IntraAlpha
Create free account Start free

Franklin FTSE Eurozone ETF FLEU

i

Market dataready · fetched 2026-11-12T02:18:10.349Z

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 · 2026-11-12T01:00:00.089712504Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:18:10.025146+00:00

Share price$35.05
1D+0.5%
AH$34.79$34.89$34.99$35.09$35.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLEU
Sold putSold callAH

Franklin FTSE Eurozone ETF options

Live interpolated FLEU call and put midpoint premiums by absolute delta.Franklin FTSE Eurozone ETF$0.72$1.00$1.29$1.57$1.86$31.46$33.28$35.11$36.93$38.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLEU spot · $35.05FLEU PRICE$0.75$0.75$0.75$0.76$0.78$0.83$0.87$0.94$1.02$1.10$1.19$1.27$1.44$0.75$0.76$0.79$0.82$0.86$0.89$0.96$1.05$1.15$1.25$1.39$1.58$1.77
PutsExpensive2.52×
CallsExpensive1.76×
SkewBullish-2.18 pp
Implied moveBearish±$1.83
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.86136.2%24.4%30.71113.8%14.5%
25Δ39.45100.0%14.7%32.2987.7%10.0%
30Δ37.6777.5%9.6%33.2672.4%7.4%
35Δ36.6563.1%6.7%33.9861.1%5.4%
40Δ35.9652.9%4.8%34.4053.8%4.3%
45Δ35.5847.7%3.9%34.8246.7%3.2%
50Δ35.2142.5%3.0%35.1442.3%2.5%
55Δ34.9138.5%2.3%35.3840.1%2.0%
60Δ34.7036.3%1.9%35.6337.8%1.6%
65Δ34.4934.0%1.6%35.8835.6%1.2%
70Δ34.2831.7%1.2%36.1333.9%0.9%
75Δ34.0729.4%0.8%36.3932.7%0.7%
80Δ33.8227.7%0.6%36.6531.5%0.5%

20Δ

Calls
Pseudo strike
42.86
IV
136.2%
B/E move
24.4%
Puts
Pseudo strike
30.71
IV
113.8%
B/E move
14.5%

25Δ

Calls
Pseudo strike
39.45
IV
100.0%
B/E move
14.7%
Puts
Pseudo strike
32.29
IV
87.7%
B/E move
10.0%

30Δ

Calls
Pseudo strike
37.67
IV
77.5%
B/E move
9.6%
Puts
Pseudo strike
33.26
IV
72.4%
B/E move
7.4%

35Δ

Calls
Pseudo strike
36.65
IV
63.1%
B/E move
6.7%
Puts
Pseudo strike
33.98
IV
61.1%
B/E move
5.4%

40Δ

Calls
Pseudo strike
35.96
IV
52.9%
B/E move
4.8%
Puts
Pseudo strike
34.40
IV
53.8%
B/E move
4.3%

45Δ

Calls
Pseudo strike
35.58
IV
47.7%
B/E move
3.9%
Puts
Pseudo strike
34.82
IV
46.7%
B/E move
3.2%

50Δ

Calls
Pseudo strike
35.21
IV
42.5%
B/E move
3.0%
Puts
Pseudo strike
35.14
IV
42.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
34.91
IV
38.5%
B/E move
2.3%
Puts
Pseudo strike
35.38
IV
40.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
34.70
IV
36.3%
B/E move
1.9%
Puts
Pseudo strike
35.63
IV
37.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
34.49
IV
34.0%
B/E move
1.6%
Puts
Pseudo strike
35.88
IV
35.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
34.28
IV
31.7%
B/E move
1.2%
Puts
Pseudo strike
36.13
IV
33.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
34.07
IV
29.4%
B/E move
0.8%
Puts
Pseudo strike
36.39
IV
32.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
33.82
IV
27.7%
B/E move
0.6%
Puts
Pseudo strike
36.65
IV
31.5%
B/E move
0.5%

Options history

IV · four-Friday blend28.66%
Daily close
FLEU22.1%39.6%57.0%2026-08-13: 34.25%2026-08-14: 29.84%2026-08-17: 33.12%2026-08-18: 35.00%2026-08-19: 38.99%2026-08-20: 45.67%2026-08-21: 24.52%2026-08-24: 24.67%2026-08-25: 25.03%2026-08-26: 24.86%2026-08-27: 25.24%2026-08-28: 25.10%2026-08-31: 25.92%2026-09-01: 26.46%2026-09-02: 26.89%2026-09-03: 26.90%2026-09-04: 27.10%2026-09-08: 28.85%2026-09-09: 29.25%2026-09-10: 30.36%2026-09-11: 30.42%2026-09-14: 34.25%2026-09-15: 37.61%2026-09-16: 38.89%2026-09-17: 47.03%2026-09-18: 26.16%2026-09-21: 25.89%2026-09-22: 26.66%2026-09-23: 27.01%2026-09-24: 27.79%2026-09-25: 27.48%2026-09-28: 28.06%2026-09-29: 27.81%2026-09-30: 27.97%2026-10-01: 29.23%2026-10-02: 29.70%2026-10-05: 30.86%2026-10-06: 31.21%2026-10-07: 31.46%2026-10-08: 31.09%2026-10-09: 32.38%2026-10-12: 35.51%2026-10-13: 38.72%2026-10-14: 42.04%2026-10-15: 54.59%2026-10-16: 26.49%2026-10-19: 27.04%2026-10-20: 27.42%2026-10-21: 27.24%2026-10-22: 27.47%2026-10-23: 28.60%2026-10-26: 29.01%2026-10-27: 28.33%2026-10-28: 28.15%2026-10-29: 28.62%2026-10-30: 28.66%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
34.25%
29.84%
33.12%
35.00%
38.99%
45.67%
24.52%
24.67%
25.03%
24.86%
25.24%
25.10%
25.92%
26.46%
26.89%
26.90%
27.10%
28.85%
29.25%
30.36%
30.42%
34.25%
37.61%
38.89%
47.03%
26.16%
25.89%
26.66%
27.01%
27.79%
27.48%
28.06%
27.81%
27.97%
29.23%
29.70%
30.86%
31.21%
31.46%
31.09%
32.38%
35.51%
38.72%
42.04%
54.59%
26.49%
27.04%
27.42%
27.24%
27.47%
28.60%
29.01%
28.33%
28.15%
28.62%
28.66%