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Franklin U.S. Low Volatility High Dividend Index ETF LVHD

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Market dataready · fetched 2026-10-22T23:11:23.693Z

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 · 2026-10-22T20:00:00.216901603Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:11:20.651898+00:00

Share price$45.07
1D+2.4%
AH$43.95$44.25$44.55$44.85$45.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLVHD
Sold putSold callAH

Franklin U.S. Low Volatility High Dividend Index ETF options

Live interpolated LVHD call and put midpoint premiums by absolute delta.Franklin U.S. Low Volatility High Dividend Index ETF$0.51$1.07$1.62$2.17$2.72$38.37$41.28$44.19$47.10$50.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LVHD spot · $45.07LVHD PRICE$0.57$0.59$0.61$0.64$0.66$0.69$0.76$0.87$0.97$1.07$1.18$0.61$0.66$0.71$0.78$0.89$1.01$1.17$1.34$1.52$1.99$2.56
PutsFair0.98×
CallsCheap0.48×
SkewBearish+11.92 pp
Implied moveBearish±$1.83
TiltBearish21.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.3240.8%9.7%
25Δ42.6233.3%6.9%
30Δ47.0324.7%5.6%43.4728.5%5.1%
35Δ46.3920.7%4.2%44.1125.1%3.9%
40Δ45.9017.6%3.2%44.5223.8%3.2%
45Δ45.6415.8%2.7%44.9322.5%2.5%
50Δ45.3714.0%2.1%45.2922.0%2.1%
55Δ45.1012.2%1.6%45.6421.6%1.7%
60Δ44.8711.2%1.3%45.9821.3%1.3%
65Δ44.6710.9%1.0%46.5323.5%1.2%
70Δ44.4610.6%0.8%47.1626.4%1.0%
75Δ44.2610.2%0.6%
80Δ44.059.9%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.32
IV
40.8%
B/E move
9.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.62
IV
33.3%
B/E move
6.9%

30Δ

Calls
Pseudo strike
47.03
IV
24.7%
B/E move
5.6%
Puts
Pseudo strike
43.47
IV
28.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
46.39
IV
20.7%
B/E move
4.2%
Puts
Pseudo strike
44.11
IV
25.1%
B/E move
3.9%

40Δ

Calls
Pseudo strike
45.90
IV
17.6%
B/E move
3.2%
Puts
Pseudo strike
44.52
IV
23.8%
B/E move
3.2%

45Δ

Calls
Pseudo strike
45.64
IV
15.8%
B/E move
2.7%
Puts
Pseudo strike
44.93
IV
22.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
45.37
IV
14.0%
B/E move
2.1%
Puts
Pseudo strike
45.29
IV
22.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
45.10
IV
12.2%
B/E move
1.6%
Puts
Pseudo strike
45.64
IV
21.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
44.87
IV
11.2%
B/E move
1.3%
Puts
Pseudo strike
45.98
IV
21.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
44.67
IV
10.9%
B/E move
1.0%
Puts
Pseudo strike
46.53
IV
23.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
44.46
IV
10.6%
B/E move
0.8%
Puts
Pseudo strike
47.16
IV
26.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
44.26
IV
10.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
44.05
IV
9.9%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations