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Franklin FTSE India ETF FLIN

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Market datapartial · fetched 2026-10-22T22:31:35.837Z

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 · 2026-10-22T22:30:00.003460498Z

FundamentalsAlpha Vantage · unavailable

Share price$33.88
1D+0.3%
AH$33.69$33.74$33.79$33.84$33.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLIN
Sold putSold callAH

Franklin FTSE India ETF options

Live interpolated FLIN call and put midpoint premiums by absolute delta.Franklin FTSE India ETF$0.64$0.97$1.29$1.62$1.95$30.26$32.08$33.89$35.71$37.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLIN spot · $33.88FLIN PRICE$0.68$0.68$0.69$0.72$0.77$0.83$0.88$0.95$1.02$1.08$1.15$1.22$1.47$0.68$0.71$0.74$0.79$0.86$0.93$1.00$1.08$1.16$1.24$1.32$1.85
PutsExpensive1.15×
CallsFair0.97×
SkewBearish+0.64 pp
Implied moveBearish±$1.88
TiltBalanced0.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.8569.4%22.6%30.0058.5%13.4%
25Δ37.8951.2%13.8%31.3546.9%9.6%
30Δ36.4541.2%9.6%32.2639.0%7.0%
35Δ35.5034.3%6.9%32.9233.6%5.2%
40Δ34.8829.8%5.2%33.3430.5%4.1%
45Δ34.4927.1%4.2%33.7327.6%3.2%
50Δ34.1024.4%3.3%34.0725.2%2.4%
55Δ33.8522.5%2.7%34.3023.5%1.9%
60Δ33.6420.9%2.3%34.5321.9%1.5%
65Δ33.4319.3%1.9%34.7720.3%1.1%
70Δ33.2217.7%1.5%35.0018.7%0.6%
75Δ33.0216.1%1.1%35.5621.8%0.5%
80Δ32.7016.1%0.9%

20Δ

Calls
Pseudo strike
40.85
IV
69.4%
B/E move
22.6%
Puts
Pseudo strike
30.00
IV
58.5%
B/E move
13.4%

25Δ

Calls
Pseudo strike
37.89
IV
51.2%
B/E move
13.8%
Puts
Pseudo strike
31.35
IV
46.9%
B/E move
9.6%

30Δ

Calls
Pseudo strike
36.45
IV
41.2%
B/E move
9.6%
Puts
Pseudo strike
32.26
IV
39.0%
B/E move
7.0%

35Δ

Calls
Pseudo strike
35.50
IV
34.3%
B/E move
6.9%
Puts
Pseudo strike
32.92
IV
33.6%
B/E move
5.2%

40Δ

Calls
Pseudo strike
34.88
IV
29.8%
B/E move
5.2%
Puts
Pseudo strike
33.34
IV
30.5%
B/E move
4.1%

45Δ

Calls
Pseudo strike
34.49
IV
27.1%
B/E move
4.2%
Puts
Pseudo strike
33.73
IV
27.6%
B/E move
3.2%

50Δ

Calls
Pseudo strike
34.10
IV
24.4%
B/E move
3.3%
Puts
Pseudo strike
34.07
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
33.85
IV
22.5%
B/E move
2.7%
Puts
Pseudo strike
34.30
IV
23.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
33.64
IV
20.9%
B/E move
2.3%
Puts
Pseudo strike
34.53
IV
21.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
33.43
IV
19.3%
B/E move
1.9%
Puts
Pseudo strike
34.77
IV
20.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
33.22
IV
17.7%
B/E move
1.5%
Puts
Pseudo strike
35.00
IV
18.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
33.02
IV
16.1%
B/E move
1.1%
Puts
Pseudo strike
35.56
IV
21.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
32.70
IV
16.1%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations