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Franklin FTSE Japan ETF FLJP

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Market datapartial · fetched 2026-10-22T21:51:21.680Z

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 · 2026-10-22T20:10:00.002442217Z

FundamentalsAlpha Vantage · unavailable

Share price$40.28
1D-0.4%
AH$40.13$40.21$40.30$40.38$40.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLJP
Sold putSold callAH

Franklin FTSE Japan ETF options

Live interpolated FLJP call and put midpoint premiums by absolute delta.Franklin FTSE Japan ETF$0.33$0.98$1.63$2.27$2.92$36.86$38.58$40.29$42.01$43.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLJP spot · $40.28FLJP PRICE$0.40$0.46$0.52$0.61$0.69$0.83$0.98$1.14$1.34$1.59$1.83$2.22$2.66$0.45$0.50$0.56$0.66$0.76$0.89$1.06$1.22$1.43$1.71$1.99$2.35$2.73
PutsExpensive1.08×
CallsFair1.01×
SkewNeutral-0.24 pp
Implied moveBearish±$2.04
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.9433.3%10.1%37.3234.8%8.5%
25Δ42.8428.5%7.5%38.3628.8%6.0%
30Δ42.0625.0%5.7%39.0425.0%4.5%
35Δ41.6023.6%4.8%39.4323.8%3.7%
40Δ41.1622.2%3.9%39.8222.5%3.0%
45Δ40.8021.9%3.3%40.1721.9%2.5%
50Δ40.4822.1%2.9%40.4921.9%2.1%
55Δ40.1622.3%2.5%40.8021.9%1.7%
60Δ39.8222.6%2.2%41.1422.1%1.4%
65Δ39.4623.1%1.9%41.5322.6%1.1%
70Δ39.1023.6%1.6%41.9123.1%0.9%
75Δ38.6124.7%1.4%42.3723.4%0.6%
80Δ38.0826.0%1.1%42.8523.7%0.4%

20Δ

Calls
Pseudo strike
43.94
IV
33.3%
B/E move
10.1%
Puts
Pseudo strike
37.32
IV
34.8%
B/E move
8.5%

25Δ

Calls
Pseudo strike
42.84
IV
28.5%
B/E move
7.5%
Puts
Pseudo strike
38.36
IV
28.8%
B/E move
6.0%

30Δ

Calls
Pseudo strike
42.06
IV
25.0%
B/E move
5.7%
Puts
Pseudo strike
39.04
IV
25.0%
B/E move
4.5%

35Δ

Calls
Pseudo strike
41.60
IV
23.6%
B/E move
4.8%
Puts
Pseudo strike
39.43
IV
23.8%
B/E move
3.7%

40Δ

Calls
Pseudo strike
41.16
IV
22.2%
B/E move
3.9%
Puts
Pseudo strike
39.82
IV
22.5%
B/E move
3.0%

45Δ

Calls
Pseudo strike
40.80
IV
21.9%
B/E move
3.3%
Puts
Pseudo strike
40.17
IV
21.9%
B/E move
2.5%

50Δ

Calls
Pseudo strike
40.48
IV
22.1%
B/E move
2.9%
Puts
Pseudo strike
40.49
IV
21.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
40.16
IV
22.3%
B/E move
2.5%
Puts
Pseudo strike
40.80
IV
21.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
39.82
IV
22.6%
B/E move
2.2%
Puts
Pseudo strike
41.14
IV
22.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
39.46
IV
23.1%
B/E move
1.9%
Puts
Pseudo strike
41.53
IV
22.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
39.10
IV
23.6%
B/E move
1.6%
Puts
Pseudo strike
41.91
IV
23.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
38.61
IV
24.7%
B/E move
1.4%
Puts
Pseudo strike
42.37
IV
23.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
38.08
IV
26.0%
B/E move
1.1%
Puts
Pseudo strike
42.85
IV
23.7%
B/E move
0.4%

Options history

No recorded observations