IntraAlpha
Create free account Start free

Franklin U.S. Large Cap Multifactor Index ETF FLQL

i

Market dataready · fetched 2026-11-12T00:52:29.179Z

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 · 2026-11-11T23:30:03.000591962Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:52:28.826562+00:00

Share price$76.79
1D+0.5%
AH$76.14$76.38$76.62$76.86$77.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLQL
Sold putSold callAH

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$0.56$1.19$1.81$2.44$3.07$72.66$74.67$76.67$78.68$80.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLQL spot · $76.79FLQL PRICE$0.63$0.63$0.63$0.67$0.72$0.77$0.82$0.88$0.93$0.98$1.03$1.10$1.28$0.64$0.68$0.69$0.75$0.80$0.85$0.91$1.01$1.14$1.26$1.39$1.89$2.89
PutsExpensive1.08×
CallsCheap0.83×
SkewBearish+2.22 pp
Implied moveBearish±$1.73
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.1748.6%7.8%72.5146.4%6.4%
25Δ79.9736.1%5.0%74.0736.9%4.4%
30Δ78.8128.8%3.5%75.1029.5%3.1%
35Δ78.0824.4%2.5%75.7026.1%2.4%
40Δ77.7722.5%2.2%76.1823.3%1.8%
45Δ77.5120.9%1.9%76.5321.1%1.5%
50Δ77.2519.2%1.7%76.8818.8%1.1%
55Δ76.9917.6%1.4%77.1617.6%0.8%
60Δ76.7315.9%1.1%77.4017.0%0.7%
65Δ76.4814.3%0.9%77.6416.4%0.5%
70Δ76.2212.6%0.6%77.8915.8%0.4%
75Δ75.9611.1%0.4%78.4418.2%0.3%
80Δ75.7410.5%0.3%79.4424.1%0.3%

20Δ

Calls
Pseudo strike
82.17
IV
48.6%
B/E move
7.8%
Puts
Pseudo strike
72.51
IV
46.4%
B/E move
6.4%

25Δ

Calls
Pseudo strike
79.97
IV
36.1%
B/E move
5.0%
Puts
Pseudo strike
74.07
IV
36.9%
B/E move
4.4%

30Δ

Calls
Pseudo strike
78.81
IV
28.8%
B/E move
3.5%
Puts
Pseudo strike
75.10
IV
29.5%
B/E move
3.1%

35Δ

Calls
Pseudo strike
78.08
IV
24.4%
B/E move
2.5%
Puts
Pseudo strike
75.70
IV
26.1%
B/E move
2.4%

40Δ

Calls
Pseudo strike
77.77
IV
22.5%
B/E move
2.2%
Puts
Pseudo strike
76.18
IV
23.3%
B/E move
1.8%

45Δ

Calls
Pseudo strike
77.51
IV
20.9%
B/E move
1.9%
Puts
Pseudo strike
76.53
IV
21.1%
B/E move
1.5%

50Δ

Calls
Pseudo strike
77.25
IV
19.2%
B/E move
1.7%
Puts
Pseudo strike
76.88
IV
18.8%
B/E move
1.1%

55Δ

Calls
Pseudo strike
76.99
IV
17.6%
B/E move
1.4%
Puts
Pseudo strike
77.16
IV
17.6%
B/E move
0.8%

60Δ

Calls
Pseudo strike
76.73
IV
15.9%
B/E move
1.1%
Puts
Pseudo strike
77.40
IV
17.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
76.48
IV
14.3%
B/E move
0.9%
Puts
Pseudo strike
77.64
IV
16.4%
B/E move
0.5%

70Δ

Calls
Pseudo strike
76.22
IV
12.6%
B/E move
0.6%
Puts
Pseudo strike
77.89
IV
15.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
75.96
IV
11.1%
B/E move
0.4%
Puts
Pseudo strike
78.44
IV
18.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
75.74
IV
10.5%
B/E move
0.3%
Puts
Pseudo strike
79.44
IV
24.1%
B/E move
0.3%

Options history

IV · four-Friday blend14.69%
Daily close
FLQL12.1%16.6%21.0%2026-08-13: 13.30%2026-08-14: 14.17%2026-08-17: 15.60%2026-08-18: 16.37%2026-08-19: 16.87%2026-08-21: 13.29%2026-08-24: 13.67%2026-08-25: 13.55%2026-08-26: 13.46%2026-08-27: 13.33%2026-08-28: 12.75%2026-08-31: 13.16%2026-09-01: 13.61%2026-09-02: 13.61%2026-09-03: 13.17%2026-09-04: 13.19%2026-09-08: 14.21%2026-09-09: 14.54%2026-09-10: 15.23%2026-09-11: 14.87%2026-09-14: 16.29%2026-09-15: 17.78%2026-09-16: 18.04%2026-09-17: 20.40%2026-09-18: 13.95%2026-09-21: 13.62%2026-09-22: 13.48%2026-09-23: 13.36%2026-09-24: 13.48%2026-09-25: 14.11%2026-09-28: 14.15%2026-09-29: 14.36%2026-09-30: 14.42%2026-10-01: 14.58%2026-10-02: 14.19%2026-10-05: 14.39%2026-10-06: 14.76%2026-10-07: 14.94%2026-10-08: 14.86%2026-10-09: 14.81%2026-10-12: 15.51%2026-10-13: 15.93%2026-10-14: 17.43%2026-10-15: 19.62%2026-10-16: 12.93%2026-10-19: 13.24%2026-10-20: 13.30%2026-10-21: 12.82%2026-10-22: 13.67%2026-10-23: 14.19%2026-10-26: 13.51%2026-10-27: 13.34%2026-10-28: 13.15%2026-10-29: 12.92%2026-10-30: 14.69%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
13.30%
14.17%
15.60%
16.37%
16.87%
13.29%
13.67%
13.55%
13.46%
13.33%
12.75%
13.16%
13.61%
13.61%
13.17%
13.19%
14.21%
14.54%
15.23%
14.87%
16.29%
17.78%
18.04%
20.40%
13.95%
13.62%
13.48%
13.36%
13.48%
14.11%
14.15%
14.36%
14.42%
14.58%
14.19%
14.39%
14.76%
14.94%
14.86%
14.81%
15.51%
15.93%
17.43%
19.62%
12.93%
13.24%
13.30%
12.82%
13.67%
14.19%
13.51%
13.34%
13.15%
12.92%
14.69%