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Franklin Solana ETF SOEZ

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Market datapartial · fetched 2026-10-22T18:13:40.732Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T15:22:04.865934068Z

FundamentalsAlpha Vantage · unavailable

Share price$18.04
1D-0.2%
$18.03$18.05$18.06$18.08$18.105:30 AM6:30 AM9:00 AM1:00 PMSOEZ
Sold putSold call

Franklin Solana ETF options

Live interpolated SOEZ call and put midpoint premiums by absolute delta.Franklin Solana ETF$0.35$1.58$2.82$4.05$5.29$10.20$14.08$17.96$21.85$25.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOEZ spot · $18.04SOEZ PRICE$0.48$0.61$0.73$0.85$1.06$1.33$1.61$1.88$2.15$2.42$2.70$2.97$3.24$0.68$0.84$1.00$1.17$1.44$1.75$2.19$2.63$3.06$3.50$4.07$4.93
PutsCheap0.74×
CallsCheap0.66×
SkewBearish+8.01 pp
Implied moveBearish±$3.79
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.1569.6%36.6%14.0879.6%25.7%
25Δ22.9365.5%30.5%15.0773.1%21.1%
30Δ21.7161.4%24.4%16.0666.5%16.5%
35Δ20.4957.4%18.3%17.0360.4%12.0%
40Δ19.6855.6%15.0%17.5860.7%10.5%
45Δ19.1655.4%13.6%18.1461.1%9.1%
50Δ18.6355.1%12.2%18.7961.9%8.0%
55Δ18.1054.9%10.8%19.4362.6%6.8%
60Δ17.5754.7%9.3%20.0763.3%5.7%
65Δ17.0454.4%7.9%20.7164.0%4.6%
70Δ16.5154.2%6.5%21.4664.7%3.6%
75Δ15.9854.0%5.1%22.4866.8%2.7%
80Δ15.4553.8%3.7%

20Δ

Calls
Pseudo strike
24.15
IV
69.6%
B/E move
36.6%
Puts
Pseudo strike
14.08
IV
79.6%
B/E move
25.7%

25Δ

Calls
Pseudo strike
22.93
IV
65.5%
B/E move
30.5%
Puts
Pseudo strike
15.07
IV
73.1%
B/E move
21.1%

30Δ

Calls
Pseudo strike
21.71
IV
61.4%
B/E move
24.4%
Puts
Pseudo strike
16.06
IV
66.5%
B/E move
16.5%

35Δ

Calls
Pseudo strike
20.49
IV
57.4%
B/E move
18.3%
Puts
Pseudo strike
17.03
IV
60.4%
B/E move
12.0%

40Δ

Calls
Pseudo strike
19.68
IV
55.6%
B/E move
15.0%
Puts
Pseudo strike
17.58
IV
60.7%
B/E move
10.5%

45Δ

Calls
Pseudo strike
19.16
IV
55.4%
B/E move
13.6%
Puts
Pseudo strike
18.14
IV
61.1%
B/E move
9.1%

50Δ

Calls
Pseudo strike
18.63
IV
55.1%
B/E move
12.2%
Puts
Pseudo strike
18.79
IV
61.9%
B/E move
8.0%

55Δ

Calls
Pseudo strike
18.10
IV
54.9%
B/E move
10.8%
Puts
Pseudo strike
19.43
IV
62.6%
B/E move
6.8%

60Δ

Calls
Pseudo strike
17.57
IV
54.7%
B/E move
9.3%
Puts
Pseudo strike
20.07
IV
63.3%
B/E move
5.7%

65Δ

Calls
Pseudo strike
17.04
IV
54.4%
B/E move
7.9%
Puts
Pseudo strike
20.71
IV
64.0%
B/E move
4.6%

70Δ

Calls
Pseudo strike
16.51
IV
54.2%
B/E move
6.5%
Puts
Pseudo strike
21.46
IV
64.7%
B/E move
3.6%

75Δ

Calls
Pseudo strike
15.98
IV
54.0%
B/E move
5.1%
Puts
Pseudo strike
22.48
IV
66.8%
B/E move
2.7%

80Δ

Calls
Pseudo strike
15.45
IV
53.8%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations