IntraAlpha
Create free account Start free

Franklin U.S. Large Cap Multifactor Index ETF FLQL

i

Market datapartial · fetched 2026-10-22T15:07:33.277Z

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 · 2026-10-22T15:06:36.525400493Z

FundamentalsAlpha Vantage · unavailable

Share price$77.11
1D-0.5%
$76.98$77.18$77.38$77.58$77.785:30 AM6:30 AM9:00 AM1:00 PMFLQL
Sold putSold call

Franklin U.S. Large Cap Multifactor Index ETF options

Live interpolated FLQL call and put midpoint premiums by absolute delta.Franklin U.S. Large Cap Multifactor Index ETF$1.87$2.99$4.12$5.24$6.36$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFLQL PRICE$4.20$6.04$1.99
PutsCheap0.69×
CallsExpensive2.13×
SkewBullish-15.03 pp
Implied move——
TiltBullish67.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ73.8322.2%1.2%
80Δ71.8626.4%1.0%79.129.3%0.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
73.83
IV
22.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
71.86
IV
26.4%
B/E move
1.0%
Puts
Pseudo strike
79.12
IV
9.3%
B/E move
0.0%

Options history

No recorded observations