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Franklin FTSE Brazil ETF FLBR

i

Market datapartial · fetched 2026-11-13T01:28:51.222Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-13T01:00:00.052921753Z

FundamentalsAlpha Vantage · unavailable

Share price$19.85
1D-1.2%
AH$19.73$19.80$19.87$19.94$20.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLBR
Sold putSold callAH

Franklin FTSE Brazil ETF options

Live interpolated FLBR call and put midpoint premiums by absolute delta.Franklin FTSE Brazil ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFLBR PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.95%
Daily close
FLBR30.8%44.1%57.5%2026-08-17: 39.57%2026-08-18: 43.84%2026-08-21: 33.60%2026-08-24: 33.86%2026-08-25: 34.70%2026-08-26: 35.57%2026-08-27: 35.25%2026-08-28: 34.67%2026-08-31: 35.61%2026-09-01: 36.75%2026-09-02: 38.60%2026-09-03: 37.71%2026-09-04: 36.34%2026-09-08: 38.21%2026-09-09: 38.93%2026-09-10: 39.01%2026-09-11: 39.37%2026-09-14: 43.83%2026-09-15: 45.33%2026-09-17: 53.42%2026-09-18: 40.47%2026-09-21: 41.16%2026-09-22: 42.05%2026-09-23: 41.38%2026-09-24: 41.05%2026-09-25: 41.83%2026-09-28: 42.52%2026-09-29: 44.02%2026-09-30: 43.99%2026-10-01: 44.70%2026-10-02: 45.64%2026-10-06: 32.61%2026-10-07: 34.13%2026-10-08: 34.74%2026-10-09: 34.13%2026-10-12: 37.17%2026-10-13: 39.99%2026-10-15: 55.61%2026-10-16: 45.10%2026-10-19: 45.94%2026-10-20: 45.67%2026-10-21: 46.63%2026-10-22: 50.38%2026-10-23: 49.46%2026-10-27: 33.76%2026-10-28: 33.77%2026-10-29: 33.70%2026-10-30: 32.95%Aug 17Sep 23Oct 30
48 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
39.57%
43.84%
33.60%
33.86%
34.70%
35.57%
35.25%
34.67%
35.61%
36.75%
38.60%
37.71%
36.34%
38.21%
38.93%
39.01%
39.37%
43.83%
45.33%
53.42%
40.47%
41.16%
42.05%
41.38%
41.05%
41.83%
42.52%
44.02%
43.99%
44.70%
45.64%
32.61%
34.13%
34.74%
34.13%
37.17%
39.99%
55.61%
45.10%
45.94%
45.67%
46.63%
50.38%
49.46%
33.76%
33.77%
33.70%
32.95%