IntraAlpha
Create free account Start free

First Trust Indxx NextG ETF NXTG

i

Market dataready · fetched 2026-11-07T05:15:12.388Z

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 2026-11-07T05:15:11.924342+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$2.86$5.05$7.25$9.44$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$2.33$2.93$3.61$4.28$4.95$5.93$7.37$8.81$1.80$2.21$2.61$3.03$3.48$3.93$4.38$4.92$5.70$6.49$7.27$8.06
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
20Δ145.3431.2%6.3%
25Δ143.9331.1%5.5%130.5644.6%6.4%
30Δ142.7031.5%4.9%132.3142.7%5.5%
35Δ141.4831.9%4.2%134.0540.8%4.5%
40Δ140.2532.3%3.6%135.5439.1%3.7%
45Δ139.0933.2%3.2%136.7437.6%3.2%
50Δ137.9634.2%2.9%137.9436.1%2.6%
55Δ136.8235.2%2.5%139.1434.6%2.1%
60Δ135.6836.3%2.2%140.3333.4%1.6%
65Δ134.2837.9%1.9%141.5032.8%1.3%
70Δ132.5140.5%1.6%142.6732.2%1.0%
75Δ130.7343.2%1.4%143.8431.6%0.8%
80Δ145.0131.0%0.5%

20Δ

Calls
Pseudo strike
145.34
IV
31.2%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
143.93
IV
31.1%
B/E move
5.5%
Puts
Pseudo strike
130.56
IV
44.6%
B/E move
6.4%

30Δ

Calls
Pseudo strike
142.70
IV
31.5%
B/E move
4.9%
Puts
Pseudo strike
132.31
IV
42.7%
B/E move
5.5%

35Δ

Calls
Pseudo strike
141.48
IV
31.9%
B/E move
4.2%
Puts
Pseudo strike
134.05
IV
40.8%
B/E move
4.5%

40Δ

Calls
Pseudo strike
140.25
IV
32.3%
B/E move
3.6%
Puts
Pseudo strike
135.54
IV
39.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
139.09
IV
33.2%
B/E move
3.2%
Puts
Pseudo strike
136.74
IV
37.6%
B/E move
3.2%

50Δ

Calls
Pseudo strike
137.96
IV
34.2%
B/E move
2.9%
Puts
Pseudo strike
137.94
IV
36.1%
B/E move
2.6%

55Δ

Calls
Pseudo strike
136.82
IV
35.2%
B/E move
2.5%
Puts
Pseudo strike
139.14
IV
34.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
135.68
IV
36.3%
B/E move
2.2%
Puts
Pseudo strike
140.33
IV
33.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
134.28
IV
37.9%
B/E move
1.9%
Puts
Pseudo strike
141.50
IV
32.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
132.51
IV
40.5%
B/E move
1.6%
Puts
Pseudo strike
142.67
IV
32.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
130.73
IV
43.2%
B/E move
1.4%
Puts
Pseudo strike
143.84
IV
31.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
145.01
IV
31.0%
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%