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Franklin FTSE Brazil ETF FLBR

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Market datapartial · fetched 2026-10-22T23:24:25.024Z

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 · 2026-10-22T22:30:00.001196244Z

FundamentalsAlpha Vantage · unavailable

Share price$26.30
1D+0.0%
AH$26.13$26.28$26.42$26.57$26.715:30 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$0.63$1.73$2.82$3.92$5.01$19.64$22.91$26.18$29.45$32.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLBR spot · $26.30FLBR PRICE$1.17$1.40$1.70$2.12$2.48$2.84$3.46$4.04$4.69$0.75$0.99$1.24$1.38$1.71$2.02$2.27$2.57
PutsExpensive2.41×
CallsExpensive1.21×
SkewBearish+3.19 pp
Implied moveBearish±$3.97
TiltBullish29.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.3380.9%17.9%
25Δ23.2679.0%15.3%
30Δ24.0877.9%13.2%
35Δ24.9170.8%10.5%
40Δ27.9660.7%10.7%25.5971.2%9.2%
45Δ27.3761.3%9.4%26.2370.8%7.9%
50Δ26.7963.6%8.3%26.8667.7%6.5%
55Δ26.2168.9%7.7%27.4665.5%5.3%
60Δ25.5970.5%6.7%
65Δ24.9270.5%5.5%
70Δ24.1275.8%4.9%
75Δ23.3077.8%4.0%
80Δ22.4179.0%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.33
IV
80.9%
B/E move
17.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.26
IV
79.0%
B/E move
15.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.08
IV
77.9%
B/E move
13.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.91
IV
70.8%
B/E move
10.5%

40Δ

Calls
Pseudo strike
27.96
IV
60.7%
B/E move
10.7%
Puts
Pseudo strike
25.59
IV
71.2%
B/E move
9.2%

45Δ

Calls
Pseudo strike
27.37
IV
61.3%
B/E move
9.4%
Puts
Pseudo strike
26.23
IV
70.8%
B/E move
7.9%

50Δ

Calls
Pseudo strike
26.79
IV
63.6%
B/E move
8.3%
Puts
Pseudo strike
26.86
IV
67.7%
B/E move
6.5%

55Δ

Calls
Pseudo strike
26.21
IV
68.9%
B/E move
7.7%
Puts
Pseudo strike
27.46
IV
65.5%
B/E move
5.3%

60Δ

Calls
Pseudo strike
25.59
IV
70.5%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.92
IV
70.5%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.12
IV
75.8%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.30
IV
77.8%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.41
IV
79.0%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations