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First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund GRID

i

Market dataready · fetched 2026-11-04T09:40:04.479Z

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 · 2026-11-03T21:00:00.92513444Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:40:03.087179+00:00

Share price$167.40
1D+0.4%
AH$166.60$167.00$167.41$167.82$168.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRID
Sold putSold callAH

First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund options

Live interpolated GRID call and put midpoint premiums by absolute delta.First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund$0.77$3.97$7.16$10.36$13.56$151.72$159.47$167.21$174.95$182.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRID spot · $167.40GRID PRICE$1.11$1.59$2.02$2.60$3.16$3.91$4.64$5.52$6.40$7.55$8.71$10.43$12.64$1.56$1.90$2.65$3.30$3.71$4.71$5.43$6.05$6.89$7.91$8.76$9.96$12.05
PutsFair1.04×
CallsExpensive1.18×
SkewBearish+1.08 pp
Implied moveBearish±$10.08
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ176.8629.2%6.3%157.1238.3%7.1%
25Δ175.6731.4%5.9%160.0434.9%5.5%
30Δ173.9131.3%5.1%161.3837.9%5.2%
35Δ172.5832.7%4.7%163.1238.2%4.5%
40Δ171.0432.9%4.1%165.0135.5%3.6%
45Δ169.6434.3%3.7%166.5637.7%3.3%
50Δ168.1334.7%3.2%168.1937.0%2.8%
55Δ166.5835.5%2.8%169.7135.3%2.2%
60Δ165.0035.7%2.4%171.2534.7%1.8%
65Δ163.2836.6%2.1%172.8734.5%1.5%
70Δ161.5236.8%1.7%174.3233.1%1.1%
75Δ159.3438.4%1.4%176.0132.6%0.8%
80Δ156.6640.1%1.1%178.4733.9%0.6%

20Δ

Calls
Pseudo strike
176.86
IV
29.2%
B/E move
6.3%
Puts
Pseudo strike
157.12
IV
38.3%
B/E move
7.1%

25Δ

Calls
Pseudo strike
175.67
IV
31.4%
B/E move
5.9%
Puts
Pseudo strike
160.04
IV
34.9%
B/E move
5.5%

30Δ

Calls
Pseudo strike
173.91
IV
31.3%
B/E move
5.1%
Puts
Pseudo strike
161.38
IV
37.9%
B/E move
5.2%

35Δ

Calls
Pseudo strike
172.58
IV
32.7%
B/E move
4.7%
Puts
Pseudo strike
163.12
IV
38.2%
B/E move
4.5%

40Δ

Calls
Pseudo strike
171.04
IV
32.9%
B/E move
4.1%
Puts
Pseudo strike
165.01
IV
35.5%
B/E move
3.6%

45Δ

Calls
Pseudo strike
169.64
IV
34.3%
B/E move
3.7%
Puts
Pseudo strike
166.56
IV
37.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
168.13
IV
34.7%
B/E move
3.2%
Puts
Pseudo strike
168.19
IV
37.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
166.58
IV
35.5%
B/E move
2.8%
Puts
Pseudo strike
169.71
IV
35.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
165.00
IV
35.7%
B/E move
2.4%
Puts
Pseudo strike
171.25
IV
34.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
163.28
IV
36.6%
B/E move
2.1%
Puts
Pseudo strike
172.87
IV
34.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
161.52
IV
36.8%
B/E move
1.7%
Puts
Pseudo strike
174.32
IV
33.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
159.34
IV
38.4%
B/E move
1.4%
Puts
Pseudo strike
176.01
IV
32.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
156.66
IV
40.1%
B/E move
1.1%
Puts
Pseudo strike
178.47
IV
33.9%
B/E move
0.6%

Options history

IV · four-Friday blend29.39%
Daily close
GRID21.2%25.6%30.0%2026-08-06: 23.95%2026-08-07: 23.43%2026-08-10: 23.81%2026-08-11: 23.80%2026-08-12: 22.77%2026-08-13: 22.08%2026-08-14: 21.79%2026-08-17: 22.58%2026-08-18: 23.48%2026-08-19: 24.27%2026-08-20: 25.29%2026-08-21: 23.65%2026-08-24: 23.97%2026-08-25: 23.58%2026-08-26: 23.55%2026-08-27: 23.28%2026-08-28: 22.57%2026-08-31: 23.34%2026-09-01: 23.83%2026-09-02: 23.23%2026-09-03: 22.21%2026-09-04: 22.31%2026-09-08: 22.92%2026-09-09: 25.19%2026-09-10: 24.26%2026-09-11: 22.89%2026-09-14: 23.96%2026-09-15: 25.75%2026-09-16: 26.06%2026-09-17: 25.19%2026-09-18: 23.19%2026-09-21: 23.73%2026-09-22: 23.21%2026-09-23: 23.57%2026-09-24: 24.47%2026-09-25: 23.89%2026-09-28: 24.82%2026-09-29: 24.41%2026-09-30: 24.75%2026-10-01: 24.64%2026-10-02: 23.93%2026-10-05: 24.40%2026-10-06: 24.20%2026-10-07: 23.76%2026-10-08: 24.08%2026-10-09: 22.98%2026-10-12: 22.90%2026-10-13: 24.64%2026-10-14: 26.69%2026-10-15: 27.39%2026-10-16: 25.75%2026-10-19: 25.41%2026-10-20: 25.43%2026-10-21: 25.56%2026-10-22: 28.61%2026-10-23: 28.14%2026-10-26: 28.18%2026-10-27: 26.79%2026-10-28: 26.47%2026-10-29: 26.45%2026-10-30: 29.39%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
23.95%
23.43%
23.81%
23.80%
22.77%
22.08%
21.79%
22.58%
23.48%
24.27%
25.29%
23.65%
23.97%
23.58%
23.55%
23.28%
22.57%
23.34%
23.83%
23.23%
22.21%
22.31%
22.92%
25.19%
24.26%
22.89%
23.96%
25.75%
26.06%
25.19%
23.19%
23.73%
23.21%
23.57%
24.47%
23.89%
24.82%
24.41%
24.75%
24.64%
23.93%
24.40%
24.20%
23.76%
24.08%
22.98%
22.90%
24.64%
26.69%
27.39%
25.75%
25.41%
25.43%
25.56%
28.61%
28.14%
28.18%
26.79%
26.47%
26.45%
29.39%