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Franklin FTSE Europe ETF FLEE

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Market datapartial · fetched 2026-10-22T23:45:07.624Z

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 · 2026-10-22T22:30:00.00173477Z

FundamentalsAlpha Vantage · unavailable

Share price$37.84
1D-0.1%
AH$37.71$37.78$37.84$37.90$37.975:30 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$0.57$0.88$1.20$1.52$1.84$34.58$36.23$37.87$39.52$41.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLEE spot · $37.84FLEE PRICE$0.60$0.60$0.63$0.68$0.73$0.80$0.87$0.94$1.02$1.10$1.18$1.36$1.72$0.60$0.65$0.70$0.74$0.81$0.87$0.94$1.01$1.08$1.15$1.22$1.34$1.75
PutsExpensive1.64×
CallsExpensive1.69×
SkewBullish-0.69 pp
Implied moveBearish±$1.80
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.7054.3%17.1%34.2047.9%11.2%
25Δ41.2540.1%10.6%35.4538.9%8.0%
30Δ40.0032.4%7.4%36.2833.1%5.9%
35Δ39.3228.4%5.7%36.9228.5%4.4%
40Δ38.8025.4%4.5%37.3225.9%3.5%
45Δ38.4323.3%3.7%37.6923.5%2.7%
50Δ38.0521.2%2.9%38.0321.3%2.0%
55Δ37.8119.8%2.4%38.2319.8%1.6%
60Δ37.5918.5%2.0%38.4318.4%1.3%
65Δ37.3617.3%1.6%38.6317.0%0.9%
70Δ37.1416.0%1.3%38.8315.6%0.6%
75Δ36.8515.7%1.0%39.0714.6%0.3%
80Δ36.4416.9%0.8%39.5215.9%0.2%

20Δ

Calls
Pseudo strike
43.70
IV
54.3%
B/E move
17.1%
Puts
Pseudo strike
34.20
IV
47.9%
B/E move
11.2%

25Δ

Calls
Pseudo strike
41.25
IV
40.1%
B/E move
10.6%
Puts
Pseudo strike
35.45
IV
38.9%
B/E move
8.0%

30Δ

Calls
Pseudo strike
40.00
IV
32.4%
B/E move
7.4%
Puts
Pseudo strike
36.28
IV
33.1%
B/E move
5.9%

35Δ

Calls
Pseudo strike
39.32
IV
28.4%
B/E move
5.7%
Puts
Pseudo strike
36.92
IV
28.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
38.80
IV
25.4%
B/E move
4.5%
Puts
Pseudo strike
37.32
IV
25.9%
B/E move
3.5%

45Δ

Calls
Pseudo strike
38.43
IV
23.3%
B/E move
3.7%
Puts
Pseudo strike
37.69
IV
23.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
38.05
IV
21.2%
B/E move
2.9%
Puts
Pseudo strike
38.03
IV
21.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
37.81
IV
19.8%
B/E move
2.4%
Puts
Pseudo strike
38.23
IV
19.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
37.59
IV
18.5%
B/E move
2.0%
Puts
Pseudo strike
38.43
IV
18.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
37.36
IV
17.3%
B/E move
1.6%
Puts
Pseudo strike
38.63
IV
17.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
37.14
IV
16.0%
B/E move
1.3%
Puts
Pseudo strike
38.83
IV
15.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
36.85
IV
15.7%
B/E move
1.0%
Puts
Pseudo strike
39.07
IV
14.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
36.44
IV
16.9%
B/E move
0.8%
Puts
Pseudo strike
39.52
IV
15.9%
B/E move
0.2%

Options history

No recorded observations