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Franklin FTSE Japan ETF FLJP

i

Market dataready · fetched 2026-11-12T03:15:27.044Z

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 · 2026-11-12T01:00:00.138921648Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:15:26.579186+00:00

Share price$39.28
1D+0.2%
AH$38.90$39.00$39.11$39.21$39.315:30 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$0.30$0.80$1.31$1.82$2.33$36.76$38.06$39.36$40.67$41.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLJP spot · $39.28FLJP PRICE$0.35$0.37$0.39$0.42$0.46$0.49$0.53$0.57$0.61$0.70$0.82$0.94$1.06$0.39$0.41$0.44$0.48$0.51$0.60$0.71$0.82$0.93$1.04$1.36$1.70$2.18
PutsFair1.02×
CallsCheap0.75×
SkewBearish+6.30 pp
Implied moveBearish±$1.24
TiltBearish20.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.3654.0%8.7%36.6755.9%7.6%
25Δ41.2242.5%5.9%37.5744.9%5.4%
30Δ40.6135.9%4.4%38.1637.6%4.0%
35Δ40.1130.4%3.2%38.5233.4%3.1%
40Δ39.8527.5%2.6%38.8829.2%2.3%
45Δ39.6525.5%2.2%39.1427.7%1.9%
50Δ39.4623.4%1.8%39.3527.4%1.6%
55Δ39.2721.3%1.4%39.5627.0%1.4%
60Δ39.0719.2%1.0%39.7726.7%1.1%
65Δ38.9018.1%0.8%39.9926.4%0.9%
70Δ38.7317.6%0.7%40.3628.7%0.7%
75Δ38.5717.1%0.6%40.7431.2%0.6%
80Δ38.4016.6%0.5%41.2734.9%0.5%

20Δ

Calls
Pseudo strike
42.36
IV
54.0%
B/E move
8.7%
Puts
Pseudo strike
36.67
IV
55.9%
B/E move
7.6%

25Δ

Calls
Pseudo strike
41.22
IV
42.5%
B/E move
5.9%
Puts
Pseudo strike
37.57
IV
44.9%
B/E move
5.4%

30Δ

Calls
Pseudo strike
40.61
IV
35.9%
B/E move
4.4%
Puts
Pseudo strike
38.16
IV
37.6%
B/E move
4.0%

35Δ

Calls
Pseudo strike
40.11
IV
30.4%
B/E move
3.2%
Puts
Pseudo strike
38.52
IV
33.4%
B/E move
3.1%

40Δ

Calls
Pseudo strike
39.85
IV
27.5%
B/E move
2.6%
Puts
Pseudo strike
38.88
IV
29.2%
B/E move
2.3%

45Δ

Calls
Pseudo strike
39.65
IV
25.5%
B/E move
2.2%
Puts
Pseudo strike
39.14
IV
27.7%
B/E move
1.9%

50Δ

Calls
Pseudo strike
39.46
IV
23.4%
B/E move
1.8%
Puts
Pseudo strike
39.35
IV
27.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
39.27
IV
21.3%
B/E move
1.4%
Puts
Pseudo strike
39.56
IV
27.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
39.07
IV
19.2%
B/E move
1.0%
Puts
Pseudo strike
39.77
IV
26.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
38.90
IV
18.1%
B/E move
0.8%
Puts
Pseudo strike
39.99
IV
26.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
38.73
IV
17.6%
B/E move
0.7%
Puts
Pseudo strike
40.36
IV
28.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
38.57
IV
17.1%
B/E move
0.6%
Puts
Pseudo strike
40.74
IV
31.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
38.40
IV
16.6%
B/E move
0.5%
Puts
Pseudo strike
41.27
IV
34.9%
B/E move
0.5%

Options history

IV · four-Friday blend21.73%
Daily close
FLJP18.7%25.3%31.9%2026-08-13: 23.89%2026-08-14: 24.35%2026-08-17: 25.97%2026-08-18: 28.85%2026-08-19: 31.02%2026-08-21: 23.27%2026-08-24: 23.42%2026-08-25: 22.71%2026-08-26: 22.50%2026-08-27: 21.47%2026-08-28: 20.26%2026-08-31: 19.82%2026-09-01: 20.43%2026-09-02: 20.01%2026-09-03: 20.14%2026-09-04: 19.87%2026-09-08: 22.62%2026-09-09: 22.41%2026-09-10: 21.93%2026-09-11: 19.81%2026-09-14: 23.09%2026-09-15: 25.90%2026-09-16: 27.18%2026-09-17: 26.23%2026-09-18: 21.29%2026-09-21: 20.60%2026-09-22: 19.59%2026-09-23: 20.37%2026-09-24: 20.37%2026-09-25: 19.86%2026-09-28: 20.06%2026-09-29: 20.06%2026-09-30: 20.41%2026-10-01: 21.10%2026-10-02: 20.12%2026-10-05: 20.41%2026-10-06: 20.81%2026-10-07: 21.49%2026-10-08: 21.72%2026-10-09: 22.06%2026-10-12: 23.82%2026-10-13: 24.78%2026-10-14: 26.19%2026-10-16: 21.58%2026-10-19: 21.90%2026-10-20: 21.94%2026-10-21: 21.54%2026-10-22: 21.43%2026-10-23: 22.12%2026-10-26: 21.18%2026-10-27: 20.84%2026-10-28: 21.09%2026-10-29: 21.07%2026-10-30: 21.73%Aug 13Sep 22Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
23.89%
24.35%
25.97%
28.85%
31.02%
23.27%
23.42%
22.71%
22.50%
21.47%
20.26%
19.82%
20.43%
20.01%
20.14%
19.87%
22.62%
22.41%
21.93%
19.81%
23.09%
25.90%
27.18%
26.23%
21.29%
20.60%
19.59%
20.37%
20.37%
19.86%
20.06%
20.06%
20.41%
21.10%
20.12%
20.41%
20.81%
21.49%
21.72%
22.06%
23.82%
24.78%
26.19%
21.58%
21.90%
21.94%
21.54%
21.43%
22.12%
21.18%
20.84%
21.09%
21.07%
21.73%