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Franklin Electric Co., Inc. Common Stock FELE

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Market dataready · fetched 2026-11-13T00:47:29.493Z

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 · 2026-11-12T21:00:01.422117665Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T00:47:28.849248+00:00

Share price$97.63
1D-1.5%
AH$97.14$97.79$98.43$99.08$99.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFELE
Sold putSold callAH

Franklin Electric Co., Inc. Common Stock options

Live interpolated FELE call and put midpoint premiums by absolute delta.Franklin Electric Co., Inc. Common Stock$2.43$2.60$2.77$2.95$3.12$85.63$91.56$97.50$103.44$109.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FELE spot · $97.63FELE PRICE$2.45$2.45$2.45$2.45$2.45$2.51$2.59$2.67$2.75$2.83$2.91$2.99$3.07$2.45$2.45$2.45$2.45$2.46$2.46$2.46$2.46$2.46$2.47$2.47$2.47$2.47
PutsExpensive2.42×
CallsExpensive2.09×
SkewBearish+1.81 pp
Implied moveBullish±$5.05
TiltBullish3.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.75172.0%30.3%83.93139.7%16.5%
25Δ112.77126.2%18.0%88.87107.2%11.5%
30Δ106.6197.7%11.7%90.6594.3%9.7%
35Δ103.2679.4%8.3%91.5287.0%8.8%
40Δ100.7164.3%5.7%92.3979.7%7.9%
45Δ99.5456.6%4.5%93.2672.3%7.0%
50Δ98.9051.8%3.9%94.1365.0%6.1%
55Δ98.2647.0%3.4%95.0057.7%5.2%
60Δ97.6142.2%2.8%95.8750.4%4.3%
65Δ96.9737.4%2.2%96.7443.1%3.4%
70Δ96.3332.7%1.6%97.6035.8%2.6%
75Δ95.6927.9%1.1%98.4728.5%1.7%
80Δ95.0523.1%0.5%99.3421.2%0.8%

20Δ

Calls
Pseudo strike
124.75
IV
172.0%
B/E move
30.3%
Puts
Pseudo strike
83.93
IV
139.7%
B/E move
16.5%

25Δ

Calls
Pseudo strike
112.77
IV
126.2%
B/E move
18.0%
Puts
Pseudo strike
88.87
IV
107.2%
B/E move
11.5%

30Δ

Calls
Pseudo strike
106.61
IV
97.7%
B/E move
11.7%
Puts
Pseudo strike
90.65
IV
94.3%
B/E move
9.7%

35Δ

Calls
Pseudo strike
103.26
IV
79.4%
B/E move
8.3%
Puts
Pseudo strike
91.52
IV
87.0%
B/E move
8.8%

40Δ

Calls
Pseudo strike
100.71
IV
64.3%
B/E move
5.7%
Puts
Pseudo strike
92.39
IV
79.7%
B/E move
7.9%

45Δ

Calls
Pseudo strike
99.54
IV
56.6%
B/E move
4.5%
Puts
Pseudo strike
93.26
IV
72.3%
B/E move
7.0%

50Δ

Calls
Pseudo strike
98.90
IV
51.8%
B/E move
3.9%
Puts
Pseudo strike
94.13
IV
65.0%
B/E move
6.1%

55Δ

Calls
Pseudo strike
98.26
IV
47.0%
B/E move
3.4%
Puts
Pseudo strike
95.00
IV
57.7%
B/E move
5.2%

60Δ

Calls
Pseudo strike
97.61
IV
42.2%
B/E move
2.8%
Puts
Pseudo strike
95.87
IV
50.4%
B/E move
4.3%

65Δ

Calls
Pseudo strike
96.97
IV
37.4%
B/E move
2.2%
Puts
Pseudo strike
96.74
IV
43.1%
B/E move
3.4%

70Δ

Calls
Pseudo strike
96.33
IV
32.7%
B/E move
1.6%
Puts
Pseudo strike
97.60
IV
35.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
95.69
IV
27.9%
B/E move
1.1%
Puts
Pseudo strike
98.47
IV
28.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
95.05
IV
23.1%
B/E move
0.5%
Puts
Pseudo strike
99.34
IV
21.2%
B/E move
0.8%

Options history

IV · four-Friday blend24.60%
Daily close
FELE21.6%37.1%52.7%2026-08-14: 29.02%2026-08-17: 32.36%2026-08-20: 50.54%2026-08-21: 23.75%2026-08-24: 23.80%2026-08-25: 25.61%2026-08-26: 25.12%2026-08-27: 25.55%2026-08-28: 24.97%2026-08-31: 24.82%2026-09-01: 25.82%2026-09-02: 27.06%2026-09-03: 25.77%2026-09-04: 25.28%2026-09-08: 27.89%2026-09-09: 29.44%2026-09-10: 31.22%2026-09-11: 31.74%2026-09-18: 26.27%2026-09-21: 26.78%2026-09-22: 27.58%2026-09-23: 28.02%2026-09-29: 29.43%2026-10-01: 29.95%2026-10-02: 26.65%2026-10-05: 27.33%2026-10-06: 26.65%2026-10-16: 27.06%2026-10-19: 27.24%2026-10-20: 27.30%2026-10-21: 27.34%2026-10-22: 28.13%2026-10-23: 28.32%2026-10-26: 28.67%2026-10-27: 28.70%2026-10-28: 24.12%2026-10-29: 24.28%2026-10-30: 24.60%Aug 14Sep 18Oct 30
38 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
29.02%
32.36%
50.54%
23.75%
23.80%
25.61%
25.12%
25.55%
24.97%
24.82%
25.82%
27.06%
25.77%
25.28%
27.89%
29.44%
31.22%
31.74%
26.27%
26.78%
27.58%
28.02%
29.43%
29.95%
26.65%
27.33%
26.65%
27.06%
27.24%
27.30%
27.34%
28.13%
28.32%
28.67%
28.70%
24.12%
24.28%
24.60%