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Franklin FTSE Europe ETF FLEE

i

Market dataready · fetched 2026-11-12T02:30:46.065Z

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 · 2026-11-12T01:00:00.138955324Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:30:45.776530+00:00

Share price$38.99
1D+0.2%
AH$38.80$38.86$38.93$38.99$39.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLEE
Sold putSold callAH

Franklin FTSE Europe ETF options

Live interpolated FLEE call and put midpoint premiums by absolute delta.Franklin FTSE Europe ETF$0.55$0.82$1.09$1.36$1.63$36.07$37.53$38.99$40.45$41.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLEE spot · $38.99FLEE PRICE$0.57$0.57$0.58$0.60$0.64$0.68$0.73$0.79$0.85$0.90$0.96$1.02$1.08$0.57$0.59$0.62$0.66$0.70$0.75$0.80$0.88$0.95$1.03$1.10$1.19$1.56
PutsExpensive2.21×
CallsExpensive1.25×
SkewNeutral+0.12 pp
Implied moveBearish±$1.53
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.4291.2%15.4%35.3980.7%10.7%
25Δ42.1267.3%9.5%36.6963.1%7.4%
30Δ40.9052.6%6.4%37.4852.7%5.5%
35Δ40.1943.8%4.6%38.0744.9%4.0%
40Δ39.7638.8%3.6%38.4240.4%3.3%
45Δ39.4435.2%2.9%38.7735.8%2.5%
50Δ39.1131.6%2.2%39.0632.2%1.9%
55Δ38.9029.1%1.8%39.2530.3%1.6%
60Δ38.7427.1%1.5%39.4428.4%1.3%
65Δ38.5925.2%1.3%39.6326.5%1.0%
70Δ38.4323.2%1.0%39.8224.6%0.7%
75Δ38.2821.2%0.8%40.0122.8%0.4%
80Δ38.1219.3%0.5%40.4224.7%0.3%

20Δ

Calls
Pseudo strike
44.42
IV
91.2%
B/E move
15.4%
Puts
Pseudo strike
35.39
IV
80.7%
B/E move
10.7%

25Δ

Calls
Pseudo strike
42.12
IV
67.3%
B/E move
9.5%
Puts
Pseudo strike
36.69
IV
63.1%
B/E move
7.4%

30Δ

Calls
Pseudo strike
40.90
IV
52.6%
B/E move
6.4%
Puts
Pseudo strike
37.48
IV
52.7%
B/E move
5.5%

35Δ

Calls
Pseudo strike
40.19
IV
43.8%
B/E move
4.6%
Puts
Pseudo strike
38.07
IV
44.9%
B/E move
4.0%

40Δ

Calls
Pseudo strike
39.76
IV
38.8%
B/E move
3.6%
Puts
Pseudo strike
38.42
IV
40.4%
B/E move
3.3%

45Δ

Calls
Pseudo strike
39.44
IV
35.2%
B/E move
2.9%
Puts
Pseudo strike
38.77
IV
35.8%
B/E move
2.5%

50Δ

Calls
Pseudo strike
39.11
IV
31.6%
B/E move
2.2%
Puts
Pseudo strike
39.06
IV
32.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
38.90
IV
29.1%
B/E move
1.8%
Puts
Pseudo strike
39.25
IV
30.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
38.74
IV
27.1%
B/E move
1.5%
Puts
Pseudo strike
39.44
IV
28.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
38.59
IV
25.2%
B/E move
1.3%
Puts
Pseudo strike
39.63
IV
26.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
38.43
IV
23.2%
B/E move
1.0%
Puts
Pseudo strike
39.82
IV
24.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
38.28
IV
21.2%
B/E move
0.8%
Puts
Pseudo strike
40.01
IV
22.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
38.12
IV
19.3%
B/E move
0.5%
Puts
Pseudo strike
40.42
IV
24.7%
B/E move
0.3%

Options history

IV · four-Friday blend20.76%
Daily close
FLEE16.8%30.9%45.0%2026-08-13: 21.98%2026-08-14: 22.39%2026-08-17: 24.98%2026-08-18: 26.67%2026-08-19: 29.33%2026-08-20: 35.09%2026-08-21: 19.75%2026-08-24: 19.69%2026-08-25: 18.87%2026-08-26: 18.76%2026-08-27: 19.57%2026-08-28: 19.24%2026-08-31: 19.68%2026-09-01: 20.10%2026-09-02: 20.52%2026-09-03: 20.24%2026-09-04: 20.31%2026-09-08: 21.63%2026-09-09: 22.76%2026-09-10: 23.31%2026-09-11: 24.06%2026-09-14: 26.35%2026-09-15: 29.18%2026-09-16: 31.60%2026-09-17: 35.96%2026-09-18: 19.93%2026-09-21: 19.84%2026-09-22: 19.11%2026-09-23: 19.29%2026-09-24: 19.95%2026-09-25: 19.51%2026-09-28: 19.96%2026-09-29: 20.47%2026-09-30: 20.65%2026-10-01: 21.47%2026-10-02: 21.44%2026-10-05: 22.24%2026-10-06: 22.24%2026-10-07: 23.58%2026-10-08: 23.69%2026-10-09: 24.02%2026-10-12: 27.04%2026-10-13: 27.73%2026-10-14: 31.71%2026-10-15: 43.06%2026-10-16: 19.11%2026-10-19: 19.72%2026-10-20: 19.43%2026-10-21: 19.43%2026-10-22: 19.90%2026-10-23: 20.41%2026-10-26: 20.55%2026-10-27: 20.48%2026-10-28: 20.39%2026-10-29: 20.18%2026-10-30: 20.76%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.98%
22.39%
24.98%
26.67%
29.33%
35.09%
19.75%
19.69%
18.87%
18.76%
19.57%
19.24%
19.68%
20.10%
20.52%
20.24%
20.31%
21.63%
22.76%
23.31%
24.06%
26.35%
29.18%
31.60%
35.96%
19.93%
19.84%
19.11%
19.29%
19.95%
19.51%
19.96%
20.47%
20.65%
21.47%
21.44%
22.24%
22.24%
23.58%
23.69%
24.02%
27.04%
27.73%
31.71%
43.06%
19.11%
19.72%
19.43%
19.43%
19.90%
20.41%
20.55%
20.48%
20.39%
20.18%
20.76%