IntraAlpha
Create free account Start free

Franklin FTSE Japan Hedged ETF FLJH

i

Market datapartial · fetched 2026-10-22T23:24:21.864Z

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 · 2026-10-22T22:30:00.003039597Z

FundamentalsAlpha Vantage · unavailable

Share price$44.94
1D-0.6%
AH$44.82$44.94$45.07$45.19$45.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLJH
Sold putSold callAH

Franklin FTSE Japan Hedged ETF options

Live interpolated FLJH call and put midpoint premiums by absolute delta.Franklin FTSE Japan Hedged ETF$0.66$1.38$2.11$2.83$3.55$40.54$42.76$44.98$47.20$49.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLJH spot · $44.94FLJH PRICE$0.75$0.81$0.89$0.99$1.09$1.18$1.34$1.58$1.82$2.32$2.83$3.34$0.74$0.80$0.90$0.97$1.07$1.18$1.29$1.40$1.52$1.73$2.02$2.31$2.81
PutsExpensive1.10×
CallsExpensive1.19×
SkewBullish-0.56 pp
Implied moveBearish±$2.46
TiltBalanced0.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.5249.1%11.5%
25Δ49.1941.9%11.1%42.0540.3%8.2%
30Δ47.8135.7%8.2%43.0135.5%6.3%
35Δ46.8731.5%6.3%43.7431.3%4.8%
40Δ46.2228.9%5.0%44.3128.4%3.8%
45Δ45.7026.6%4.1%44.7826.3%3.0%
50Δ45.2524.4%3.3%45.1824.5%2.3%
55Δ44.8223.4%2.7%45.5123.0%1.9%
60Δ44.4223.8%2.3%45.8421.4%1.4%
65Δ44.0224.2%2.0%46.2120.8%1.0%
70Δ43.4025.8%1.7%46.6120.9%0.8%
75Δ42.7827.5%1.5%47.0221.1%0.5%
80Δ42.1629.2%1.2%47.6121.8%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.52
IV
49.1%
B/E move
11.5%

25Δ

Calls
Pseudo strike
49.19
IV
41.9%
B/E move
11.1%
Puts
Pseudo strike
42.05
IV
40.3%
B/E move
8.2%

30Δ

Calls
Pseudo strike
47.81
IV
35.7%
B/E move
8.2%
Puts
Pseudo strike
43.01
IV
35.5%
B/E move
6.3%

35Δ

Calls
Pseudo strike
46.87
IV
31.5%
B/E move
6.3%
Puts
Pseudo strike
43.74
IV
31.3%
B/E move
4.8%

40Δ

Calls
Pseudo strike
46.22
IV
28.9%
B/E move
5.0%
Puts
Pseudo strike
44.31
IV
28.4%
B/E move
3.8%

45Δ

Calls
Pseudo strike
45.70
IV
26.6%
B/E move
4.1%
Puts
Pseudo strike
44.78
IV
26.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
45.25
IV
24.4%
B/E move
3.3%
Puts
Pseudo strike
45.18
IV
24.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
44.82
IV
23.4%
B/E move
2.7%
Puts
Pseudo strike
45.51
IV
23.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
44.42
IV
23.8%
B/E move
2.3%
Puts
Pseudo strike
45.84
IV
21.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
44.02
IV
24.2%
B/E move
2.0%
Puts
Pseudo strike
46.21
IV
20.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
43.40
IV
25.8%
B/E move
1.7%
Puts
Pseudo strike
46.61
IV
20.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
42.78
IV
27.5%
B/E move
1.5%
Puts
Pseudo strike
47.02
IV
21.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
42.16
IV
29.2%
B/E move
1.2%
Puts
Pseudo strike
47.61
IV
21.8%
B/E move
0.3%

Options history

No recorded observations