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Franklin International Core Dividend Tilt Index ETF DIVI

i

Market dataready · fetched 2026-11-12T02:41:47.059Z

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 · 2026-11-12T01:00:00.142064295Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:41:46.633325+00:00

Share price$42.79
1D+0.5%
AH$42.52$42.61$42.71$42.80$42.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDIVI
Sold putSold callAH

Franklin International Core Dividend Tilt Index ETF options

Live interpolated DIVI call and put midpoint premiums by absolute delta.Franklin International Core Dividend Tilt Index ETF$0.55$0.75$0.95$1.14$1.34$39.87$41.34$42.80$44.26$45.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DIVI spot · $42.79DIVI PRICE$0.57$0.57$0.58$0.60$0.64$0.68$0.73$0.80$0.86$0.93$1.00$1.08$1.24$0.58$0.61$0.64$0.67$0.70$0.74$0.78$0.84$0.93$1.02$1.10$1.19$1.28
PutsExpensive2.17×
CallsExpensive1.30×
SkewNeutral-0.23 pp
Implied moveBearish±$1.51
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.1082.5%13.7%39.1374.1%9.9%
25Δ45.8861.1%8.6%40.4059.5%7.0%
30Δ44.7248.4%5.9%41.2449.1%5.1%
35Δ43.9740.1%4.2%41.8541.6%3.8%
40Δ43.5835.8%3.4%42.2336.8%3.0%
45Δ43.2031.6%2.5%42.5333.0%2.3%
50Δ42.9128.6%2.0%42.8329.1%1.7%
55Δ42.7226.8%1.7%43.0826.4%1.3%
60Δ42.5325.1%1.4%43.2625.0%1.1%
65Δ42.3423.4%1.1%43.4323.6%0.9%
70Δ42.1521.7%0.8%43.6122.2%0.7%
75Δ41.9620.0%0.6%43.7920.9%0.5%
80Δ41.7418.8%0.5%43.9619.5%0.3%

20Δ

Calls
Pseudo strike
48.10
IV
82.5%
B/E move
13.7%
Puts
Pseudo strike
39.13
IV
74.1%
B/E move
9.9%

25Δ

Calls
Pseudo strike
45.88
IV
61.1%
B/E move
8.6%
Puts
Pseudo strike
40.40
IV
59.5%
B/E move
7.0%

30Δ

Calls
Pseudo strike
44.72
IV
48.4%
B/E move
5.9%
Puts
Pseudo strike
41.24
IV
49.1%
B/E move
5.1%

35Δ

Calls
Pseudo strike
43.97
IV
40.1%
B/E move
4.2%
Puts
Pseudo strike
41.85
IV
41.6%
B/E move
3.8%

40Δ

Calls
Pseudo strike
43.58
IV
35.8%
B/E move
3.4%
Puts
Pseudo strike
42.23
IV
36.8%
B/E move
3.0%

45Δ

Calls
Pseudo strike
43.20
IV
31.6%
B/E move
2.5%
Puts
Pseudo strike
42.53
IV
33.0%
B/E move
2.3%

50Δ

Calls
Pseudo strike
42.91
IV
28.6%
B/E move
2.0%
Puts
Pseudo strike
42.83
IV
29.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
42.72
IV
26.8%
B/E move
1.7%
Puts
Pseudo strike
43.08
IV
26.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
42.53
IV
25.1%
B/E move
1.4%
Puts
Pseudo strike
43.26
IV
25.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
42.34
IV
23.4%
B/E move
1.1%
Puts
Pseudo strike
43.43
IV
23.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
42.15
IV
21.7%
B/E move
0.8%
Puts
Pseudo strike
43.61
IV
22.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
41.96
IV
20.0%
B/E move
0.6%
Puts
Pseudo strike
43.79
IV
20.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
41.74
IV
18.8%
B/E move
0.5%
Puts
Pseudo strike
43.96
IV
19.5%
B/E move
0.3%

Options history

IV · four-Friday blend19.40%
Daily EOD
DIVI18.3%19.0%19.6%2026-10-19: 18.43%2026-10-20: 18.45%2026-10-21: 18.75%2026-10-22: 19.08%2026-10-23: 19.53%2026-10-26: 19.25%2026-10-27: 19.32%2026-10-28: 18.90%2026-10-29: 18.70%2026-10-30: 19.40%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.43%
18.45%
18.75%
19.08%
19.53%
19.25%
19.32%
18.90%
18.70%
19.40%