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Franklin FTSE Asia ex Japan ETF FLAX

i

Market dataready · fetched 2026-11-11T13:56:23.249Z

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 · 2026-11-11T01:00:00.086890496Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:56:22.820153+00:00

Share price$33.10
1D+0.0%
AH$32.94$33.08$33.22$33.35$33.495:30 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$0.50$0.95$1.40$1.86$2.31$30.15$31.72$33.29$34.86$36.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FLAX spot · $33.10FLAX PRICE$0.55$0.55$0.59$0.64$0.69$0.76$0.82$0.91$1.08$1.26$1.43$1.75$2.18$0.59$0.60$0.63$0.67$0.73$0.79$0.85$0.91$0.98$1.04$1.11
Puts——
CallsExpensive1.55×
Skew——
Implied moveBalanced±$1.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.44100.7%17.8%29.5493.4%12.5%
25Δ36.1674.2%10.9%30.8572.2%8.6%
30Δ35.1062.4%7.8%31.6160.4%6.4%
35Δ34.4554.7%6.0%32.1652.3%4.9%
40Δ33.9148.2%4.5%32.5447.4%3.9%
45Δ33.5944.7%3.8%32.9142.4%2.9%
50Δ33.2641.1%3.0%33.1539.3%2.4%
55Δ32.9438.3%2.3%33.3536.7%2.0%
60Δ32.6738.8%2.0%33.5534.1%1.6%
65Δ32.3939.2%1.7%33.7531.5%1.2%
70Δ32.1239.7%1.3%33.9528.9%0.8%
75Δ31.7242.1%1.1%
80Δ31.2245.9%0.9%

20Δ

Calls
Pseudo strike
38.44
IV
100.7%
B/E move
17.8%
Puts
Pseudo strike
29.54
IV
93.4%
B/E move
12.5%

25Δ

Calls
Pseudo strike
36.16
IV
74.2%
B/E move
10.9%
Puts
Pseudo strike
30.85
IV
72.2%
B/E move
8.6%

30Δ

Calls
Pseudo strike
35.10
IV
62.4%
B/E move
7.8%
Puts
Pseudo strike
31.61
IV
60.4%
B/E move
6.4%

35Δ

Calls
Pseudo strike
34.45
IV
54.7%
B/E move
6.0%
Puts
Pseudo strike
32.16
IV
52.3%
B/E move
4.9%

40Δ

Calls
Pseudo strike
33.91
IV
48.2%
B/E move
4.5%
Puts
Pseudo strike
32.54
IV
47.4%
B/E move
3.9%

45Δ

Calls
Pseudo strike
33.59
IV
44.7%
B/E move
3.8%
Puts
Pseudo strike
32.91
IV
42.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
33.26
IV
41.1%
B/E move
3.0%
Puts
Pseudo strike
33.15
IV
39.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
32.94
IV
38.3%
B/E move
2.3%
Puts
Pseudo strike
33.35
IV
36.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
32.67
IV
38.8%
B/E move
2.0%
Puts
Pseudo strike
33.55
IV
34.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
32.39
IV
39.2%
B/E move
1.7%
Puts
Pseudo strike
33.75
IV
31.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
32.12
IV
39.7%
B/E move
1.3%
Puts
Pseudo strike
33.95
IV
28.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
31.72
IV
42.1%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.22
IV
45.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.59%
Daily close
FLAX21.4%41.8%62.2%2026-08-13: 34.12%2026-08-14: 34.53%2026-08-17: 36.81%2026-08-18: 39.64%2026-08-19: 43.20%2026-08-20: 41.96%2026-08-21: 25.82%2026-08-24: 26.25%2026-08-25: 25.64%2026-08-26: 25.18%2026-08-27: 24.93%2026-08-28: 24.50%2026-08-31: 25.12%2026-09-01: 25.05%2026-09-02: 25.25%2026-09-03: 24.40%2026-09-04: 24.25%2026-09-08: 27.02%2026-09-09: 27.65%2026-09-10: 28.40%2026-09-11: 28.32%2026-09-14: 32.27%2026-09-15: 34.33%2026-09-16: 35.54%2026-09-17: 42.79%2026-09-18: 25.81%2026-09-21: 25.95%2026-09-22: 25.85%2026-09-23: 26.11%2026-09-24: 26.44%2026-09-25: 26.62%2026-09-28: 26.83%2026-09-29: 26.63%2026-09-30: 27.39%2026-10-01: 26.92%2026-10-02: 26.57%2026-10-05: 27.27%2026-10-06: 27.36%2026-10-07: 27.40%2026-10-08: 28.07%2026-10-09: 28.81%2026-10-12: 30.92%2026-10-13: 33.14%2026-10-15: 59.37%2026-10-16: 26.60%2026-10-19: 27.13%2026-10-20: 26.80%2026-10-21: 26.81%2026-10-22: 28.78%2026-10-23: 28.27%2026-10-26: 28.50%2026-10-27: 28.01%2026-10-28: 28.17%2026-10-29: 28.93%2026-10-30: 29.59%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
34.12%
34.53%
36.81%
39.64%
43.20%
41.96%
25.82%
26.25%
25.64%
25.18%
24.93%
24.50%
25.12%
25.05%
25.25%
24.40%
24.25%
27.02%
27.65%
28.40%
28.32%
32.27%
34.33%
35.54%
42.79%
25.81%
25.95%
25.85%
26.11%
26.44%
26.62%
26.83%
26.63%
27.39%
26.92%
26.57%
27.27%
27.36%
27.40%
28.07%
28.81%
30.92%
33.14%
59.37%
26.60%
27.13%
26.80%
26.81%
28.78%
28.27%
28.50%
28.01%
28.17%
28.93%
29.59%