FAB · First Trust Multi Cap Value AlphaDEX Fund ETF

Alerts for FAB

$107.21 -0.23 (-0.22%) At close · Sep 4

Options Chain

Underlying $107.21 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 34 contracts · daily-bar sessions unknown

Put / call OI

—

open-interest date unavailable

Open interest

—

open-interest date unavailable

Volume

—

daily-bar sessions unknown

ATM implied vol

16.2%

market's expected move

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 12d Oct 16 40d Jan 15 131d Apr 16 222d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	24.8%	0.989	$8.00	$12.70	—		—	$0.00	$2.00	—	—	—	—
Call · $97 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.188 UTC Last — Breakeven — Implied vol 24.8% Delta 0.989 ≈99% ITM Gamma 0.006 Theta -0.016 Vega 0.006 Open interest — OI effective date — Model this call Put · $97 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.172 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	22.4%	0.988	$7.00	$11.70	—		—	$0.00	$2.00	—	—	—	—
Call · $98 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.185 UTC Last — Breakeven — Implied vol 22.4% Delta 0.988 ≈99% ITM Gamma 0.007 Theta -0.015 Vega 0.006 Open interest — OI effective date — Model this call Put · $98 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.156 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	20%	0.988	$6.00	$10.70	—		—	$0.00	$2.00	—	—	—	—
Call · $99 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.181 UTC Last — Breakeven — Implied vol 20% Delta 0.988 ≈99% ITM Gamma 0.008 Theta -0.015 Vega 0.006 Open interest — OI effective date — Model this call Put · $99 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.140 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	17.7%	0.987	$5.00	$9.70	—		—	$0.00	$2.00	—	—	—	—
Call · $100 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.178 UTC Last — Breakeven — Implied vol 17.7% Delta 0.987 ≈99% ITM Gamma 0.01 Theta -0.015 Vega 0.007 Open interest — OI effective date — Model this call Put · $100 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.132 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	22%	0.939	$4.10	$8.80	—		—	$0.00	$2.05	—	—	—	—
Call · $101 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.156 UTC Last — Breakeven — Implied vol 22% Delta 0.939 ≈94% ITM Gamma 0.028 Theta -0.031 Vega 0.023 Open interest — OI effective date — Model this call Put · $101 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.109 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	19.1%	0.932	$3.10	$7.80	—		—	$0.00	$2.10	—	—	—	—
Call · $102 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.137 UTC Last — Breakeven — Implied vol 19.1% Delta 0.932 ≈93% ITM Gamma 0.035 Theta -0.03 Vega 0.026 Open interest — OI effective date — Model this call Put · $102 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.091 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	17.1%	0.912	$2.15	$6.80	—		—	$0.00	$2.15	—	—	—	—
Call · $103 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.110 UTC Last — Breakeven — Implied vol 17.1% Delta 0.912 ≈91% ITM Gamma 0.048 Theta -0.032 Vega 0.031 Open interest — OI effective date — Model this call Put · $103 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.088 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	18.1%	0.836	$1.30	$6.00	—		—	$0.00	$2.25	—	—	—	—
Call · $104 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.090 UTC Last — Breakeven — Implied vol 18.1% Delta 0.836 ≈84% ITM Gamma 0.07 Theta -0.045 Vega 0.048 Open interest — OI effective date — Model this call Put · $104 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.084 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	16.2%	0.778	$0.50	$5.00	—		—	$0.00	$2.30	—	—	—	—
Call · $105 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.084 UTC Last — Breakeven — Implied vol 16.2% Delta 0.778 ≈78% ITM Gamma 0.094 Theta -0.047 Vega 0.058 Open interest — OI effective date — Model this call Put · $105 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.082 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.10	—		—	$0.00	$2.55	—	—	—	—
Call · $106 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.079 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $106 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.078 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$3.30	—		—	$0.00	$2.85	—	—	—	—
Call · $107 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.067 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $107 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.065 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $107.21
—	—	—	—	$0.00	$2.60	—		—	$0.00	$3.50	—	—	—	—
Call · $108 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.070 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $108 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.078 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.30	—		—	$0.00	$4.30	—	—	—	—
Call · $109 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.079 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $109 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.084 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.10	—		—	$0.60	$5.20	-0.829	14%	—	—
Call · $110 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.084 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $110 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.088 UTC Last — Breakeven — Implied vol 14% Delta -0.829 ≈83% ITM Gamma 0.093 Theta -0.02 Vega 0.049 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.05	—		—	$1.45	$6.20	-0.881	15.5%	—	—
Call · $111 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.087 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $111 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.092 UTC Last — Breakeven — Implied vol 15.5% Delta -0.881 ≈88% ITM Gamma 0.066 Theta -0.015 Vega 0.039 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.00	—		—	$2.40	$7.30	-0.888	19%	—	—
Call · $112 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.090 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $112 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.125 UTC Last — Breakeven — Implied vol 19% Delta -0.888 ≈89% ITM Gamma 0.052 Theta -0.019 Vega 0.037 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.95	—		—	$3.40	$8.30	-0.899	21.9%	—	—
Call · $113 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.092 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $113 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.145 UTC Last — Breakeven — Implied vol 21.9% Delta -0.899 ≈90% ITM Gamma 0.042 Theta -0.021 Vega 0.034 Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has daily-bar sessions unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown.