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Franklin Ethereum ETF EZET

i

Market dataready · fetched 2026-11-11T15:39:48.735Z

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 · 2026-11-11T15:38:43.823246872Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:39:47.221862+00:00

Share price$15.74
1D+1.6%
$15.47$15.54$15.62$15.69$15.765:30 AM6:30 AM9:00 AM1:00 PMEZET
Sold putSold call

Franklin Ethereum ETF options

Live interpolated EZET call and put midpoint premiums by absolute delta.Franklin Ethereum ETF$0.43$0.88$1.32$1.77$2.22$12.99$14.51$16.03$17.56$19.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EZET spot · $15.74EZET PRICE$0.48$0.52$0.56$0.60$0.64$0.68$0.72$0.76$0.80$0.84$0.88$1.06$0.48$0.50$0.54$0.58$0.63$0.68$0.74$0.81$0.98$1.14$1.31$1.47$2.09
PutsExpensive1.34×
Calls——
Skew——
Implied moveBearish±$1.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.87167.4%21.3%
25Δ19.70156.8%28.2%14.06123.0%13.9%
30Δ19.25146.0%25.6%14.57106.6%10.9%
35Δ18.80135.2%23.0%15.0491.7%8.1%
40Δ18.35124.4%20.4%15.3084.4%6.9%
45Δ17.91113.6%17.8%15.5577.2%5.6%
50Δ17.46102.8%15.2%15.8070.0%4.3%
55Δ17.0192.0%12.6%16.0564.5%3.2%
60Δ16.5681.2%10.0%16.2964.9%2.7%
65Δ16.1170.4%7.4%16.5265.4%2.3%
70Δ15.6659.6%4.8%16.7665.9%1.8%
75Δ15.2148.7%2.3%17.0066.4%1.4%
80Δ14.8345.4%0.9%17.6577.9%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.87
IV
167.4%
B/E move
21.3%

25Δ

Calls
Pseudo strike
19.70
IV
156.8%
B/E move
28.2%
Puts
Pseudo strike
14.06
IV
123.0%
B/E move
13.9%

30Δ

Calls
Pseudo strike
19.25
IV
146.0%
B/E move
25.6%
Puts
Pseudo strike
14.57
IV
106.6%
B/E move
10.9%

35Δ

Calls
Pseudo strike
18.80
IV
135.2%
B/E move
23.0%
Puts
Pseudo strike
15.04
IV
91.7%
B/E move
8.1%

40Δ

Calls
Pseudo strike
18.35
IV
124.4%
B/E move
20.4%
Puts
Pseudo strike
15.30
IV
84.4%
B/E move
6.9%

45Δ

Calls
Pseudo strike
17.91
IV
113.6%
B/E move
17.8%
Puts
Pseudo strike
15.55
IV
77.2%
B/E move
5.6%

50Δ

Calls
Pseudo strike
17.46
IV
102.8%
B/E move
15.2%
Puts
Pseudo strike
15.80
IV
70.0%
B/E move
4.3%

55Δ

Calls
Pseudo strike
17.01
IV
92.0%
B/E move
12.6%
Puts
Pseudo strike
16.05
IV
64.5%
B/E move
3.2%

60Δ

Calls
Pseudo strike
16.56
IV
81.2%
B/E move
10.0%
Puts
Pseudo strike
16.29
IV
64.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
16.11
IV
70.4%
B/E move
7.4%
Puts
Pseudo strike
16.52
IV
65.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
15.66
IV
59.6%
B/E move
4.8%
Puts
Pseudo strike
16.76
IV
65.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
15.21
IV
48.7%
B/E move
2.3%
Puts
Pseudo strike
17.00
IV
66.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
14.83
IV
45.4%
B/E move
0.9%
Puts
Pseudo strike
17.65
IV
77.9%
B/E move
1.2%

Options history

IV · four-Friday blend55.03%
Daily close
EZET45.3%68.4%91.4%2026-08-13: 48.52%2026-08-14: 65.18%2026-08-17: 70.37%2026-08-18: 73.76%2026-08-19: 71.31%2026-08-20: 81.33%2026-08-21: 57.99%2026-08-24: 60.79%2026-08-25: 59.01%2026-08-26: 57.53%2026-08-27: 59.61%2026-08-28: 54.42%2026-08-31: 53.60%2026-09-01: 53.60%2026-09-02: 53.63%2026-09-03: 54.51%2026-09-04: 54.66%2026-09-08: 56.63%2026-09-09: 57.09%2026-09-10: 59.84%2026-09-11: 58.31%2026-09-14: 63.55%2026-09-15: 66.73%2026-09-16: 69.49%2026-09-17: 77.82%2026-09-18: 53.71%2026-09-21: 56.61%2026-09-22: 54.42%2026-09-23: 53.96%2026-09-24: 54.70%2026-09-25: 52.09%2026-09-28: 51.83%2026-09-29: 52.18%2026-09-30: 51.65%2026-10-01: 51.84%2026-10-02: 50.26%2026-10-05: 52.85%2026-10-07: 88.23%2026-10-08: 52.75%2026-10-09: 53.78%2026-10-12: 58.16%2026-10-13: 60.20%2026-10-14: 67.04%2026-10-16: 52.18%2026-10-19: 52.19%2026-10-20: 51.63%2026-10-21: 51.70%2026-10-22: 52.30%2026-10-23: 54.21%2026-10-26: 53.97%2026-10-27: 52.88%2026-10-28: 53.27%2026-10-29: 52.81%2026-10-30: 55.03%Aug 13Sep 21Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
48.52%
65.18%
70.37%
73.76%
71.31%
81.33%
57.99%
60.79%
59.01%
57.53%
59.61%
54.42%
53.60%
53.60%
53.63%
54.51%
54.66%
56.63%
57.09%
59.84%
58.31%
63.55%
66.73%
69.49%
77.82%
53.71%
56.61%
54.42%
53.96%
54.70%
52.09%
51.83%
52.18%
51.65%
51.84%
50.26%
52.85%
88.23%
52.75%
53.78%
58.16%
60.20%
67.04%
52.18%
52.19%
51.63%
51.70%
52.30%
54.21%
53.97%
52.88%
53.27%
52.81%
55.03%