First Trust Developed Markets Ex-US AlphaDEX Fund
(FDT)
NASDAQ Global Market - Financial Services - Asset Management
Total Open Interest
Report Date: 2025-04-29
Total Volume
Report Date: 2025-04-29
Earnings
Next Earnings:
-
Dividends
Next Dividend:
-
Key Fundamentals
Volume
11
Vol 5D
32
Vol 20D
50
Vol 60D
40
52 High
$61.02
52 Low
$50.47
$ Target
-
Mkt Cap
430.5M
Beta
1.10
Profit %
-
Divd %
3.29%
P/E
-
Fwd P/E
-
PEG
-
RoA
-
RoE
-
RoOM
-
Rev/S
-
P/S
-
P/B
-
Bk Value
-
EPS
-
EPS Est.
-
EPS Next
-
EV/R
-
EV/EB
-
F/SO
%
IVol Rank
-
1D
0.89%
5D
4.30%
10D
7.24%
1M
2.57%
3M
10.08%
6M
11.45%
1Y
-
Open Interest by Expiration
Report Date: 2025-04-29
30D RVOL & IVOL
Report Date: 2025-04-29
Balance Sheet
Report Date:
-
Income
Report Date:
-
Options Market
Report Date: 2025-04-29
Upcoming OpEx: 2025-05-16
Open Interest by Expiration and Strike
Delta
Gamma
Implied Volatility Distribution
Max Pain
OpEx Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-05-16 | CALL | 64.0 | 0.0 |
| 2025-05-16 | CALL | 49.0 | 0.0 |
| 2025-05-16 | CALL | 50.0 | 0.0 |
| 2025-05-16 | CALL | 51.0 | 0.0 |
| 2025-05-16 | CALL | 52.0 | 0.0 |
| 2025-05-16 | CALL | 53.0 | 0.0 |
| 2025-05-16 | CALL | 54.0 | 0.0 |
| 2025-05-16 | CALL | 55.0 | 0.0 |
| 2025-05-16 | CALL | 56.0 | 0.0 |
| 2025-05-16 | CALL | 57.0 | 0.0 |
| 2025-05-16 | CALL | 58.0 | 0.0 |
| 2025-05-16 | CALL | 59.0 | 0.0 |
| 2025-05-16 | CALL | 60.0 | 0.0 |
| 2025-05-16 | CALL | 61.0 | 0.0 |
| 2025-05-16 | CALL | 62.0 | 0.0 |
| 2025-05-16 | CALL | 63.0 | 0.0 |
| 2025-05-16 | PUT | 49.0 | 0.0 |
| 2025-05-16 | PUT | 50.0 | 0.0 |
| 2025-05-16 | PUT | 51.0 | 0.0 |
| 2025-05-16 | PUT | 52.0 | 0.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-06-20 | PUT | 62.0 | 0.0 |
| 2025-05-16 | CALL | 51.0 | 0.0 |
| 2025-05-16 | CALL | 52.0 | 0.0 |
| 2025-05-16 | CALL | 53.0 | 0.0 |
| 2025-05-16 | CALL | 54.0 | 0.0 |
| 2025-05-16 | CALL | 55.0 | 0.0 |
| 2025-05-16 | CALL | 56.0 | 0.0 |
| 2025-05-16 | CALL | 57.0 | 0.0 |
| 2025-05-16 | CALL | 58.0 | 0.0 |
| 2025-05-16 | CALL | 59.0 | 0.0 |
| 2025-05-16 | CALL | 60.0 | 0.0 |
| 2025-05-16 | CALL | 61.0 | 0.0 |
| 2025-05-16 | CALL | 62.0 | 0.0 |
| 2025-05-16 | CALL | 63.0 | 0.0 |
| 2025-05-16 | CALL | 64.0 | 0.0 |
| 2025-05-16 | PUT | 49.0 | 0.0 |
| 2025-05-16 | PUT | 50.0 | 0.0 |
| 2025-05-16 | PUT | 51.0 | 0.0 |
| 2025-05-16 | PUT | 52.0 | 0.0 |
| 2025-05-16 | PUT | 53.0 | 0.0 |
Options Table
Probability and Expected Value by Expiration Date
| Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
|---|---|---|---|---|---|---|---|---|
| 2025-05-16 | 54.00 | PUT | 0 | $145.00 | 132.0% | 0.0% | $0.02 | |
| 2025-05-16 | 55.00 | PUT | 0 | $140.00 | 122.0% | 0.0% | $0.11 | |
| 2025-05-16 | 56.00 | PUT | 0 | $135.00 | 113.0% | 1.0% | $0.80 | |
| 2025-05-16 | 57.00 | PUT | 0 | $130.00 | 104.0% | 2.0% | $3.18 | |
| 2025-05-16 | 58.00 | PUT | 0 | $120.00 | 89.0% | 8.0% | $9.61 | |
| 2025-05-16 | 59.00 | PUT | 0 | $115.00 | 82.0% | 25.0% | $28.77 | |
| 2025-05-16 | 60.00 | PUT | 0 | $90.00 | 55.0% | 52.0% | $46.41 | |
| 2025-05-16 | 61.00 | PUT | 0 | $65.00 | 34.0% | 88.0% | $57.25 | |
| 2025-05-16 | 62.00 | CALL | 0 | $50.00 | 33.0% | 58.0% | $29.12 | |
| 2025-05-16 | 63.00 | CALL | 0 | $75.00 | 60.0% | 29.0% | $22.03 | |
| 2025-05-16 | 64.00 | CALL | 0 | $90.00 | 82.0% | 12.0% | $10.90 | |
| 2025-06-20 | 55.00 | PUT | 0 | $165.00 | 114.0% | 0.0% | $0.72 | |
| 2025-06-20 | 56.00 | PUT | 0 | $160.00 | 107.0% | 2.0% | $3.00 | |
| 2025-06-20 | 57.00 | PUT | 0 | $150.00 | 94.0% | 5.0% | $7.68 | |
| 2025-06-20 | 58.00 | PUT | 0 | $130.00 | 72.0% | 15.0% | $19.12 | |
| 2025-06-20 | 59.00 | PUT | 0 | $115.00 | 59.0% | 29.0% | $33.78 | |
| 2025-06-20 | 60.00 | PUT | 0 | $80.00 | 35.0% | 58.0% | $46.59 | |
| 2025-06-20 | 61.00 | PUT | 0 | $50.00 | 19.0% | 88.0% | $44.04 | |
| 2025-06-20 | 62.00 | CALL | 0 | $55.00 | 23.0% | 65.0% | $35.90 | |
| 2025-06-20 | 63.00 | CALL | 0 | $95.00 | 49.0% | 40.0% | $37.56 | |
| 2025-06-20 | 64.00 | CALL | 0 | $125.00 | 76.0% | 18.0% | $22.13 | |
| 2025-07-18 | 53.00 | PUT | 0 | $220.00 | 129.0% | 0.0% | $0.06 | |
| 2025-07-18 | 54.00 | PUT | 0 | $210.00 | 117.0% | 0.0% | $0.34 | |
| 2025-07-18 | 55.00 | PUT | 0 | $200.00 | 105.0% | 1.0% | $1.19 | |
| 2025-07-18 | 56.00 | PUT | 0 | $195.00 | 100.0% | 2.0% | $3.66 | |
| 2025-07-18 | 57.00 | PUT | 0 | $175.00 | 81.0% | 6.0% | $11.25 | |
| 2025-07-18 | 58.00 | PUT | 0 | $160.00 | 70.0% | 15.0% | $23.53 | |
| 2025-07-18 | 59.00 | PUT | 0 | $130.00 | 50.0% | 34.0% | $44.47 | |
| 2025-07-18 | 60.00 | PUT | 0 | $100.00 | 34.0% | 58.0% | $58.23 | |
| 2025-07-18 | 61.00 | PUT | 0 | $50.00 | 15.0% | 88.0% | $44.04 | |
| 2025-07-18 | 62.00 | CALL | 0 | $65.00 | 24.0% | 65.0% | $42.43 | |
| 2025-07-18 | 63.00 | CALL | 0 | $115.00 | 51.0% | 40.0% | $45.46 | |
| 2025-07-18 | 64.00 | CALL | 0 | $145.00 | 74.0% | 18.0% | $25.67 |
Call/Put Open Interest and Volatility Skew
Vega