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Franklin U.S. Mid Cap Multifactor Index ETF FLQM

i

Market datapartial · fetched 2026-11-11T15:59:06.480Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-11T15:58:47.561153971Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:59:05.141579+00:00

Share price$62.60
1D-0.1%
$62.53$62.60$62.67$62.74$62.815:30 AM6:30 AM9:00 AM1:00 PMFLQM
Sold putSold call

Franklin U.S. Mid Cap Multifactor Index ETF options

Live interpolated FLQM call and put midpoint premiums by absolute delta.Franklin U.S. Mid Cap Multifactor Index ETF$5.83$5.85$5.87$5.89$5.91$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFLQM PRICE$5.85
Puts——
Calls——
Skew——
Implied move——
Tilt——
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
70Δ68.3318.2%0.2%
75Δ
80Δ

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
68.33
IV
18.2%
B/E move
0.2%

75Δ

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

80Δ

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

Options history

IV · four-Friday blend16.63%
Daily close
FLQM14.2%25.4%36.7%2026-08-13: 21.30%2026-08-14: 22.19%2026-08-17: 24.21%2026-08-18: 26.68%2026-08-19: 28.55%2026-08-20: 35.11%2026-08-21: 18.26%2026-08-24: 18.22%2026-08-25: 18.38%2026-08-26: 18.06%2026-08-27: 17.79%2026-08-28: 17.47%2026-08-31: 18.36%2026-09-01: 18.17%2026-09-02: 18.27%2026-09-03: 17.93%2026-09-04: 18.03%2026-09-08: 19.54%2026-09-09: 20.28%2026-09-10: 21.38%2026-09-11: 20.92%2026-09-14: 23.57%2026-09-15: 24.98%2026-09-16: 26.47%2026-09-17: 33.23%2026-09-18: 17.18%2026-09-21: 16.64%2026-09-22: 16.16%2026-09-23: 16.13%2026-09-24: 17.03%2026-09-25: 16.86%2026-09-28: 17.14%2026-09-29: 17.10%2026-09-30: 17.63%2026-10-01: 17.50%2026-10-02: 17.68%2026-10-05: 18.16%2026-10-06: 18.60%2026-10-07: 18.65%2026-10-08: 18.68%2026-10-09: 18.79%2026-10-12: 20.64%2026-10-13: 21.79%2026-10-14: 24.37%2026-10-15: 28.79%2026-10-16: 15.75%2026-10-19: 16.50%2026-10-20: 16.17%2026-10-21: 16.23%2026-10-22: 16.17%2026-10-23: 16.79%2026-10-26: 16.33%2026-10-27: 16.45%2026-10-28: 15.89%2026-10-29: 16.30%2026-10-30: 16.63%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.30%
22.19%
24.21%
26.68%
28.55%
35.11%
18.26%
18.22%
18.38%
18.06%
17.79%
17.47%
18.36%
18.17%
18.27%
17.93%
18.03%
19.54%
20.28%
21.38%
20.92%
23.57%
24.98%
26.47%
33.23%
17.18%
16.64%
16.16%
16.13%
17.03%
16.86%
17.14%
17.10%
17.63%
17.50%
17.68%
18.16%
18.60%
18.65%
18.68%
18.79%
20.64%
21.79%
24.37%
28.79%
15.75%
16.50%
16.17%
16.23%
16.17%
16.79%
16.33%
16.45%
15.89%
16.30%
16.63%