FEP · First Trust Europe AlphaDEX Fund ETF

Alerts for FEP

$60.35 +0.03 (+0.05%) At close · Sep 4

Options Chain

Underlying $60.35 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 32 contracts · mixed daily-bar sessions · Feb 24, 2026–Mar 25, 2026; 30 unknown

Put / call OI

—

mixed open-interest dates

Open interest

—

mixed open-interest dates

Volume

—

dated and unknown daily-bar sessions

ATM implied vol

19.7%

market's expected move

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 13d Oct 16 41d Dec 18 104d Mar 19 195d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$9.40	$13.20	—		—	$0.00	$1.70	—	—	—	—
Call · $49 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:17.121 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $49 Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.299 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$8.50	$12.20	—		$2.40	$0.00	$0.40	—	—	10	10
Call · $50 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:16.206 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $50 Daily-bar session Mar 25, 2026 Quote as of 2026-09-01 19:55:08.886 UTC Last $2.40 Breakeven $47.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Aug 31, 2026 Model this put
—	—	—	—	$7.50	$11.20	—		—	$0.00	$1.70	—	—	—	—
Call · $51 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:15.183 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $51 Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.974 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$6.50	$10.20	—		—	$0.00	$1.70	—	—	—	—
Call · $52 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.182 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $52 Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.197 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$5.50	$9.20	—		—	$0.00	$1.70	—	—	—	—
Call · $53 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:13.024 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $53 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.564 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$4.60	$8.20	—		—	$0.00	$1.70	—	—	—	—
Call · $54 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.011 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $54 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.099 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	31.2%	0.948	$3.60	$7.40	—		—	$0.00	$1.70	—	—	—	—
Call · $55 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.770 UTC Last — Breakeven — Implied vol 31.2% Delta 0.948 ≈95% ITM Gamma 0.03 Theta -0.02 Vega 0.012 Open interest — OI effective date — Model this call Put · $55 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.824 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	28%	0.929	$2.75	$6.30	—		—	$0.00	$1.70	—	—	—	—
Call · $56 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.141 UTC Last — Breakeven — Implied vol 28% Delta 0.929 ≈93% ITM Gamma 0.043 Theta -0.022 Vega 0.016 Open interest — OI effective date — Model this call Put · $56 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.824 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	24.2%	0.904	$1.80	$5.30	—		—	$0.00	$1.75	—	—	—	—
Call · $57 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.747 UTC Last — Breakeven — Implied vol 24.2% Delta 0.904 ≈90% ITM Gamma 0.062 Theta -0.023 Vega 0.019 Open interest — OI effective date — Model this call Put · $57 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.824 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	19.7%	0.869	$0.85	$4.30	—		—	$0.00	$1.85	—	—	—	—
Call · $58 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.256 UTC Last — Breakeven — Implied vol 19.7% Delta 0.869 ≈87% ITM Gamma 0.095 Theta -0.023 Vega 0.024 Open interest — OI effective date — Model this call Put · $58 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.824 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$3.40	—		—	$0.00	$1.95	—	—	—	—
Call · $59 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.824 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $59 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.824 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$2.60	$2.15		—	$0.00	$2.15	—	—	—	—
Call · $60 In the money Daily-bar session Feb 24, 2026 Quote as of 2026-09-04 19:55:05.824 UTC Last $2.15 Breakeven $62.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $60 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.824 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $60.35
—	—	—	—	$0.00	$2.05	—		—	$0.00	$2.55	—	—	—	—
Call · $61 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.824 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $61 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.824 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.80	—		—	$0.00	$3.50	—	—	—	—
Call · $62 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.824 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $62 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.449 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.75	—		—	$0.90	$4.50	-0.875	18.9%	—	—
Call · $63 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.824 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $63 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.713 UTC Last — Breakeven — Implied vol 18.9% Delta -0.875 ≈88% ITM Gamma 0.096 Theta -0.011 Vega 0.023 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.70	—		—	$1.90	$5.50	-0.896	23.8%	—	—
Call · $64 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.824 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $64 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.464 UTC Last — Breakeven — Implied vol 23.8% Delta -0.896 ≈90% ITM Gamma 0.067 Theta -0.013 Vega 0.021 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 mixed daily-bar sessions · Feb 24, 2026–Mar 25, 2026; 30 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.