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

i

Market dataready · fetched 2026-11-06T21:13:15.755Z

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 · 2026-11-06T21:00:00.241968893Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:13:15.299595+00:00

Share price$23.19
1D-0.0%
AH$22.83$22.97$23.10$23.23$23.375:30 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$0.49$0.56$0.63$0.70$0.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —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$0.50$0.50$0.50$0.54$0.59$0.64$0.70$0.75$0.51$0.53$0.55$0.59$0.62
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.46109.0%24.9%20.2692.3%14.8%
25Δ26.1479.9%14.9%21.2673.9%10.6%
30Δ24.9562.2%9.8%22.0059.8%7.5%
35Δ24.4054.7%7.6%22.3753.2%6.1%
40Δ23.9248.4%5.7%22.7446.8%4.6%
45Δ23.6544.8%4.8%
50Δ23.3841.2%3.8%
55Δ23.1137.7%2.9%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
28.46
IV
109.0%
B/E move
24.9%
Puts
Pseudo strike
20.26
IV
92.3%
B/E move
14.8%

25Δ

Calls
Pseudo strike
26.14
IV
79.9%
B/E move
14.9%
Puts
Pseudo strike
21.26
IV
73.9%
B/E move
10.6%

30Δ

Calls
Pseudo strike
24.95
IV
62.2%
B/E move
9.8%
Puts
Pseudo strike
22.00
IV
59.8%
B/E move
7.5%

35Δ

Calls
Pseudo strike
24.40
IV
54.7%
B/E move
7.6%
Puts
Pseudo strike
22.37
IV
53.2%
B/E move
6.1%

40Δ

Calls
Pseudo strike
23.92
IV
48.4%
B/E move
5.7%
Puts
Pseudo strike
22.74
IV
46.8%
B/E move
4.6%

45Δ

Calls
Pseudo strike
23.65
IV
44.8%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
23.38
IV
41.2%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
23.11
IV
37.7%
B/E move
2.9%
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%2026-08-10: 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 10Sep 21Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%