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First Trust Exchange-Traded Fund VI First Trust NASDAQ Technology Dividend Index Fund TDIV

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Market dataready · fetched 2026-11-07T07:27:08.995Z

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 · 2026-11-06T21:00:00.343658522Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:27:08.520919+00:00

Share price$107.87
1D-0.1%
AH$107.02$107.48$107.94$108.39$108.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTDIV
Sold putSold callAH

First Trust Exchange-Traded Fund VI First Trust NASDAQ Technology Dividend Index Fund options

Live interpolated TDIV call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust NASDAQ Technology Dividend Index Fund$0.59$2.21$3.82$5.44$7.05$99.62$104.55$109.48$114.42$119.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDIV spot · $107.87TDIV PRICE$0.77$1.00$1.23$1.46$1.76$2.24$2.73$3.22$3.70$4.19$4.76$5.57$6.59$0.92$1.10$1.36$1.65$1.95$2.25$2.55$2.84$3.14$3.63$4.43$5.23$6.03
PutsFair1.02×
CallsExpensive1.12×
SkewBullish-2.38 pp
Implied moveBullish±$5.27
TiltBullish2.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.5333.8%6.9%101.8338.2%6.4%
25Δ113.3132.9%6.0%103.5234.8%5.1%
30Δ112.1032.0%5.1%104.6534.0%4.2%
35Δ110.8931.1%4.1%105.5432.9%3.7%
40Δ109.7730.6%3.4%106.3331.8%3.2%
45Δ108.9331.2%3.1%107.1330.7%2.8%
50Δ108.0831.8%2.7%107.9229.6%2.3%
55Δ107.2332.5%2.4%108.7128.6%1.9%
60Δ106.3833.1%2.1%109.5127.5%1.4%
65Δ105.5433.7%1.7%110.3826.9%1.0%
70Δ104.6334.2%1.4%111.3927.0%0.8%
75Δ103.5434.9%1.1%112.4027.2%0.7%
80Δ102.2635.8%0.9%113.4127.4%0.5%

20Δ

Calls
Pseudo strike
114.53
IV
33.8%
B/E move
6.9%
Puts
Pseudo strike
101.83
IV
38.2%
B/E move
6.4%

25Δ

Calls
Pseudo strike
113.31
IV
32.9%
B/E move
6.0%
Puts
Pseudo strike
103.52
IV
34.8%
B/E move
5.1%

30Δ

Calls
Pseudo strike
112.10
IV
32.0%
B/E move
5.1%
Puts
Pseudo strike
104.65
IV
34.0%
B/E move
4.2%

35Δ

Calls
Pseudo strike
110.89
IV
31.1%
B/E move
4.1%
Puts
Pseudo strike
105.54
IV
32.9%
B/E move
3.7%

40Δ

Calls
Pseudo strike
109.77
IV
30.6%
B/E move
3.4%
Puts
Pseudo strike
106.33
IV
31.8%
B/E move
3.2%

45Δ

Calls
Pseudo strike
108.93
IV
31.2%
B/E move
3.1%
Puts
Pseudo strike
107.13
IV
30.7%
B/E move
2.8%

50Δ

Calls
Pseudo strike
108.08
IV
31.8%
B/E move
2.7%
Puts
Pseudo strike
107.92
IV
29.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
107.23
IV
32.5%
B/E move
2.4%
Puts
Pseudo strike
108.71
IV
28.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
106.38
IV
33.1%
B/E move
2.1%
Puts
Pseudo strike
109.51
IV
27.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
105.54
IV
33.7%
B/E move
1.7%
Puts
Pseudo strike
110.38
IV
26.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
104.63
IV
34.2%
B/E move
1.4%
Puts
Pseudo strike
111.39
IV
27.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
103.54
IV
34.9%
B/E move
1.1%
Puts
Pseudo strike
112.40
IV
27.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
102.26
IV
35.8%
B/E move
0.9%
Puts
Pseudo strike
113.41
IV
27.4%
B/E move
0.5%

Options history

IV · four-Friday blend22.70%
Daily EOD
TDIV18.9%20.9%23.0%2026-10-19: 19.21%2026-10-20: 19.71%2026-10-21: 19.15%2026-10-22: 21.01%2026-10-23: 21.40%2026-10-26: 20.74%2026-10-27: 20.46%2026-10-28: 19.45%2026-10-29: 19.68%2026-10-30: 22.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.21%
19.71%
19.15%
21.01%
21.40%
20.74%
20.46%
19.45%
19.68%
22.70%