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First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund MDIV

i

Market dataready · fetched 2026-11-06T20:51:47.702Z

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 · 2026-11-06T20:50:27.386316457Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:51:46.443085+00:00

Share price$16.05
1D+0.2%
$15.99$16.02$16.06$16.09$16.125:30 AM6:30 AM9:00 AM1:00 PMMDIV
Sold putSold call

First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund options

Live interpolated MDIV call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund$0.53$0.68$0.83$0.98$1.12$15.53$15.79$16.05$16.31$16.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MDIV spot · $16.05MDIV PRICE$0.65$0.69$0.76$0.82$0.88$0.95$1.01$0.55$0.55$0.55$0.55$0.68$0.82$0.95$1.08
Puts——
Calls——
Skew——
Implied moveBullish±$1.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.25138.4%20.8%
25Δ14.23107.0%14.7%
30Δ14.9384.6%10.4%
35Δ
40Δ
45Δ
50Δ16.2356.1%5.2%16.1539.6%2.8%
55Δ15.9750.3%3.8%16.3440.7%2.5%
60Δ15.8247.3%3.3%16.5241.7%2.1%
65Δ15.6844.3%2.8%16.7142.8%1.8%
70Δ15.5341.2%2.3%16.9043.8%1.4%
75Δ15.3938.2%1.8%
80Δ15.2535.2%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.25
IV
138.4%
B/E move
20.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.23
IV
107.0%
B/E move
14.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.93
IV
84.6%
B/E move
10.4%

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
16.23
IV
56.1%
B/E move
5.2%
Puts
Pseudo strike
16.15
IV
39.6%
B/E move
2.8%

55Δ

Calls
Pseudo strike
15.97
IV
50.3%
B/E move
3.8%
Puts
Pseudo strike
16.34
IV
40.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
15.82
IV
47.3%
B/E move
3.3%
Puts
Pseudo strike
16.52
IV
41.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
15.68
IV
44.3%
B/E move
2.8%
Puts
Pseudo strike
16.71
IV
42.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
15.53
IV
41.2%
B/E move
2.3%
Puts
Pseudo strike
16.90
IV
43.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
15.39
IV
38.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.25
IV
35.2%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend39.32%
Daily EOD
MDIV31.1%35.5%39.9%2026-10-19: 31.73%2026-10-20: 33.17%2026-10-21: 32.65%2026-10-22: 32.63%2026-10-23: 33.31%2026-10-26: 38.91%2026-10-27: 38.56%2026-10-28: 38.46%2026-10-29: 38.90%2026-10-30: 39.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.73%
33.17%
32.65%
32.63%
33.31%
38.91%
38.56%
38.46%
38.90%
39.32%