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Franklin FTSE Brazil ETF FLBR

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Market datapartial · fetched 2026-10-23T19:41:06.401Z

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 · 2026-10-23T19:39:40.893644507Z

FundamentalsAlpha Vantage · unavailable

Share price$26.76
1D+1.8%
$26.19$26.35$26.51$26.67$26.825:30 AM6:30 AM9:00 AM1:00 PMFLBR
Sold putSold call

Franklin FTSE Brazil ETF options

Live interpolated FLBR call and put midpoint premiums by absolute delta.Franklin FTSE Brazil ETF$0.72$1.30$1.88$2.46$3.04$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFLBR PRICE$1.98$2.43$2.87$0.78$0.99$1.21
PutsExpensive2.69×
CallsExpensive1.14×
SkewBearish+12.82 pp
Implied move——
TiltBullish41.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.2782.4%19.7%
25Δ23.3479.2%16.5%
30Δ24.4176.0%13.3%
35Δ
40Δ
45Δ
50Δ
55Δ26.6062.5%6.8%
60Δ25.9666.4%6.1%
65Δ25.3270.2%5.4%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.27
IV
82.4%
B/E move
19.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.34
IV
79.2%
B/E move
16.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.41
IV
76.0%
B/E move
13.3%

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
26.60
IV
62.5%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
25.96
IV
66.4%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
25.32
IV
70.2%
B/E move
5.4%
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

No recorded observations