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Franklin Bitcoin ETF EZBC

i

Market dataready · fetched 2026-11-13T18:11:18.719Z

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 · 2026-11-13T18:10:57.850745075Z

FundamentalsFranklin Templeton · ready · as of 2026-11-12 · fetched 2026-11-13T18:11:18.259132+00:00

Share price$39.72
1D-1.3%
$39.26$39.53$39.79$40.06$40.325:30 AM6:30 AM9:00 AM1:00 PMEZBC
Sold putSold call

Franklin Bitcoin ETF options

Live interpolated EZBC call and put midpoint premiums by absolute delta.Franklin Bitcoin ETF$0.64$1.24$1.84$2.44$3.04$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEEZBC PRICE$2.33$2.61$0.70$0.84$0.97$1.11$1.25$1.41$1.59$1.77$2.05$2.37$2.87
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ38.0863.7%5.9%
35Δ38.5261.3%5.1%
40Δ38.9658.9%4.4%
45Δ39.3956.5%3.6%
50Δ39.8354.1%2.9%
55Δ40.2152.3%2.3%
60Δ40.5650.8%1.9%
65Δ40.9049.3%1.5%
70Δ41.3048.9%1.2%
75Δ37.8954.2%1.2%41.7349.0%0.9%
80Δ37.4852.1%0.9%42.3249.3%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.08
IV
63.7%
B/E move
5.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.52
IV
61.3%
B/E move
5.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.96
IV
58.9%
B/E move
4.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.39
IV
56.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.83
IV
54.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.21
IV
52.3%
B/E move
2.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.56
IV
50.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.90
IV
49.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.30
IV
48.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
37.89
IV
54.2%
B/E move
1.2%
Puts
Pseudo strike
41.73
IV
49.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
37.48
IV
52.1%
B/E move
0.9%
Puts
Pseudo strike
42.32
IV
49.3%
B/E move
0.7%

Options history

IV · four-Friday blend39.71%
Daily close
EZBC36.1%43.3%50.6%2026-08-17: 39.19%2026-08-18: 41.98%2026-08-19: 45.06%2026-08-20: 49.56%2026-08-28: 40.78%2026-08-31: 39.75%2026-09-01: 40.69%2026-09-02: 38.14%2026-09-04: 39.67%2026-09-08: 41.06%2026-09-09: 42.32%2026-09-10: 42.13%2026-09-11: 40.72%2026-09-14: 42.34%2026-09-15: 42.79%2026-09-16: 44.32%2026-09-17: 45.73%2026-09-22: 41.01%2026-09-23: 39.91%2026-09-24: 39.54%2026-09-25: 39.05%2026-09-28: 38.85%2026-09-29: 38.28%2026-09-30: 38.34%2026-10-01: 38.47%2026-10-02: 37.13%2026-10-05: 37.69%2026-10-06: 37.30%2026-10-07: 37.61%2026-10-08: 39.43%2026-10-09: 38.04%2026-10-12: 39.40%2026-10-13: 40.32%2026-10-14: 43.06%2026-10-15: 45.77%2026-10-16: 38.30%2026-10-19: 37.30%2026-10-20: 39.33%2026-10-21: 38.17%2026-10-22: 39.27%2026-10-23: 38.95%2026-10-26: 38.95%2026-10-27: 38.59%2026-10-28: 38.84%2026-10-29: 39.05%2026-10-30: 39.71%Aug 17Sep 29Oct 30
46 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
39.19%
41.98%
45.06%
49.56%
40.78%
39.75%
40.69%
38.14%
39.67%
41.06%
42.32%
42.13%
40.72%
42.34%
42.79%
44.32%
45.73%
41.01%
39.91%
39.54%
39.05%
38.85%
38.28%
38.34%
38.47%
37.13%
37.69%
37.30%
37.61%
39.43%
38.04%
39.40%
40.32%
43.06%
45.77%
38.30%
37.30%
39.33%
38.17%
39.27%
38.95%
38.95%
38.59%
38.84%
39.05%
39.71%