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First Trust Indxx NextG ETF NXTG

i

Market dataready · fetched 2026-11-07T01:12:08.398Z

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 · 2026-11-06T21:00:00.075178998Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T01:12:08.064711+00:00

Share price$137.62
1D-0.6%
AH$137.01$137.37$137.73$138.08$138.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNXTG
Sold putSold callAH

First Trust Indxx NextG ETF options

Live interpolated NXTG call and put midpoint premiums by absolute delta.First Trust Indxx NextG ETF$0.66$2.85$5.04$7.22$9.41$124.93$132.35$139.78$147.20$154.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NXTG spot · $137.62NXTG PRICE$0.90$1.24$1.60$1.96$2.32$2.93$3.60$4.27$4.94$5.90$7.34$8.78$1.81$2.21$2.61$3.03$3.48$3.93$4.39$4.94$5.72$6.51$7.30$8.11
Puts——
Calls——
Skew——
Implied moveBearish±$7.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ145.3531.0%6.3%
25Δ143.9330.7%5.5%130.5743.0%6.4%
30Δ142.7130.8%4.9%132.3241.2%5.5%
35Δ141.4931.0%4.2%134.0639.4%4.5%
40Δ140.2631.1%3.6%135.5637.7%3.7%
45Δ139.1131.9%3.2%136.7636.3%3.2%
50Δ137.9732.9%2.9%137.9634.8%2.6%
55Δ136.8333.9%2.5%139.1633.4%2.1%
60Δ135.7034.8%2.2%140.3532.2%1.6%
65Δ134.3236.4%1.9%141.5331.7%1.3%
70Δ132.5438.9%1.6%142.7031.1%1.0%
75Δ130.7741.4%1.4%143.8830.5%0.8%
80Δ145.0730.0%0.5%

20Δ

Calls
Pseudo strike
145.35
IV
31.0%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
143.93
IV
30.7%
B/E move
5.5%
Puts
Pseudo strike
130.57
IV
43.0%
B/E move
6.4%

30Δ

Calls
Pseudo strike
142.71
IV
30.8%
B/E move
4.9%
Puts
Pseudo strike
132.32
IV
41.2%
B/E move
5.5%

35Δ

Calls
Pseudo strike
141.49
IV
31.0%
B/E move
4.2%
Puts
Pseudo strike
134.06
IV
39.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
140.26
IV
31.1%
B/E move
3.6%
Puts
Pseudo strike
135.56
IV
37.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
139.11
IV
31.9%
B/E move
3.2%
Puts
Pseudo strike
136.76
IV
36.3%
B/E move
3.2%

50Δ

Calls
Pseudo strike
137.97
IV
32.9%
B/E move
2.9%
Puts
Pseudo strike
137.96
IV
34.8%
B/E move
2.6%

55Δ

Calls
Pseudo strike
136.83
IV
33.9%
B/E move
2.5%
Puts
Pseudo strike
139.16
IV
33.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
135.70
IV
34.8%
B/E move
2.2%
Puts
Pseudo strike
140.35
IV
32.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
134.32
IV
36.4%
B/E move
1.9%
Puts
Pseudo strike
141.53
IV
31.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
132.54
IV
38.9%
B/E move
1.6%
Puts
Pseudo strike
142.70
IV
31.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
130.77
IV
41.4%
B/E move
1.4%
Puts
Pseudo strike
143.88
IV
30.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
145.07
IV
30.0%
B/E move
0.5%

Options history

IV · four-Friday blend22.53%
Daily EOD
NXTG19.0%20.9%22.8%2026-10-19: 19.86%2026-10-20: 20.03%2026-10-21: 19.24%2026-10-22: 21.12%2026-10-23: 21.30%2026-10-26: 20.41%2026-10-27: 20.95%2026-10-28: 20.38%2026-10-29: 19.76%2026-10-30: 22.53%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.86%
20.03%
19.24%
21.12%
21.30%
20.41%
20.95%
20.38%
19.76%
22.53%