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Franklin U.S. Large Cap Multifactor Index ETF FLQL

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Market datapartial · fetched 2026-10-22T18:25:13.202Z

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 · 2026-10-22T18:19:36.630373665Z

FundamentalsAlpha Vantage · unavailable

Share price$77.25
1D-0.3%
$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$0.65$1.13$1.60$2.07$2.55$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFLQL PRICE$0.70$0.77$0.86$0.98$1.10$1.22$1.35$1.47$1.59$1.71$1.83$2.06$2.41
PutsExpensive1.35×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.2638.9%11.3%
25Δ73.0027.1%6.5%
30Δ75.2120.3%3.8%
35Δ75.6519.2%3.3%
40Δ76.0918.2%2.9%
45Δ76.5417.1%2.5%
50Δ76.9816.0%2.1%
55Δ77.4314.9%1.7%
60Δ77.8713.8%1.3%
65Δ78.3112.7%0.8%
70Δ78.7611.6%0.4%
75Δ79.2011.0%0.1%
80Δ79.6411.1%0.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.26
IV
38.9%
B/E move
11.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.00
IV
27.1%
B/E move
6.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.21
IV
20.3%
B/E move
3.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.65
IV
19.2%
B/E move
3.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.09
IV
18.2%
B/E move
2.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.54
IV
17.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.98
IV
16.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.43
IV
14.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.87
IV
13.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.31
IV
12.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.76
IV
11.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.20
IV
11.0%
B/E move
0.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.64
IV
11.1%
B/E move
0.0%

Options history

No recorded observations