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Franklin Solana ETF SOEZ

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Market datapartial · fetched 2026-10-22T23:04:09.123Z

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 · 2026-10-22T22:30:00.003539119Z

FundamentalsAlpha Vantage · unavailable

Share price$17.86
1D-1.4%
AH$17.79$17.87$17.95$18.03$18.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOEZ
Sold putSold callAH

Franklin Solana ETF options

Live interpolated SOEZ call and put midpoint premiums by absolute delta.Franklin Solana ETF$0.26$1.12$1.98$2.84$3.70$14.08$16.08$18.07$20.07$22.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOEZ spot · $17.86SOEZ PRICE$0.35$0.42$0.52$0.63$0.76$0.91$1.06$1.25$1.47$1.69$1.98$2.27$2.64$0.41$0.50$0.63$0.77$0.94$1.10$1.29$1.52$1.75$2.12$2.54$2.98$3.46
PutsExpensive1.15×
CallsExpensive1.36×
SkewBullish-0.44 pp
Implied moveBearish±$2.36
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.5068.4%22.3%15.5167.9%15.5%
25Δ20.5061.8%17.2%16.1861.1%12.2%
30Δ19.8358.6%13.9%16.6159.9%10.5%
35Δ19.3658.0%12.0%17.0458.8%8.9%
40Δ18.9257.5%10.2%17.4158.3%7.8%
45Δ18.5457.7%8.9%17.7857.8%6.6%
50Δ18.1657.9%7.6%18.1657.5%5.6%
55Δ17.7858.6%6.6%18.5457.4%4.7%
60Δ17.4059.7%5.7%18.9157.2%3.9%
65Δ17.0260.7%4.7%19.4059.0%3.3%
70Δ16.5961.4%4.0%19.9261.3%2.7%
75Δ16.1562.1%3.2%20.4861.6%2.0%
80Δ15.6662.6%2.4%21.0661.7%1.4%

20Δ

Calls
Pseudo strike
21.50
IV
68.4%
B/E move
22.3%
Puts
Pseudo strike
15.51
IV
67.9%
B/E move
15.5%

25Δ

Calls
Pseudo strike
20.50
IV
61.8%
B/E move
17.2%
Puts
Pseudo strike
16.18
IV
61.1%
B/E move
12.2%

30Δ

Calls
Pseudo strike
19.83
IV
58.6%
B/E move
13.9%
Puts
Pseudo strike
16.61
IV
59.9%
B/E move
10.5%

35Δ

Calls
Pseudo strike
19.36
IV
58.0%
B/E move
12.0%
Puts
Pseudo strike
17.04
IV
58.8%
B/E move
8.9%

40Δ

Calls
Pseudo strike
18.92
IV
57.5%
B/E move
10.2%
Puts
Pseudo strike
17.41
IV
58.3%
B/E move
7.8%

45Δ

Calls
Pseudo strike
18.54
IV
57.7%
B/E move
8.9%
Puts
Pseudo strike
17.78
IV
57.8%
B/E move
6.6%

50Δ

Calls
Pseudo strike
18.16
IV
57.9%
B/E move
7.6%
Puts
Pseudo strike
18.16
IV
57.5%
B/E move
5.6%

55Δ

Calls
Pseudo strike
17.78
IV
58.6%
B/E move
6.6%
Puts
Pseudo strike
18.54
IV
57.4%
B/E move
4.7%

60Δ

Calls
Pseudo strike
17.40
IV
59.7%
B/E move
5.7%
Puts
Pseudo strike
18.91
IV
57.2%
B/E move
3.9%

65Δ

Calls
Pseudo strike
17.02
IV
60.7%
B/E move
4.7%
Puts
Pseudo strike
19.40
IV
59.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
16.59
IV
61.4%
B/E move
4.0%
Puts
Pseudo strike
19.92
IV
61.3%
B/E move
2.7%

75Δ

Calls
Pseudo strike
16.15
IV
62.1%
B/E move
3.2%
Puts
Pseudo strike
20.48
IV
61.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
15.66
IV
62.6%
B/E move
2.4%
Puts
Pseudo strike
21.06
IV
61.7%
B/E move
1.4%

Options history

No recorded observations