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First Trust Exchange-Traded Fund VI First Trust Nasdaq Oil & Gas ETF FTXN

i

Market dataready · fetched 2026-11-07T07:48:12.485Z

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 · 2026-11-06T21:00:00.418418499Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:48:11.781638+00:00

Share price$37.62
1D+0.5%
AH$37.39$37.59$37.78$37.98$38.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTXN
Sold putSold callAH

First Trust Exchange-Traded Fund VI First Trust Nasdaq Oil & Gas ETF options

Live interpolated FTXN call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust Nasdaq Oil & Gas ETF$0.46$0.76$1.05$1.34$1.63$33.60$36.33$39.07$41.81$44.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive FTXN spot · $37.62FTXN PRICE$0.49$0.54$0.61$0.68$0.79$0.91$1.07$1.25$1.44$0.52$0.58$0.64$0.69$0.76$0.86$0.96$1.06$1.22$1.38$1.55
Puts——
Calls——
Skew——
Implied moveBullish±$2.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.2164.9%13.5%34.3560.9%10.1%
25Δ40.6253.2%9.4%35.3951.4%7.5%
30Δ39.6846.3%7.1%36.1344.5%5.6%
35Δ38.9941.5%5.4%36.6639.3%4.4%
40Δ38.5740.4%4.6%37.1135.4%3.4%
45Δ38.1539.3%3.8%37.4133.9%2.8%
50Δ37.7739.0%3.2%37.7132.3%2.3%
55Δ37.4239.2%2.8%38.0130.8%1.8%
60Δ37.0739.4%2.4%38.2830.2%1.5%
65Δ38.5629.5%1.2%
70Δ38.8328.9%0.9%
75Δ
80Δ

20Δ

Calls
Pseudo strike
42.21
IV
64.9%
B/E move
13.5%
Puts
Pseudo strike
34.35
IV
60.9%
B/E move
10.1%

25Δ

Calls
Pseudo strike
40.62
IV
53.2%
B/E move
9.4%
Puts
Pseudo strike
35.39
IV
51.4%
B/E move
7.5%

30Δ

Calls
Pseudo strike
39.68
IV
46.3%
B/E move
7.1%
Puts
Pseudo strike
36.13
IV
44.5%
B/E move
5.6%

35Δ

Calls
Pseudo strike
38.99
IV
41.5%
B/E move
5.4%
Puts
Pseudo strike
36.66
IV
39.3%
B/E move
4.4%

40Δ

Calls
Pseudo strike
38.57
IV
40.4%
B/E move
4.6%
Puts
Pseudo strike
37.11
IV
35.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
38.15
IV
39.3%
B/E move
3.8%
Puts
Pseudo strike
37.41
IV
33.9%
B/E move
2.8%

50Δ

Calls
Pseudo strike
37.77
IV
39.0%
B/E move
3.2%
Puts
Pseudo strike
37.71
IV
32.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
37.42
IV
39.2%
B/E move
2.8%
Puts
Pseudo strike
38.01
IV
30.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
37.07
IV
39.4%
B/E move
2.4%
Puts
Pseudo strike
38.28
IV
30.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.56
IV
29.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.83
IV
28.9%
B/E move
0.9%

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 blend30.84%
Daily close
FTXN26.6%35.3%44.1%2026-08-10: 37.96%2026-08-11: 32.03%2026-08-12: 30.98%2026-08-13: 30.88%2026-08-14: 30.40%2026-08-17: 32.87%2026-08-18: 34.38%2026-08-21: 30.88%2026-08-24: 30.86%2026-08-25: 30.76%2026-08-26: 30.80%2026-08-27: 29.24%2026-08-28: 29.10%2026-08-31: 29.61%2026-09-01: 29.51%2026-09-02: 29.33%2026-09-03: 29.20%2026-09-04: 29.17%2026-09-08: 30.30%2026-09-09: 31.29%2026-09-10: 31.54%2026-09-11: 33.12%2026-09-14: 34.41%2026-09-15: 35.83%2026-09-16: 38.55%2026-09-17: 42.87%2026-09-18: 31.43%2026-09-21: 31.14%2026-09-22: 31.03%2026-09-23: 30.91%2026-09-24: 30.82%2026-09-25: 31.41%2026-09-28: 31.89%2026-09-29: 32.17%2026-09-30: 31.06%2026-10-01: 32.23%2026-10-02: 31.44%2026-10-05: 32.11%2026-10-06: 30.78%2026-10-07: 31.12%2026-10-08: 30.87%2026-10-09: 30.93%2026-10-12: 32.52%2026-10-13: 33.01%2026-10-14: 33.21%2026-10-15: 38.57%2026-10-16: 27.82%2026-10-19: 28.26%2026-10-20: 28.64%2026-10-21: 28.54%2026-10-22: 28.93%2026-10-26: 29.62%2026-10-27: 29.74%2026-10-28: 29.94%2026-10-29: 29.60%2026-10-30: 30.84%Aug 10Sep 21Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
37.96%
32.03%
30.98%
30.88%
30.40%
32.87%
34.38%
30.88%
30.86%
30.76%
30.80%
29.24%
29.10%
29.61%
29.51%
29.33%
29.20%
29.17%
30.30%
31.29%
31.54%
33.12%
34.41%
35.83%
38.55%
42.87%
31.43%
31.14%
31.03%
30.91%
30.82%
31.41%
31.89%
32.17%
31.06%
32.23%
31.44%
32.11%
30.78%
31.12%
30.87%
30.93%
32.52%
33.01%
33.21%
38.57%
27.82%
28.26%
28.64%
28.54%
28.93%
29.62%
29.74%
29.94%
29.60%
30.84%