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First Trust Alerian US NextGen Infrastructure ETF RBLD

i

Market dataready · fetched 2026-11-03T23:40:13.309Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-03T23:30:00.003917378Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T23:40:10.540588+00:00

Share price$85.28
1D-0.2%
AH$85.26$85.36$85.47$85.58$85.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRBLD
Sold putSold callAH

First Trust Alerian US NextGen Infrastructure ETF options

Live interpolated RBLD call and put midpoint premiums by absolute delta.First Trust Alerian US NextGen Infrastructure ETF$1.87$3.17$4.47$5.77$7.07$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICERBLD PRICE$3.03$3.64$4.40$5.45$6.70$2.01$2.39$2.73$3.08$3.48
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ85.1719.0%2.5%
50Δ85.8919.1%2.1%
55Δ86.5818.7%1.7%
60Δ84.4019.6%2.5%87.2718.2%1.3%
65Δ83.5520.5%2.2%87.9617.9%0.9%
70Δ82.5621.7%2.0%
75Δ81.2923.1%1.7%
80Δ79.8224.8%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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
85.17
IV
19.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.89
IV
19.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.58
IV
18.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
84.40
IV
19.6%
B/E move
2.5%
Puts
Pseudo strike
87.27
IV
18.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
83.55
IV
20.5%
B/E move
2.2%
Puts
Pseudo strike
87.96
IV
17.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
82.56
IV
21.7%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
81.29
IV
23.1%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
79.82
IV
24.8%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.02%
Daily EOD
RBLD16.9%18.1%19.2%2026-10-19: 17.47%2026-10-20: 17.08%2026-10-21: 17.10%2026-10-22: 17.80%2026-10-23: 18.09%2026-10-26: 17.97%2026-10-27: 17.81%2026-10-28: 17.50%2026-10-29: 17.49%2026-10-30: 19.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.47%
17.08%
17.10%
17.80%
18.09%
17.97%
17.81%
17.50%
17.49%
19.02%