IntraAlpha
Create free account Start free

Franklin Electric Co., Inc. Common Stock FELE

i

Market datapartial · fetched 2026-10-23T17:56:10.464Z

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 · 2026-10-23T17:54:11.04108998Z

FundamentalsAlpha Vantage · unavailable

Share price$98.68
1D+0.4%
$98.00$98.28$98.56$98.84$99.125:30 AM6:30 AM9:00 AM1:00 PMFELE
Sold putSold call

Franklin Electric Co., Inc. Common Stock options

Live interpolated FELE call and put midpoint premiums by absolute delta.Franklin Electric Co., Inc. Common Stock$2.18$5.47$8.77$12.06$15.36$82.18$89.43$96.69$103.94$111.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FELE spot · $98.68FELE PRICE$2.60$3.01$3.41$3.82$4.22$4.63$5.03$5.44$6.79$8.31$2.53$3.61$4.69$5.77$6.85$7.93$9.01$10.09$11.17$12.25$13.33$14.41
PutsExpensive1.72×
CallsExpensive1.49×
SkewBearish+14.57 pp
Implied moveBearish±$11.75
TiltBearish36.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ90.1056.7%11.3%
30Δ92.0355.5%10.4%
35Δ104.5843.1%8.6%93.9554.3%9.5%
40Δ103.2441.1%7.7%95.8853.1%8.7%
45Δ101.9039.2%6.7%97.8051.9%7.8%
50Δ100.5637.3%5.8%99.7350.7%7.0%
55Δ99.2235.4%4.8%101.6549.4%6.1%
60Δ97.8933.4%3.9%103.5748.2%5.3%
65Δ96.5531.5%2.9%105.5047.0%4.4%
70Δ95.2129.6%2.0%107.4245.8%3.6%
75Δ93.4831.1%1.6%109.3544.6%2.7%
80Δ91.6933.2%1.3%111.2743.4%1.8%

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
90.10
IV
56.7%
B/E move
11.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.03
IV
55.5%
B/E move
10.4%

35Δ

Calls
Pseudo strike
104.58
IV
43.1%
B/E move
8.6%
Puts
Pseudo strike
93.95
IV
54.3%
B/E move
9.5%

40Δ

Calls
Pseudo strike
103.24
IV
41.1%
B/E move
7.7%
Puts
Pseudo strike
95.88
IV
53.1%
B/E move
8.7%

45Δ

Calls
Pseudo strike
101.90
IV
39.2%
B/E move
6.7%
Puts
Pseudo strike
97.80
IV
51.9%
B/E move
7.8%

50Δ

Calls
Pseudo strike
100.56
IV
37.3%
B/E move
5.8%
Puts
Pseudo strike
99.73
IV
50.7%
B/E move
7.0%

55Δ

Calls
Pseudo strike
99.22
IV
35.4%
B/E move
4.8%
Puts
Pseudo strike
101.65
IV
49.4%
B/E move
6.1%

60Δ

Calls
Pseudo strike
97.89
IV
33.4%
B/E move
3.9%
Puts
Pseudo strike
103.57
IV
48.2%
B/E move
5.3%

65Δ

Calls
Pseudo strike
96.55
IV
31.5%
B/E move
2.9%
Puts
Pseudo strike
105.50
IV
47.0%
B/E move
4.4%

70Δ

Calls
Pseudo strike
95.21
IV
29.6%
B/E move
2.0%
Puts
Pseudo strike
107.42
IV
45.8%
B/E move
3.6%

75Δ

Calls
Pseudo strike
93.48
IV
31.1%
B/E move
1.6%
Puts
Pseudo strike
109.35
IV
44.6%
B/E move
2.7%

80Δ

Calls
Pseudo strike
91.69
IV
33.2%
B/E move
1.3%
Puts
Pseudo strike
111.27
IV
43.4%
B/E move
1.8%

Options history

FELE27.2727.3227.372026-10-20: 27.30%2026-10-21: 27.34%Oct 20Oct 21
Table
DateIV
27.30%
27.34%