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Franklin U.S. Mid Cap Multifactor Index ETF FLQM

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Market datapartial · fetched 2026-10-22T12:20:37.584Z

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 · 2026-10-22T00:00:02.676036609Z

FundamentalsAlpha Vantage · unavailable

Share price$60.99
1D-0.0%
AH$60.77$60.86$60.96$61.06$61.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLQM
Sold putSold callAH

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$0.65$1.32$1.98$2.65$3.31$56.57$58.78$60.98$63.18$65.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLQM spot · $60.99FLQM PRICE$0.72$0.73$0.77$0.85$0.94$1.03$1.11$1.22$1.42$1.63$1.91$2.30$2.82$0.78$0.84$0.90$0.96$1.04$1.13$1.21$1.30$1.38$1.58$1.90$2.25$3.12
PutsExpensive2.07×
CallsExpensive1.54×
SkewNeutral+0.11 pp
Implied moveBearish±$2.32
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.7239.6%12.2%56.1838.4%9.2%
25Δ64.9729.3%7.7%57.8731.3%6.5%
30Δ63.6724.5%5.7%59.0226.3%4.7%
35Δ62.8221.7%4.4%59.8022.9%3.5%
40Δ62.2119.8%3.6%60.3720.6%2.7%
45Δ61.7318.2%2.9%60.8718.7%2.0%
50Δ61.3316.7%2.4%61.2317.2%1.6%
55Δ60.9315.5%1.9%61.5415.9%1.2%
60Δ60.5715.5%1.6%61.8414.6%0.9%
65Δ60.2115.6%1.4%62.2014.2%0.6%
70Δ59.8015.9%1.2%62.6114.7%0.5%
75Δ59.3116.6%1.0%63.0515.3%0.3%
80Δ58.7017.8%0.9%63.9718.2%0.2%

20Δ

Calls
Pseudo strike
67.72
IV
39.6%
B/E move
12.2%
Puts
Pseudo strike
56.18
IV
38.4%
B/E move
9.2%

25Δ

Calls
Pseudo strike
64.97
IV
29.3%
B/E move
7.7%
Puts
Pseudo strike
57.87
IV
31.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
63.67
IV
24.5%
B/E move
5.7%
Puts
Pseudo strike
59.02
IV
26.3%
B/E move
4.7%

35Δ

Calls
Pseudo strike
62.82
IV
21.7%
B/E move
4.4%
Puts
Pseudo strike
59.80
IV
22.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
62.21
IV
19.8%
B/E move
3.6%
Puts
Pseudo strike
60.37
IV
20.6%
B/E move
2.7%

45Δ

Calls
Pseudo strike
61.73
IV
18.2%
B/E move
2.9%
Puts
Pseudo strike
60.87
IV
18.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
61.33
IV
16.7%
B/E move
2.4%
Puts
Pseudo strike
61.23
IV
17.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
60.93
IV
15.5%
B/E move
1.9%
Puts
Pseudo strike
61.54
IV
15.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
60.57
IV
15.5%
B/E move
1.6%
Puts
Pseudo strike
61.84
IV
14.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
60.21
IV
15.6%
B/E move
1.4%
Puts
Pseudo strike
62.20
IV
14.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
59.80
IV
15.9%
B/E move
1.2%
Puts
Pseudo strike
62.61
IV
14.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
59.31
IV
16.6%
B/E move
1.0%
Puts
Pseudo strike
63.05
IV
15.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
58.70
IV
17.8%
B/E move
0.9%
Puts
Pseudo strike
63.97
IV
18.2%
B/E move
0.2%

Options history

No recorded observations