IntraAlpha
Create free account Start free

Franklin Intelligent Machines ETF IQM

i

Market dataready · fetched 2026-11-11T14:51:08.016Z

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 · 2026-11-11T01:00:03.805650772Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:51:07.250172+00:00

Share price$86.33
1D-1.3%
AH$85.83$86.27$86.72$87.17$87.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIQM
Sold putSold callAH

Franklin Intelligent Machines ETF options

Live interpolated IQM call and put midpoint premiums by absolute delta.Franklin Intelligent Machines ETF$0.53$4.05$7.57$11.09$14.61$72.70$80.22$87.74$95.27$102.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IQM spot · $86.33IQM PRICE$1.38$1.76$2.33$2.85$3.62$4.50$5.71$7.01$8.12$13.59$0.91$1.14$1.19$1.39$1.64$1.81$1.85$1.87$1.88$1.89$1.89$1.90$2.46
PutsCheap0.43×
Calls——
Skew——
Implied moveBullish±$6.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.7454.2%7.5%
25Δ93.8871.2%10.3%81.8953.5%6.5%
30Δ92.3072.1%9.0%83.5043.9%4.7%
35Δ91.2277.6%8.4%84.4441.5%3.8%
40Δ89.8579.0%7.4%85.1840.9%3.2%
45Δ88.6584.9%6.9%85.9137.9%2.6%
50Δ87.2890.5%6.3%86.4733.5%2.0%
55Δ85.77100.0%6.0%86.9928.9%1.4%
60Δ83.99107.3%5.4%87.2425.8%1.1%
65Δ82.10108.4%4.5%87.4822.8%0.9%
70Δ87.7219.8%0.6%
75Δ76.10144.3%3.9%87.9716.8%0.3%
80Δ88.6018.3%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.74
IV
54.2%
B/E move
7.5%

25Δ

Calls
Pseudo strike
93.88
IV
71.2%
B/E move
10.3%
Puts
Pseudo strike
81.89
IV
53.5%
B/E move
6.5%

30Δ

Calls
Pseudo strike
92.30
IV
72.1%
B/E move
9.0%
Puts
Pseudo strike
83.50
IV
43.9%
B/E move
4.7%

35Δ

Calls
Pseudo strike
91.22
IV
77.6%
B/E move
8.4%
Puts
Pseudo strike
84.44
IV
41.5%
B/E move
3.8%

40Δ

Calls
Pseudo strike
89.85
IV
79.0%
B/E move
7.4%
Puts
Pseudo strike
85.18
IV
40.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
88.65
IV
84.9%
B/E move
6.9%
Puts
Pseudo strike
85.91
IV
37.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
87.28
IV
90.5%
B/E move
6.3%
Puts
Pseudo strike
86.47
IV
33.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
85.77
IV
100.0%
B/E move
6.0%
Puts
Pseudo strike
86.99
IV
28.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
83.99
IV
107.3%
B/E move
5.4%
Puts
Pseudo strike
87.24
IV
25.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
82.10
IV
108.4%
B/E move
4.5%
Puts
Pseudo strike
87.48
IV
22.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.72
IV
19.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
76.10
IV
144.3%
B/E move
3.9%
Puts
Pseudo strike
87.97
IV
16.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.60
IV
18.3%
B/E move
0.2%

Options history

IV · four-Friday blend42.13%
Daily close
IQM29.7%37.4%45.0%2026-08-13: 33.74%2026-08-14: 31.81%2026-08-17: 32.23%2026-08-18: 36.45%2026-08-20: 38.68%2026-08-21: 34.62%2026-08-24: 34.87%2026-08-25: 34.50%2026-08-26: 33.85%2026-08-27: 32.61%2026-08-28: 31.80%2026-08-31: 32.11%2026-09-01: 32.38%2026-09-02: 31.78%2026-09-03: 31.01%2026-09-04: 30.73%2026-09-08: 34.51%2026-09-09: 36.65%2026-09-10: 37.99%2026-09-11: 36.61%2026-09-14: 38.87%2026-09-15: 40.70%2026-09-16: 39.01%2026-09-17: 41.03%2026-09-18: 35.56%2026-09-22: 34.27%2026-09-23: 33.92%2026-09-24: 35.34%2026-09-25: 35.37%2026-09-28: 35.36%2026-09-29: 36.59%2026-09-30: 38.06%2026-10-05: 36.56%2026-10-06: 36.27%2026-10-07: 36.52%2026-10-08: 35.23%2026-10-09: 35.86%2026-10-12: 38.08%2026-10-14: 40.04%2026-10-15: 43.99%2026-10-16: 39.44%2026-10-19: 39.52%2026-10-20: 40.15%2026-10-21: 39.67%2026-10-22: 40.46%2026-10-23: 41.09%2026-10-26: 40.07%2026-10-27: 39.13%2026-10-28: 39.45%2026-10-29: 38.88%2026-10-30: 42.13%Aug 13Sep 22Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
33.74%
31.81%
32.23%
36.45%
38.68%
34.62%
34.87%
34.50%
33.85%
32.61%
31.80%
32.11%
32.38%
31.78%
31.01%
30.73%
34.51%
36.65%
37.99%
36.61%
38.87%
40.70%
39.01%
41.03%
35.56%
34.27%
33.92%
35.34%
35.37%
35.36%
36.59%
38.06%
36.56%
36.27%
36.52%
35.23%
35.86%
38.08%
40.04%
43.99%
39.44%
39.52%
40.15%
39.67%
40.46%
41.09%
40.07%
39.13%
39.45%
38.88%
42.13%