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First Trust Exchange-Traded Fund VI First Trust S&P 500 Diversified Dividend Aristocrats ETF KNGZ

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Market dataready · fetched 2026-11-04T02:52:21.163Z

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 · 2026-11-03T21:00:00.078346362Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T02:52:20.789811+00:00

Share price$43.44
1D+0.4%
AH$43.28$43.38$43.49$43.59$43.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKNGZ
Sold putSold callAH

First Trust Exchange-Traded Fund VI First Trust S&P 500 Diversified Dividend Aristocrats ETF options

Live interpolated KNGZ call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust S&P 500 Diversified Dividend Aristocrats ETF$0.58$1.00$1.43$1.85$2.27$39.99$41.76$43.53$45.31$47.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KNGZ spot · $43.44KNGZ PRICE$0.63$0.63$0.64$0.70$0.78$0.86$0.96$1.05$1.14$1.33$1.55$1.76$2.15$0.66$0.70$0.75$0.80$0.84$0.90$0.97$1.03$1.11$1.22$1.32$1.42$1.52
PutsExpensive3.70×
CallsExpensive2.02×
SkewBullish-2.00 pp
Implied moveBalanced±$1.92
TiltBullish3.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.3564.2%15.0%39.3859.9%10.9%
25Δ46.8747.4%9.3%40.8347.8%7.6%
30Δ45.6338.2%6.5%41.7140.9%5.7%
35Δ44.8733.2%4.9%42.3435.5%4.4%
40Δ44.4030.7%4.0%42.8830.7%3.2%
45Δ43.9528.4%3.2%43.2327.9%2.6%
50Δ43.6526.8%2.7%43.5225.6%2.0%
55Δ43.3425.1%2.2%43.8223.4%1.5%
60Δ43.0423.5%1.7%44.0721.5%1.1%
65Δ42.7323.4%1.4%44.2720.2%0.9%
70Δ42.4123.4%1.2%44.4618.9%0.7%
75Δ42.1023.5%1.0%44.6617.7%0.5%
80Δ41.6324.6%0.8%44.8516.4%0.3%

20Δ

Calls
Pseudo strike
49.35
IV
64.2%
B/E move
15.0%
Puts
Pseudo strike
39.38
IV
59.9%
B/E move
10.9%

25Δ

Calls
Pseudo strike
46.87
IV
47.4%
B/E move
9.3%
Puts
Pseudo strike
40.83
IV
47.8%
B/E move
7.6%

30Δ

Calls
Pseudo strike
45.63
IV
38.2%
B/E move
6.5%
Puts
Pseudo strike
41.71
IV
40.9%
B/E move
5.7%

35Δ

Calls
Pseudo strike
44.87
IV
33.2%
B/E move
4.9%
Puts
Pseudo strike
42.34
IV
35.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
44.40
IV
30.7%
B/E move
4.0%
Puts
Pseudo strike
42.88
IV
30.7%
B/E move
3.2%

45Δ

Calls
Pseudo strike
43.95
IV
28.4%
B/E move
3.2%
Puts
Pseudo strike
43.23
IV
27.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
43.65
IV
26.8%
B/E move
2.7%
Puts
Pseudo strike
43.52
IV
25.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
43.34
IV
25.1%
B/E move
2.2%
Puts
Pseudo strike
43.82
IV
23.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
43.04
IV
23.5%
B/E move
1.7%
Puts
Pseudo strike
44.07
IV
21.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
42.73
IV
23.4%
B/E move
1.4%
Puts
Pseudo strike
44.27
IV
20.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
42.41
IV
23.4%
B/E move
1.2%
Puts
Pseudo strike
44.46
IV
18.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
42.10
IV
23.5%
B/E move
1.0%
Puts
Pseudo strike
44.66
IV
17.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
41.63
IV
24.6%
B/E move
0.8%
Puts
Pseudo strike
44.85
IV
16.4%
B/E move
0.3%

Options history

IV · four-Friday blend19.55%
Daily EOD
KNGZ16.2%18.0%19.8%2026-10-19: 17.33%2026-10-20: 16.46%2026-10-21: 16.63%2026-10-22: 17.40%2026-10-23: 17.99%2026-10-26: 19.37%2026-10-27: 18.92%2026-10-28: 17.78%2026-10-29: 18.86%2026-10-30: 19.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.33%
16.46%
16.63%
17.40%
17.99%
19.37%
18.92%
17.78%
18.86%
19.55%