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Franklin FTSE Eurozone ETF FLEU

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Market dataready · fetched 2026-10-22T23:45:03.163Z

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 · 2026-10-22T22:30:00.003517702Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:45:01.117738+00:00

Share price$33.61
1D-0.5%
AH$33.62$33.66$33.71$33.76$33.815:30 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$0.71$1.04$1.37$1.70$2.03$29.77$31.76$33.74$35.73$37.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLEU spot · $33.61FLEU PRICE$0.75$0.75$0.75$0.80$0.86$0.93$1.02$1.13$1.24$1.37$1.56$1.75$1.93$0.75$0.77$0.82$0.86$0.92$0.99$1.06$1.13$1.20$1.27$1.34$1.40
PutsExpensive1.66×
CallsExpensive2.24×
SkewBullish-2.75 pp
Implied moveBalanced±$2.08
TiltBullish8.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.6678.7%26.2%29.3865.2%14.8%
25Δ38.1357.6%15.7%30.9351.0%10.3%
30Δ36.3444.7%10.3%31.8942.8%7.6%
35Δ35.3938.1%7.7%32.5337.1%5.8%
40Δ34.7634.0%6.0%33.0832.4%4.3%
45Δ34.2730.9%4.7%33.4329.7%3.5%
50Δ33.8628.5%3.8%33.7927.0%2.6%
55Δ33.5527.1%3.2%34.0824.7%2.0%
60Δ33.2425.6%2.6%34.2822.9%1.6%
65Δ32.9324.4%2.0%34.4721.1%1.2%
70Δ32.6323.7%1.7%34.6719.3%0.8%
75Δ32.3323.1%1.4%34.8717.5%0.4%
80Δ32.0322.5%1.0%

20Δ

Calls
Pseudo strike
41.66
IV
78.7%
B/E move
26.2%
Puts
Pseudo strike
29.38
IV
65.2%
B/E move
14.8%

25Δ

Calls
Pseudo strike
38.13
IV
57.6%
B/E move
15.7%
Puts
Pseudo strike
30.93
IV
51.0%
B/E move
10.3%

30Δ

Calls
Pseudo strike
36.34
IV
44.7%
B/E move
10.3%
Puts
Pseudo strike
31.89
IV
42.8%
B/E move
7.6%

35Δ

Calls
Pseudo strike
35.39
IV
38.1%
B/E move
7.7%
Puts
Pseudo strike
32.53
IV
37.1%
B/E move
5.8%

40Δ

Calls
Pseudo strike
34.76
IV
34.0%
B/E move
6.0%
Puts
Pseudo strike
33.08
IV
32.4%
B/E move
4.3%

45Δ

Calls
Pseudo strike
34.27
IV
30.9%
B/E move
4.7%
Puts
Pseudo strike
33.43
IV
29.7%
B/E move
3.5%

50Δ

Calls
Pseudo strike
33.86
IV
28.5%
B/E move
3.8%
Puts
Pseudo strike
33.79
IV
27.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
33.55
IV
27.1%
B/E move
3.2%
Puts
Pseudo strike
34.08
IV
24.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
33.24
IV
25.6%
B/E move
2.6%
Puts
Pseudo strike
34.28
IV
22.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
32.93
IV
24.4%
B/E move
2.0%
Puts
Pseudo strike
34.47
IV
21.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
32.63
IV
23.7%
B/E move
1.7%
Puts
Pseudo strike
34.67
IV
19.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
32.33
IV
23.1%
B/E move
1.4%
Puts
Pseudo strike
34.87
IV
17.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
32.03
IV
22.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations