.25%2026-08-26: 14.18%2026-08-27: 14.11%2026-08-28: 13.92%2026-08-31: 14.48%2026-09-01: 14.48%2026-09-02: 14.79%2026-09-03: 14.68%2026-09-04: 14.63%2026-09-08: 15.87%2026-09-09: 16.48%2026-09-10: 17.33%2026-09-11: 16.96%2026-09-14: 19.29%2026-09-15: 21.04%2026-09-16: 22.52%2026-09-17: 27.88%2026-09-18: 13.46%2026-09-21: 13.66%2026-09-22: 14.35%2026-09-23: 13.39%2026-09-24: 13.28%2026-09-25: 13.44%2026-09-28: 13.74%2026-09-29: 13.87%2026-09-30: 13.89%2026-10-01: 14.16%2026-10-02: 14.29%2026-10-05: 14.62%2026-10-06: 14.94%2026-10-07: 15.50%2026-10-08: 14.98%2026-10-09: 15.76%2026-10-12: 17.70%2026-10-13: 18.77%2026-10-14: 20.58%2026-10-15: 26.36%2026-10-16: 13.00%2026-10-19: 13.06%2026-10-20: 13.55%2026-10-21: 13.33%2026-10-22: 13.88%2026-10-23: 16.98%2026-10-26: 17.42%2026-10-27: 17.37%2026-10-28: 17.49%2026-10-29: 17.54%2026-10-30: 17.82%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
17.55%
17.76%
17.77%
19.20%
15.45%
15.80%
16.25%
16.94%
18.88%
20.70%
21.50%
27.19%
13.86%
14.52%
14.25%
14.18%
14.11%
13.92%
14.48%
14.48%
14.79%
14.68%
14.63%
15.87%
16.48%
17.33%
16.96%
19.29%
21.04%
22.52%
27.88%
13.46%
13.66%
14.35%
13.39%
13.28%
13.44%
13.74%
13.87%
13.89%
14.16%
14.29%
14.62%
14.94%
15.50%
14.98%
15.76%
17.70%
18.77%
20.58%
26.36%
13.00%
13.06%
13.55%
13.33%
13.88%
16.98%
17.42%
17.37%
17.49%
17.54%
17.82%