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Franklin Templeton, Inc. BEN

i

Market dataready · fetched 2026-11-13T00:48:34.448Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:00:00.002876977Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T00:48:34.042077+00:00

Share price$35.86
1D-0.9%
AH$35.65$35.83$36.00$36.17$36.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBEN
Sold putSold callAH

Franklin Templeton, Inc. options

Live interpolated BEN call and put midpoint premiums by absolute delta.Franklin Templeton, Inc.$0.30$0.62$0.94$1.26$1.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBEN PRICE$0.33$0.41$0.49$0.57$0.67$0.79$0.92$1.04$1.17$1.32$1.48$0.38$0.44$0.59$0.73$0.76$0.84$0.93$1.02
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.3662.0%8.0%
25Δ34.1652.8%6.0%
30Δ36.9033.4%3.8%34.5354.1%5.3%
35Δ36.6533.0%3.4%34.8955.4%4.7%
40Δ36.4132.6%2.9%
45Δ36.1732.2%2.4%
50Δ35.9331.9%2.0%
55Δ35.7131.9%1.8%36.1129.5%1.4%
60Δ35.4931.8%1.5%36.2728.2%1.2%
65Δ35.2731.7%1.3%36.4426.8%1.0%
70Δ35.0531.7%1.0%36.6125.5%0.8%
75Δ34.8330.4%0.8%
80Δ34.6128.7%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.36
IV
62.0%
B/E move
8.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.16
IV
52.8%
B/E move
6.0%

30Δ

Calls
Pseudo strike
36.90
IV
33.4%
B/E move
3.8%
Puts
Pseudo strike
34.53
IV
54.1%
B/E move
5.3%

35Δ

Calls
Pseudo strike
36.65
IV
33.0%
B/E move
3.4%
Puts
Pseudo strike
34.89
IV
55.4%
B/E move
4.7%

40Δ

Calls
Pseudo strike
36.41
IV
32.6%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
36.17
IV
32.2%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
35.93
IV
31.9%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
35.71
IV
31.9%
B/E move
1.8%
Puts
Pseudo strike
36.11
IV
29.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
35.49
IV
31.8%
B/E move
1.5%
Puts
Pseudo strike
36.27
IV
28.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
35.27
IV
31.7%
B/E move
1.3%
Puts
Pseudo strike
36.44
IV
26.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
35.05
IV
31.7%
B/E move
1.0%
Puts
Pseudo strike
36.61
IV
25.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
34.83
IV
30.4%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
34.61
IV
28.7%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.13%
Daily EOD
BEN29.0%31.6%34.2%2026-10-19: 30.72%2026-10-20: 30.82%2026-10-21: 29.77%2026-10-22: 30.90%2026-10-23: 31.48%2026-10-26: 31.18%2026-10-27: 29.37%2026-10-28: 33.89%2026-10-29: 30.47%2026-10-30: 32.13%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.72%
30.82%
29.77%
30.90%
31.48%
31.18%
29.37%
33.89%
30.47%
32.13%