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Franklin FTSE Japan Hedged ETF FLJH

i

Market dataready · fetched 2026-11-13T01:28:38.440Z

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 · 2026-11-13T01:00:00.102395545Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:28:37.820622+00:00

Share price$44.55
1D+0.4%
AH$44.39$44.49$44.58$44.68$44.785:30 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$0.60$1.03$1.45$1.87$2.29$41.67$43.04$44.41$45.78$47.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FLJH spot · $44.55FLJH PRICE$0.65$0.66$0.71$0.77$0.83$0.92$1.02$1.11$1.31$1.59$1.88$2.17$0.65$0.65$0.70$0.74$0.78$0.84$0.90$0.97
Puts——
Calls——
Skew——
Implied moveBalanced±$1.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.4884.6%10.6%
25Δ48.0670.4%9.3%42.0464.0%7.1%
30Δ46.7456.1%6.4%42.9153.9%5.2%
35Δ45.9448.0%4.7%43.4846.9%4.1%
40Δ45.4643.3%3.8%44.0140.4%3.0%
45Δ44.9938.8%2.8%44.2937.4%2.5%
50Δ44.7036.7%2.4%44.5834.3%2.0%
55Δ44.4134.7%2.0%44.8631.3%1.5%
60Δ44.1332.7%1.5%
65Δ43.8031.9%1.2%
70Δ43.4332.1%1.1%
75Δ43.0632.4%0.9%
80Δ42.6932.6%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.48
IV
84.6%
B/E move
10.6%

25Δ

Calls
Pseudo strike
48.06
IV
70.4%
B/E move
9.3%
Puts
Pseudo strike
42.04
IV
64.0%
B/E move
7.1%

30Δ

Calls
Pseudo strike
46.74
IV
56.1%
B/E move
6.4%
Puts
Pseudo strike
42.91
IV
53.9%
B/E move
5.2%

35Δ

Calls
Pseudo strike
45.94
IV
48.0%
B/E move
4.7%
Puts
Pseudo strike
43.48
IV
46.9%
B/E move
4.1%

40Δ

Calls
Pseudo strike
45.46
IV
43.3%
B/E move
3.8%
Puts
Pseudo strike
44.01
IV
40.4%
B/E move
3.0%

45Δ

Calls
Pseudo strike
44.99
IV
38.8%
B/E move
2.8%
Puts
Pseudo strike
44.29
IV
37.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
44.70
IV
36.7%
B/E move
2.4%
Puts
Pseudo strike
44.58
IV
34.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
44.41
IV
34.7%
B/E move
2.0%
Puts
Pseudo strike
44.86
IV
31.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
44.13
IV
32.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
43.80
IV
31.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
43.43
IV
32.1%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
43.06
IV
32.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.69
IV
32.6%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.80%
Daily close
FLJH19.9%33.5%47.2%2026-08-14: 29.05%2026-08-17: 33.05%2026-08-18: 34.95%2026-08-19: 40.44%2026-08-20: 38.90%2026-08-21: 24.03%2026-08-24: 24.47%2026-08-25: 23.85%2026-08-26: 23.51%2026-08-27: 22.65%2026-08-28: 21.74%2026-08-31: 22.55%2026-09-01: 22.32%2026-09-02: 22.66%2026-09-03: 22.61%2026-09-04: 22.67%2026-09-08: 24.96%2026-09-09: 25.24%2026-09-10: 25.91%2026-09-11: 25.67%2026-09-14: 28.90%2026-09-15: 30.89%2026-09-16: 31.28%2026-09-17: 39.28%2026-09-18: 24.34%2026-09-21: 23.60%2026-09-22: 25.05%2026-09-23: 25.47%2026-09-24: 24.70%2026-09-25: 23.92%2026-09-28: 25.33%2026-09-29: 25.66%2026-09-30: 25.52%2026-10-01: 25.83%2026-10-02: 25.66%2026-10-05: 26.37%2026-10-06: 26.23%2026-10-07: 26.50%2026-10-08: 27.83%2026-10-09: 26.95%2026-10-12: 29.99%2026-10-13: 31.39%2026-10-14: 34.32%2026-10-15: 45.29%2026-10-16: 24.11%2026-10-19: 24.71%2026-10-20: 24.85%2026-10-21: 25.11%2026-10-22: 25.06%2026-10-23: 25.17%2026-10-26: 24.69%2026-10-27: 23.65%2026-10-28: 24.25%2026-10-29: 24.21%2026-10-30: 24.80%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
29.05%
33.05%
34.95%
40.44%
38.90%
24.03%
24.47%
23.85%
23.51%
22.65%
21.74%
22.55%
22.32%
22.66%
22.61%
22.67%
24.96%
25.24%
25.91%
25.67%
28.90%
30.89%
31.28%
39.28%
24.34%
23.60%
25.05%
25.47%
24.70%
23.92%
25.33%
25.66%
25.52%
25.83%
25.66%
26.37%
26.23%
26.50%
27.83%
26.95%
29.99%
31.39%
34.32%
45.29%
24.11%
24.71%
24.85%
25.11%
25.06%
25.17%
24.69%
23.65%
24.25%
24.21%
24.80%