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Franklin FTSE Mexico ETF FLMX

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Market datapartial · fetched 2026-10-23T01:59:21.386Z

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 · 2026-10-23T00:00:00.175820507Z

FundamentalsAlpha Vantage · unavailable

Share price$36.39
1D-0.9%
AH$36.07$36.24$36.41$36.58$36.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLMX
Sold putSold callAH

Franklin FTSE Mexico ETF options

Live interpolated FLMX call and put midpoint premiums by absolute delta.Franklin FTSE Mexico ETF$0.63$1.28$1.93$2.58$3.23$32.30$34.30$36.31$38.31$40.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLMX spot · $36.39FLMX PRICE$0.70$0.71$0.75$0.77$0.86$0.95$1.01$1.08$1.14$1.27$1.40$1.54$1.68$0.71$0.76$0.82$0.89$0.97$1.06$1.14$1.23$1.44$1.69$1.93$2.45$3.05
PutsExpensive1.57×
CallsExpensive1.40×
SkewBearish+1.71 pp
Implied moveBearish±$2.16
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.5667.0%21.6%32.2957.5%13.2%
25Δ40.5850.1%13.4%33.6946.8%9.5%
30Δ39.0540.9%9.4%34.6240.1%7.1%
35Δ38.0733.9%6.7%35.2935.4%5.5%
40Δ37.5331.1%5.5%35.8231.9%4.2%
45Δ37.0228.6%4.3%36.2329.2%3.4%
50Δ36.6926.3%3.6%36.5727.0%2.7%
55Δ36.3724.0%2.9%36.9224.8%1.9%
60Δ36.0421.7%2.2%37.2724.4%1.5%
65Δ35.7920.6%1.8%37.6224.7%1.3%
70Δ35.5419.6%1.5%37.9824.9%1.0%
75Δ35.2918.7%1.2%38.5726.8%0.8%
80Δ35.0417.8%0.9%39.2528.8%0.5%

20Δ

Calls
Pseudo strike
43.56
IV
67.0%
B/E move
21.6%
Puts
Pseudo strike
32.29
IV
57.5%
B/E move
13.2%

25Δ

Calls
Pseudo strike
40.58
IV
50.1%
B/E move
13.4%
Puts
Pseudo strike
33.69
IV
46.8%
B/E move
9.5%

30Δ

Calls
Pseudo strike
39.05
IV
40.9%
B/E move
9.4%
Puts
Pseudo strike
34.62
IV
40.1%
B/E move
7.1%

35Δ

Calls
Pseudo strike
38.07
IV
33.9%
B/E move
6.7%
Puts
Pseudo strike
35.29
IV
35.4%
B/E move
5.5%

40Δ

Calls
Pseudo strike
37.53
IV
31.1%
B/E move
5.5%
Puts
Pseudo strike
35.82
IV
31.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
37.02
IV
28.6%
B/E move
4.3%
Puts
Pseudo strike
36.23
IV
29.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
36.69
IV
26.3%
B/E move
3.6%
Puts
Pseudo strike
36.57
IV
27.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
36.37
IV
24.0%
B/E move
2.9%
Puts
Pseudo strike
36.92
IV
24.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
36.04
IV
21.7%
B/E move
2.2%
Puts
Pseudo strike
37.27
IV
24.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
35.79
IV
20.6%
B/E move
1.8%
Puts
Pseudo strike
37.62
IV
24.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
35.54
IV
19.6%
B/E move
1.5%
Puts
Pseudo strike
37.98
IV
24.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
35.29
IV
18.7%
B/E move
1.2%
Puts
Pseudo strike
38.57
IV
26.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
35.04
IV
17.8%
B/E move
0.9%
Puts
Pseudo strike
39.25
IV
28.8%
B/E move
0.5%

Options history

No recorded observations