First Trust Indxx Innovative Transaction & Process ETF
(LEGR)
NASDAQ Global Market - Financial Services - Asset Management
Total Open Interest
Report Date: 2025-05-12
Total Volume
Report Date: 2025-05-12
Earnings
Next Earnings:
-
Dividends
Next Dividend:
-
Key Fundamentals
Volume
3
Vol 5D
6
Vol 20D
5
Vol 60D
7
52 High
$50.35
52 Low
$37.28
$ Target
-
Mkt Cap
90.3M
Beta
0.90
Profit %
-
Divd %
2.29%
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
-0.18%
5D
0.91%
10D
3.18%
1M
9.34%
3M
3.14%
6M
7.34%
1Y
-
Open Interest by Expiration
Report Date: 2025-05-12
30D RVOL & IVOL
Report Date: 2025-05-12
Balance Sheet
Report Date:
-
Income
Report Date:
-
Options Market
Report Date: 2025-05-12
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 | PUT | 51.0 | 0.0 |
| 2025-05-16 | CALL | 40.0 | 0.0 |
| 2025-05-16 | CALL | 41.0 | 0.0 |
| 2025-05-16 | CALL | 42.0 | 0.0 |
| 2025-05-16 | CALL | 43.0 | 0.0 |
| 2025-05-16 | CALL | 44.0 | 0.0 |
| 2025-05-16 | CALL | 45.0 | 0.0 |
| 2025-05-16 | CALL | 46.0 | 0.0 |
| 2025-05-16 | CALL | 47.0 | 0.0 |
| 2025-05-16 | CALL | 48.0 | 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 | PUT | 40.0 | 0.0 |
| 2025-05-16 | PUT | 41.0 | 0.0 |
| 2025-05-16 | PUT | 42.0 | 0.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-12-19 | CALL | 51.0 | 0.0 |
| 2025-05-16 | CALL | 40.0 | 0.0 |
| 2025-05-16 | CALL | 41.0 | 0.0 |
| 2025-05-16 | CALL | 42.0 | 0.0 |
| 2025-05-16 | CALL | 43.0 | 0.0 |
| 2025-05-16 | CALL | 44.0 | 0.0 |
| 2025-05-16 | CALL | 45.0 | 0.0 |
| 2025-05-16 | CALL | 46.0 | 0.0 |
| 2025-05-16 | CALL | 47.0 | 0.0 |
| 2025-05-16 | CALL | 48.0 | 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 | PUT | 40.0 | 0.0 |
| 2025-05-16 | PUT | 41.0 | 0.0 |
| 2025-05-16 | PUT | 42.0 | 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 | 46.00 | PUT | 0 | $110.00 | 169.0% | 0.0% | $0.06 | |
| 2025-05-16 | 47.00 | PUT | 0 | $110.00 | 169.0% | 1.0% | $1.18 | |
| 2025-05-16 | 48.00 | PUT | 0 | $105.00 | 150.0% | 8.0% | $8.41 | |
| 2025-05-16 | 49.00 | PUT | 0 | $70.00 | 67.0% | 40.0% | $27.67 | |
| 2025-05-16 | 50.00 | CALL | 0 | $90.00 | 49.0% | 96.0% | $86.41 | |
| 2025-05-16 | 51.00 | CALL | 0 | $170.00 | 162.0% | 40.0% | $67.21 | |
| 2025-05-16 | 52.00 | CALL | 0 | $260.00 | 1733.0% | 8.0% | $20.83 | |
| 2025-05-16 | 53.00 | CALL | 0 | $210.00 | 323.0% | 1.0% | $2.26 | |
| 2025-05-16 | 54.00 | CALL | 0 | $210.00 | 323.0% | 0.0% | $0.12 | |
| 2025-06-20 | 44.00 | PUT | 0 | $155.00 | 207.0% | 0.0% | $0.04 | |
| 2025-06-20 | 45.00 | PUT | 0 | $150.00 | 188.0% | 0.0% | $0.34 | |
| 2025-06-20 | 46.00 | PUT | 0 | $140.00 | 156.0% | 1.0% | $2.00 | |
| 2025-06-20 | 47.00 | PUT | 0 | $115.00 | 100.0% | 6.0% | $7.40 | |
| 2025-06-20 | 48.00 | PUT | 0 | $80.00 | 53.0% | 21.0% | $16.90 | |
| 2025-06-20 | 49.00 | PUT | 0 | $40.00 | 21.0% | 52.0% | $20.63 | |
| 2025-06-20 | 50.00 | CALL | 0 | $95.00 | 36.0% | 96.0% | $91.21 | |
| 2025-06-20 | 51.00 | CALL | 0 | $160.00 | 80.0% | 52.0% | $82.51 | |
| 2025-06-20 | 52.00 | CALL | 0 | $310.00 | 620.0% | 21.0% | $65.50 |
Call/Put Open Interest and Volatility Skew
Vega