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Franklin International Low Volatility High Dividend Index ETF LVHI

i

Market dataready · fetched 2026-11-12T03:57:30.614Z

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 · 2026-11-12T01:00:04.642839659Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:57:30.223670+00:00

Share price$43.74
1D-0.1%
AH$43.45$43.53$43.62$43.71$43.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLVHI
Sold putSold callAH

Franklin International Low Volatility High Dividend Index ETF options

Live interpolated LVHI call and put midpoint premiums by absolute delta.Franklin International Low Volatility High Dividend Index ETF$0.59$1.02$1.45$1.88$2.30$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELVHI PRICE$2.01$2.18$1.43$0.63$0.83$1.04$1.33$1.62$1.83$2.03
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.44166.5%19.9%
25Δ
30Δ42.4842.7%4.3%
35Δ42.7647.1%4.1%
40Δ43.0651.2%3.9%
45Δ43.5154.0%3.6%
50Δ43.9656.8%3.2%
55Δ44.4054.9%2.7%
60Δ44.8452.6%2.1%
65Δ42.6450.5%2.1%
70Δ42.2647.6%1.6%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.44
IV
166.5%
B/E move
19.9%

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
42.48
IV
42.7%
B/E move
4.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.76
IV
47.1%
B/E move
4.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.06
IV
51.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.51
IV
54.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.96
IV
56.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.40
IV
54.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.84
IV
52.6%
B/E move
2.1%

65Δ

Calls
Pseudo strike
42.64
IV
50.5%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
42.26
IV
47.6%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

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 blend31.14%
Daily EOD
LVHI28.3%30.1%31.8%2026-10-19: 31.59%2026-10-20: 28.56%2026-10-21: 31.21%2026-10-22: 30.65%2026-10-23: 30.85%2026-10-26: 30.09%2026-10-27: 29.72%2026-10-28: 29.03%2026-10-29: 30.84%2026-10-30: 31.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.59%
28.56%
31.21%
30.65%
30.85%
30.09%
29.72%
29.03%
30.84%
31.14%