IntraAlpha
Create free account Start free

Franklin FTSE Mexico ETF FLMX

i

Market datapartial · fetched 2026-11-12T16:42:02.631Z

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 · 2026-11-12T16:38:03.17208864Z

FundamentalsAlpha Vantage · unavailable

Share price$38.04
1D+0.6%
$37.73$37.81$37.89$37.98$38.065:30 AM6:30 AM9:00 AM1:00 PMFLMX
Sold putSold call

Franklin FTSE Mexico ETF options

Live interpolated FLMX call and put midpoint premiums by absolute delta.Franklin FTSE Mexico ETF$0.62$1.35$2.08$2.80$3.53$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFLMX PRICE$0.70$0.79$0.83$0.88$0.93$0.97$1.02$1.07$1.11$1.16$1.21$1.33$2.33$3.32
PutsExpensive4.71×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.98119.6%20.1%28.91181.9%26.1%
25Δ29.93166.6%23.5%
30Δ30.95151.3%21.0%
35Δ31.96136.0%18.4%
40Δ32.98120.8%15.9%
45Δ34.00105.5%13.3%
50Δ35.0190.2%10.8%
55Δ36.0375.0%8.2%
60Δ37.0559.7%5.7%
65Δ38.0644.4%3.1%
70Δ39.0831.2%0.8%
75Δ40.0942.2%0.7%
80Δ41.1153.1%0.7%

20Δ

Calls
Pseudo strike
44.98
IV
119.6%
B/E move
20.1%
Puts
Pseudo strike
28.91
IV
181.9%
B/E move
26.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.93
IV
166.6%
B/E move
23.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.95
IV
151.3%
B/E move
21.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.96
IV
136.0%
B/E move
18.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.98
IV
120.8%
B/E move
15.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.00
IV
105.5%
B/E move
13.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.01
IV
90.2%
B/E move
10.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.03
IV
75.0%
B/E move
8.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.05
IV
59.7%
B/E move
5.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.06
IV
44.4%
B/E move
3.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.08
IV
31.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.09
IV
42.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.11
IV
53.1%
B/E move
0.7%

Options history

IV · four-Friday blend27.56%
Daily close
FLMX22.8%37.0%51.2%2026-08-14: 33.35%2026-08-17: 36.18%2026-08-18: 38.25%2026-08-19: 41.53%2026-08-20: 47.13%2026-08-21: 25.44%2026-08-24: 25.77%2026-08-25: 24.76%2026-08-26: 25.80%2026-08-27: 25.74%2026-08-28: 25.76%2026-08-31: 26.42%2026-09-01: 26.02%2026-09-02: 26.69%2026-09-03: 27.04%2026-09-04: 27.53%2026-09-08: 29.20%2026-09-09: 29.76%2026-09-10: 30.01%2026-09-11: 31.17%2026-09-14: 34.30%2026-09-15: 36.89%2026-09-16: 39.40%2026-09-17: 49.23%2026-09-18: 26.64%2026-09-21: 27.14%2026-09-22: 26.04%2026-09-23: 25.59%2026-09-24: 25.14%2026-09-25: 25.40%2026-09-28: 25.81%2026-09-29: 25.06%2026-09-30: 26.22%2026-10-01: 26.25%2026-10-02: 26.93%2026-10-05: 27.53%2026-10-06: 28.14%2026-10-07: 28.38%2026-10-08: 29.33%2026-10-09: 29.89%2026-10-12: 33.62%2026-10-13: 35.83%2026-10-14: 38.83%2026-10-16: 25.99%2026-10-19: 26.16%2026-10-20: 27.58%2026-10-21: 26.11%2026-10-22: 26.15%2026-10-23: 26.62%2026-10-26: 26.65%2026-10-27: 27.34%2026-10-28: 27.28%2026-10-29: 27.95%2026-10-30: 27.56%Aug 14Sep 22Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
33.35%
36.18%
38.25%
41.53%
47.13%
25.44%
25.77%
24.76%
25.80%
25.74%
25.76%
26.42%
26.02%
26.69%
27.04%
27.53%
29.20%
29.76%
30.01%
31.17%
34.30%
36.89%
39.40%
49.23%
26.64%
27.14%
26.04%
25.59%
25.14%
25.40%
25.81%
25.06%
26.22%
26.25%
26.93%
27.53%
28.14%
28.38%
29.33%
29.89%
33.62%
35.83%
38.83%
25.99%
26.16%
27.58%
26.11%
26.15%
26.62%
26.65%
27.34%
27.28%
27.95%
27.56%