FEP Option Chain

Showing results for FEP, 2027-03-19(m), calls & puts

Calls							Puts
Delta	IV	Open Interest	Volume	Bid	Ask	Strike	Bid	Ask	Volume	Open Interest	IV	Delta
0.95	16.10%	0	0	6.00	11.50	49.00	0.00	4.90	0	0	69.60%	-0.27
0.94	15.56%	0	0	5.00	10.60	50.00	0.00	4.90	0	0	65.87%	-0.28
0.92	14.69%	0	0	4.00	9.70	51.00	0.00	4.90	0	0	62.16%	-0.30
0.89	14.48%	0	0	3.00	8.90	52.00	0.00	4.90	0	0	58.47%	-0.31
0.87	13.07%	0	0	2.00	8.00	53.00	0.00	4.90	0	0	54.77%	-0.33
0.75	17.41%	0	0	2.00	7.20	54.00	0.00	4.90	0	0	51.06%	-0.35
0.67	20.49%	0	0	0.05	8.50	55.00	0.00	3.80	0	0	38.69%	-0.37
0.63	18.91%	0	0	1.15	5.80	56.00	0.00	4.10	0	0	37.38%	-0.40
0.57	18.15%	0	0	0.55	5.10	57.00	0.00	4.50	0	0	36.63%	-0.43
0.53	34.34%	0	0	0.00	4.50	58.00	0.05	7.00	0	0	25.38%	-0.48
0.51	40.54%	0	0	0.00	4.90	59.00	0.05	7.70	0	0	23.82%	-0.53
0.49	43.51%	0	0	0.00	4.90	60.00	0.05	8.30	0	0	21.46%	-0.59
0.47	46.31%	0	0	0.00	4.90	61.00	0.60	9.00	0	0	21.14%	-0.65
0.46	48.96%	0	0	0.00	4.90	62.00	1.80	9.90	0	0	23.98%	-0.67
0.44	51.48%	0	0	0.00	4.90	63.00	2.10	10.70	0	0	22.33%	-0.73
0.43	52.37%	0	0	0.00	4.70	64.00	3.20	11.60	0	0	24.41%	-0.74
0.41	53.91%	0	0	0.00	4.60	65.00	4.20	12.60	0	0	26.40%	-0.76
0.40	55.34%	0	0	0.00	4.50	66.00	5.40	13.60	0	0	29.29%	-0.76
0.39	57.45%	0	0	0.00	4.50	67.00	5.70	12.40	0	0	16.99%	-0.94

FEP Option Chain FAQ

What is an option chain?

An option chain lists every call and put for a stock, with prices, volume, open interest, and Greeks for each strike and expiration date.

How many FEP option contracts are listed?

As of Nov 11, 2026, First Trust Europe AlphaDEX Fund (FEP) had 152 listed option contracts across 4 expiration dates, from Nov 20, 2026 to Jun 17, 2027.

How actively are FEP options traded?

0 FEP option contracts traded on Nov 11, 2026. Over the past 30 days, volume averaged 0 contracts per day. The FEP option volume chart shows volume by strike and expiration date.

Is FEP implied volatility high right now?

FEP IV rank is 4, so its 30-day implied volatility of 21.4% is near the bottom of its one-year range. Over the past year it ranged from 15.3% on Jan 23, 2026 to 158.6% on Oct 16, 2026. See the FEP implied volatility history for a longer view.

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