IntraAlpha
Create free account Start free

First Trust Exchange-Traded Fund VI First Trust Nasdaq Artificial Intelligence and Robotics ETF ROBT

i

Market dataready · fetched 2026-11-03T15:58:16.091Z

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 · 2026-11-03T15:53:46.264442441Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:58:13.333861+00:00

Share price$55.44
1D+0.5%
$54.96$55.09$55.22$55.35$55.485:30 AM6:30 AM9:00 AM1:00 PMROBT
Sold putSold call

First Trust Exchange-Traded Fund VI First Trust Nasdaq Artificial Intelligence and Robotics ETF options

Live interpolated ROBT call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust Nasdaq Artificial Intelligence and Robotics ETF$0.49$1.85$3.20$4.56$5.92$50.87$53.32$55.77$58.23$60.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ROBT spot · $55.44ROBT PRICE$0.63$0.73$0.83$1.00$1.18$1.36$1.54$1.73$2.03$2.42$2.81$3.20$3.58$0.96$1.11$1.27$1.47$1.76$2.22$2.88$3.54$4.20$4.87$5.53
Puts——
CallsExpensive1.36×
Skew——
Implied moveBearish±$3.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.6551.2%12.3%
25Δ59.5543.0%8.7%
30Δ58.2137.8%6.5%53.2440.0%5.7%
35Δ57.5436.2%5.6%53.9037.9%4.8%
40Δ56.9635.2%4.9%54.5635.7%3.9%
45Δ56.3834.2%4.2%55.1834.5%3.1%
50Δ55.8133.3%3.4%55.7034.9%2.7%
55Δ55.2332.3%2.7%56.3635.5%2.3%
60Δ54.6631.9%2.3%57.2036.2%2.0%
65Δ54.1032.0%2.0%58.0337.0%1.7%
70Δ53.5432.0%1.6%58.8637.7%1.4%
75Δ52.9832.1%1.3%59.7038.4%1.1%
80Δ52.4232.1%1.0%60.5339.1%0.8%

20Δ

Calls
Pseudo strike
61.65
IV
51.2%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
59.55
IV
43.0%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
58.21
IV
37.8%
B/E move
6.5%
Puts
Pseudo strike
53.24
IV
40.0%
B/E move
5.7%

35Δ

Calls
Pseudo strike
57.54
IV
36.2%
B/E move
5.6%
Puts
Pseudo strike
53.90
IV
37.9%
B/E move
4.8%

40Δ

Calls
Pseudo strike
56.96
IV
35.2%
B/E move
4.9%
Puts
Pseudo strike
54.56
IV
35.7%
B/E move
3.9%

45Δ

Calls
Pseudo strike
56.38
IV
34.2%
B/E move
4.2%
Puts
Pseudo strike
55.18
IV
34.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
55.81
IV
33.3%
B/E move
3.4%
Puts
Pseudo strike
55.70
IV
34.9%
B/E move
2.7%

55Δ

Calls
Pseudo strike
55.23
IV
32.3%
B/E move
2.7%
Puts
Pseudo strike
56.36
IV
35.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
54.66
IV
31.9%
B/E move
2.3%
Puts
Pseudo strike
57.20
IV
36.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
54.10
IV
32.0%
B/E move
2.0%
Puts
Pseudo strike
58.03
IV
37.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
53.54
IV
32.0%
B/E move
1.6%
Puts
Pseudo strike
58.86
IV
37.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
52.98
IV
32.1%
B/E move
1.3%
Puts
Pseudo strike
59.70
IV
38.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
52.42
IV
32.1%
B/E move
1.0%
Puts
Pseudo strike
60.53
IV
39.1%
B/E move
0.8%

Options history

IV · four-Friday blend32.17%
Daily EOD
ROBT31.6%35.9%40.3%2026-10-19: 34.86%2026-10-20: 33.21%2026-10-21: 39.72%2026-10-22: 35.79%2026-10-23: 33.44%2026-10-26: 38.90%2026-10-27: 36.80%2026-10-28: 39.20%2026-10-29: 36.12%2026-10-30: 32.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.86%
33.21%
39.72%
35.79%
33.44%
38.90%
36.80%
39.20%
36.12%
32.17%