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Franklin Disruptive Commerce ETF BUYZ

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Market datapartial · fetched 2026-10-23T12:37:29.080Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:01.500731585Z

FundamentalsAlpha Vantage · unavailable

Share price$36.31
1D+0.3%
AH$36.07$36.11$36.15$36.19$36.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBUYZ
Sold putSold callAH

Franklin Disruptive Commerce ETF options

Live interpolated BUYZ call and put midpoint premiums by absolute delta.Franklin Disruptive Commerce ETF$0.30$1.47$2.65$3.82$4.99$32.16$34.41$36.66$38.91$41.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BUYZ spot · $36.31BUYZ PRICE$0.43$0.59$0.73$0.82$1.08$1.37$1.50$1.50$1.73$2.13$2.68$3.43$4.65$0.63$0.77$0.86$0.95$1.04$1.13$1.21$1.29$1.47$1.74$2.01$2.14$2.25
PutsExpensive3.54×
CallsExpensive2.24×
SkewBullish-7.03 pp
Implied moveBullish±$2.71
TiltBullish12.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.4933.4%10.0%32.8448.8%11.3%
25Δ39.2337.4%9.7%33.5747.8%9.6%
30Δ38.9140.5%9.2%34.4642.1%7.4%
35Δ38.0836.2%7.1%35.1537.8%5.8%
40Δ37.6238.7%6.6%35.6834.5%4.6%
45Δ37.2042.0%6.2%36.1431.5%3.6%
50Δ36.7340.3%5.3%36.4928.9%2.8%
55Δ36.2234.3%3.9%36.8326.3%2.1%
60Δ35.7033.4%3.1%37.1925.3%1.6%
65Δ35.1936.2%2.8%37.5725.8%1.3%
70Δ34.5440.1%2.5%37.9426.3%1.0%
75Δ33.7045.3%2.3%38.1724.3%0.8%
80Δ32.4154.7%2.1%38.3721.8%0.5%

20Δ

Calls
Pseudo strike
39.49
IV
33.4%
B/E move
10.0%
Puts
Pseudo strike
32.84
IV
48.8%
B/E move
11.3%

25Δ

Calls
Pseudo strike
39.23
IV
37.4%
B/E move
9.7%
Puts
Pseudo strike
33.57
IV
47.8%
B/E move
9.6%

30Δ

Calls
Pseudo strike
38.91
IV
40.5%
B/E move
9.2%
Puts
Pseudo strike
34.46
IV
42.1%
B/E move
7.4%

35Δ

Calls
Pseudo strike
38.08
IV
36.2%
B/E move
7.1%
Puts
Pseudo strike
35.15
IV
37.8%
B/E move
5.8%

40Δ

Calls
Pseudo strike
37.62
IV
38.7%
B/E move
6.6%
Puts
Pseudo strike
35.68
IV
34.5%
B/E move
4.6%

45Δ

Calls
Pseudo strike
37.20
IV
42.0%
B/E move
6.2%
Puts
Pseudo strike
36.14
IV
31.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
36.73
IV
40.3%
B/E move
5.3%
Puts
Pseudo strike
36.49
IV
28.9%
B/E move
2.8%

55Δ

Calls
Pseudo strike
36.22
IV
34.3%
B/E move
3.9%
Puts
Pseudo strike
36.83
IV
26.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
35.70
IV
33.4%
B/E move
3.1%
Puts
Pseudo strike
37.19
IV
25.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
35.19
IV
36.2%
B/E move
2.8%
Puts
Pseudo strike
37.57
IV
25.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
34.54
IV
40.1%
B/E move
2.5%
Puts
Pseudo strike
37.94
IV
26.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
33.70
IV
45.3%
B/E move
2.3%
Puts
Pseudo strike
38.17
IV
24.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
32.41
IV
54.7%
B/E move
2.1%
Puts
Pseudo strike
38.37
IV
21.8%
B/E move
0.5%

Options history

No recorded observations