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Franklin Electric Co., Inc. Common Stock FELE

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Market datapartial · fetched 2026-10-23T19:52:00.834Z

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 · 2026-10-23T19:51:56.536893666Z

FundamentalsAlpha Vantage · unavailable

Share price$98.71
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$1.92$4.27$6.62$8.96$11.31$84.77$91.77$98.77$105.77$112.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FELE spot · $98.70FELE PRICE$2.18$2.45$2.46$2.53$2.71$2.90$3.35$4.00$4.65$5.31$6.11$7.63$9.16$2.45$2.48$2.48$2.67$3.18$3.70$4.21$4.87$5.65$6.42$7.19$8.66$10.63
PutsExpensive1.42×
CallsExpensive1.74×
SkewBullish-0.48 pp
Implied moveBearish±$7.56
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.7075.4%24.5%85.2572.9%16.1%
25Δ114.0165.9%18.0%90.1856.2%11.1%
30Δ108.0351.4%11.9%93.1445.7%8.1%
35Δ104.4442.3%8.4%95.4938.7%6.0%
40Δ102.6237.8%6.7%96.8137.8%5.1%
45Δ100.7933.4%5.0%98.1336.9%4.3%
50Δ99.3531.6%4.0%99.4536.0%3.5%
55Δ98.2231.9%3.6%100.7335.4%2.9%
60Δ97.0832.2%3.1%101.9834.9%2.4%
65Δ95.9432.5%2.6%103.2434.4%1.9%
70Δ94.6933.1%2.1%104.4933.9%1.4%
75Δ92.8535.3%1.8%106.3434.7%1.0%
80Δ91.0237.4%1.5%108.6036.5%0.7%

20Δ

Calls
Pseudo strike
120.70
IV
75.4%
B/E move
24.5%
Puts
Pseudo strike
85.25
IV
72.9%
B/E move
16.1%

25Δ

Calls
Pseudo strike
114.01
IV
65.9%
B/E move
18.0%
Puts
Pseudo strike
90.18
IV
56.2%
B/E move
11.1%

30Δ

Calls
Pseudo strike
108.03
IV
51.4%
B/E move
11.9%
Puts
Pseudo strike
93.14
IV
45.7%
B/E move
8.1%

35Δ

Calls
Pseudo strike
104.44
IV
42.3%
B/E move
8.4%
Puts
Pseudo strike
95.49
IV
38.7%
B/E move
6.0%

40Δ

Calls
Pseudo strike
102.62
IV
37.8%
B/E move
6.7%
Puts
Pseudo strike
96.81
IV
37.8%
B/E move
5.1%

45Δ

Calls
Pseudo strike
100.79
IV
33.4%
B/E move
5.0%
Puts
Pseudo strike
98.13
IV
36.9%
B/E move
4.3%

50Δ

Calls
Pseudo strike
99.35
IV
31.6%
B/E move
4.0%
Puts
Pseudo strike
99.45
IV
36.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
98.22
IV
31.9%
B/E move
3.6%
Puts
Pseudo strike
100.73
IV
35.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
97.08
IV
32.2%
B/E move
3.1%
Puts
Pseudo strike
101.98
IV
34.9%
B/E move
2.4%

65Δ

Calls
Pseudo strike
95.94
IV
32.5%
B/E move
2.6%
Puts
Pseudo strike
103.24
IV
34.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
94.69
IV
33.1%
B/E move
2.1%
Puts
Pseudo strike
104.49
IV
33.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
92.85
IV
35.3%
B/E move
1.8%
Puts
Pseudo strike
106.34
IV
34.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
91.02
IV
37.4%
B/E move
1.5%
Puts
Pseudo strike
108.60
IV
36.5%
B/E move
0.7%

Options history

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