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First Trust Value Line Dividend Fund FVD

i

Market datapartial · fetched 2026-11-04T03:37:46.055Z

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 · 2026-11-04T01:00:00.130469349Z

FundamentalsAlpha Vantage · unavailable

Share price$50.95
1D-0.9%
AH$50.84$50.99$51.14$51.29$51.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFVD
Sold putSold callAH

First Trust Value Line Dividend Fund options

Live interpolated FVD call and put midpoint premiums by absolute delta.First Trust Value Line Dividend Fund$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 PRICEFVD 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 blend23.81%
Daily close
FVD16.2%28.1%39.9%2026-08-05: 18.07%2026-08-06: 17.87%2026-08-07: 18.28%2026-08-10: 19.38%2026-08-11: 19.99%2026-08-12: 21.86%2026-08-13: 22.21%2026-08-14: 23.31%2026-08-17: 26.57%2026-08-18: 28.72%2026-08-19: 31.56%2026-08-20: 37.32%2026-08-21: 18.83%2026-08-24: 19.95%2026-08-25: 19.79%2026-08-26: 19.98%2026-08-27: 19.36%2026-08-28: 19.02%2026-08-31: 19.83%2026-09-01: 20.07%2026-09-02: 20.93%2026-09-03: 20.18%2026-09-04: 21.16%2026-09-08: 22.10%2026-09-09: 22.90%2026-09-10: 23.91%2026-09-11: 23.95%2026-09-14: 27.18%2026-09-15: 29.56%2026-09-16: 31.40%2026-09-17: 38.29%2026-09-18: 20.15%2026-09-21: 20.32%2026-09-22: 20.62%2026-09-23: 20.51%2026-09-24: 19.27%2026-09-25: 20.22%2026-09-28: 20.17%2026-09-29: 20.38%2026-09-30: 21.38%2026-10-01: 22.38%2026-10-02: 21.97%2026-10-05: 21.85%2026-10-06: 22.32%2026-10-07: 23.61%2026-10-08: 23.32%2026-10-09: 24.32%2026-10-12: 27.13%2026-10-13: 28.02%2026-10-14: 30.84%2026-10-15: 36.38%2026-10-16: 18.75%2026-10-19: 19.68%2026-10-20: 19.17%2026-10-21: 19.28%2026-10-22: 20.59%2026-10-23: 20.53%2026-10-26: 23.12%2026-10-27: 23.91%2026-10-28: 23.96%2026-10-29: 22.18%2026-10-30: 23.81%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
18.07%
17.87%
18.28%
19.38%
19.99%
21.86%
22.21%
23.31%
26.57%
28.72%
31.56%
37.32%
18.83%
19.95%
19.79%
19.98%
19.36%
19.02%
19.83%
20.07%
20.93%
20.18%
21.16%
22.10%
22.90%
23.91%
23.95%
27.18%
29.56%
31.40%
38.29%
20.15%
20.32%
20.62%
20.51%
19.27%
20.22%
20.17%
20.38%
21.38%
22.38%
21.97%
21.85%
22.32%
23.61%
23.32%
24.32%
27.13%
28.02%
30.84%
36.38%
18.75%
19.68%
19.17%
19.28%
20.59%
20.53%
23.12%
23.91%
23.96%
22.18%
23.81%