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First Trust Exchange-Traded Fund VI First Trust Nasdaq Food & Beverage ETF FTXG

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Market dataready · fetched 2026-11-04T00:17:32.755Z

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 · 2026-11-03T21:00:00.471845488Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:17:30.727495+00:00

Share price$22.76
1D-1.2%
AH$22.68$22.78$22.87$22.97$23.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTXG
Sold putSold callAH

First Trust Exchange-Traded Fund VI First Trust Nasdaq Food & Beverage ETF options

Live interpolated FTXG call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust Nasdaq Food & Beverage ETF$0.52$0.58$0.64$0.70$0.76$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICEFTXG PRICE$0.53$0.53$0.54$0.58$0.63$0.69$0.53$0.53$0.56$0.60$0.65$0.70$0.75
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.43106.9%27.2%19.7988.1%15.4%
25Δ25.9278.2%16.2%20.9067.2%10.5%
30Δ24.7362.5%11.0%21.4957.6%8.1%
35Δ23.9953.2%7.9%22.0149.3%5.9%
40Δ23.6148.8%6.5%22.2945.2%4.9%
45Δ23.2344.4%5.1%22.5641.1%3.9%
50Δ22.8336.9%3.0%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
28.43
IV
106.9%
B/E move
27.2%
Puts
Pseudo strike
19.79
IV
88.1%
B/E move
15.4%

25Δ

Calls
Pseudo strike
25.92
IV
78.2%
B/E move
16.2%
Puts
Pseudo strike
20.90
IV
67.2%
B/E move
10.5%

30Δ

Calls
Pseudo strike
24.73
IV
62.5%
B/E move
11.0%
Puts
Pseudo strike
21.49
IV
57.6%
B/E move
8.1%

35Δ

Calls
Pseudo strike
23.99
IV
53.2%
B/E move
7.9%
Puts
Pseudo strike
22.01
IV
49.3%
B/E move
5.9%

40Δ

Calls
Pseudo strike
23.61
IV
48.8%
B/E move
6.5%
Puts
Pseudo strike
22.29
IV
45.2%
B/E move
4.9%

45Δ

Calls
Pseudo strike
23.23
IV
44.4%
B/E move
5.1%
Puts
Pseudo strike
22.56
IV
41.1%
B/E move
3.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.83
IV
36.9%
B/E move
3.0%

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 blend32.14%
Daily close
FTXG27.1%43.0%58.9%2026-08-05: 38.94%2026-08-06: 38.70%2026-08-07: 39.59%2026-08-10: 41.86%2026-08-11: 34.53%2026-08-12: 34.92%2026-08-13: 34.87%2026-08-14: 36.64%2026-08-17: 39.65%2026-08-18: 41.63%2026-08-19: 48.14%2026-08-20: 54.13%2026-08-21: 30.23%2026-08-24: 30.20%2026-08-25: 30.77%2026-08-26: 31.01%2026-08-27: 29.26%2026-08-28: 29.29%2026-08-31: 29.76%2026-09-01: 30.24%2026-09-02: 29.54%2026-09-03: 30.09%2026-09-04: 31.04%2026-09-08: 32.70%2026-09-10: 35.35%2026-09-11: 36.01%2026-09-14: 39.10%2026-09-15: 42.30%2026-09-16: 46.60%2026-09-17: 56.68%2026-09-18: 30.89%2026-09-21: 31.53%2026-09-22: 34.46%2026-09-23: 33.35%2026-09-24: 32.01%2026-09-25: 32.36%2026-09-28: 33.03%2026-09-29: 33.41%2026-10-01: 33.90%2026-10-02: 32.68%2026-10-05: 35.71%2026-10-06: 36.09%2026-10-07: 36.40%2026-10-08: 35.67%2026-10-09: 38.04%2026-10-12: 40.47%2026-10-13: 42.67%2026-10-14: 46.94%2026-10-15: 55.92%2026-10-16: 30.00%2026-10-19: 31.24%2026-10-20: 30.85%2026-10-21: 29.80%2026-10-22: 30.69%2026-10-23: 31.30%2026-10-26: 31.89%2026-10-27: 32.13%2026-10-28: 32.90%2026-10-29: 32.66%2026-10-30: 32.14%Aug 5Sep 17Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
38.94%
38.70%
39.59%
41.86%
34.53%
34.92%
34.87%
36.64%
39.65%
41.63%
48.14%
54.13%
30.23%
30.20%
30.77%
31.01%
29.26%
29.29%
29.76%
30.24%
29.54%
30.09%
31.04%
32.70%
35.35%
36.01%
39.10%
42.30%
46.60%
56.68%
30.89%
31.53%
34.46%
33.35%
32.01%
32.36%
33.03%
33.41%
33.90%
32.68%
35.71%
36.09%
36.40%
35.67%
38.04%
40.47%
42.67%
46.94%
55.92%
30.00%
31.24%
30.85%
29.80%
30.69%
31.30%
31.89%
32.13%
32.90%
32.66%
32.14%