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Franklin FTSE Asia ex Japan ETF FLAX

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Market dataready · fetched 2026-10-22T12:34:12.657Z

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 · 2026-10-22T00:00:00.073542172Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:34:09.927006+00:00

Share price$34.45
1D-0.9%
AH$34.31$34.40$34.49$34.57$34.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLAX
Sold putSold callAH

Franklin FTSE Asia ex Japan ETF options

Live interpolated FLAX call and put midpoint premiums by absolute delta.Franklin FTSE Asia ex Japan ETF$0.49$1.05$1.60$2.16$2.72$30.75$32.70$34.65$36.60$38.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLAX spot · $34.45FLAX PRICE$0.55$0.58$0.65$0.72$0.80$0.87$0.98$1.09$1.21$1.43$1.67$1.91$2.56$0.60$0.66$0.72$0.79$0.87$0.96$1.06$1.15$1.33$1.54$1.74$2.09$2.52
PutsExpensive1.26×
CallsExpensive1.73×
SkewBullish-0.90 pp
Implied moveBearish±$2.04
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.8354.2%17.2%30.9251.2%12.0%
25Δ37.8142.7%11.5%32.0942.5%8.7%
30Δ36.7637.0%8.6%32.9136.6%6.6%
35Δ36.0133.1%6.6%33.4533.0%5.2%
40Δ35.5230.3%5.4%33.9629.7%4.0%
45Δ35.0327.5%4.2%34.2927.9%3.3%
50Δ34.6926.4%3.6%34.6126.2%2.6%
55Δ34.3725.3%3.0%34.9324.4%2.0%
60Δ34.0524.2%2.4%35.2423.9%1.6%
65Δ33.7124.4%2.0%35.5623.8%1.2%
70Δ33.3624.8%1.7%35.8823.7%0.9%
75Δ33.0225.2%1.4%36.3124.3%0.7%
80Δ32.3229.2%1.2%36.8225.3%0.4%

20Δ

Calls
Pseudo strike
39.83
IV
54.2%
B/E move
17.2%
Puts
Pseudo strike
30.92
IV
51.2%
B/E move
12.0%

25Δ

Calls
Pseudo strike
37.81
IV
42.7%
B/E move
11.5%
Puts
Pseudo strike
32.09
IV
42.5%
B/E move
8.7%

30Δ

Calls
Pseudo strike
36.76
IV
37.0%
B/E move
8.6%
Puts
Pseudo strike
32.91
IV
36.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
36.01
IV
33.1%
B/E move
6.6%
Puts
Pseudo strike
33.45
IV
33.0%
B/E move
5.2%

40Δ

Calls
Pseudo strike
35.52
IV
30.3%
B/E move
5.4%
Puts
Pseudo strike
33.96
IV
29.7%
B/E move
4.0%

45Δ

Calls
Pseudo strike
35.03
IV
27.5%
B/E move
4.2%
Puts
Pseudo strike
34.29
IV
27.9%
B/E move
3.3%

50Δ

Calls
Pseudo strike
34.69
IV
26.4%
B/E move
3.6%
Puts
Pseudo strike
34.61
IV
26.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
34.37
IV
25.3%
B/E move
3.0%
Puts
Pseudo strike
34.93
IV
24.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
34.05
IV
24.2%
B/E move
2.4%
Puts
Pseudo strike
35.24
IV
23.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
33.71
IV
24.4%
B/E move
2.0%
Puts
Pseudo strike
35.56
IV
23.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
33.36
IV
24.8%
B/E move
1.7%
Puts
Pseudo strike
35.88
IV
23.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
33.02
IV
25.2%
B/E move
1.4%
Puts
Pseudo strike
36.31
IV
24.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
32.32
IV
29.2%
B/E move
1.2%
Puts
Pseudo strike
36.82
IV
25.3%
B/E move
0.4%

Options history

No recorded observations