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Franklin Solana ETF SOEZ

i

Market dataready · fetched 2026-11-12T03:23:33.880Z

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 · 2026-11-12T01:00:00.036472239Z

FundamentalsFranklin Templeton · ready · as of 2026-11-11 · fetched 2026-11-12T03:23:33.531260+00:00

Share price$14.70
1D+1.0%
AH$14.46$14.54$14.62$14.70$14.785:30 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$0.21$0.59$0.97$1.35$1.73$12.62$13.79$14.96$16.13$17.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOEZ spot · $14.70SOEZ PRICE$0.25$0.28$0.32$0.36$0.40$0.45$0.53$0.61$0.70$0.78$0.87$1.00$1.24$0.30$0.32$0.35$0.41$0.49$0.56$0.64$0.71$0.87$1.04$1.22$1.39$1.62
PutsExpensive1.16×
CallsExpensive1.69×
SkewBearish+4.67 pp
Implied moveBearish±$1.17
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.16106.7%18.4%12.96108.4%13.9%
25Δ16.3790.0%13.3%13.4591.9%10.7%
30Δ15.8679.2%10.0%13.9275.9%7.7%
35Δ15.5572.5%8.2%14.1671.2%6.5%
40Δ15.2465.7%6.3%14.3668.9%5.6%
45Δ14.9660.3%4.8%14.5666.6%4.8%
50Δ14.7959.2%4.2%14.7664.3%3.9%
55Δ14.6258.1%3.6%14.9662.0%3.1%
60Δ14.4657.1%3.1%15.1962.5%2.6%
65Δ14.2956.0%2.5%15.4263.7%2.2%
70Δ14.1254.9%1.9%15.6664.8%1.8%
75Δ13.9254.7%1.4%15.8966.0%1.4%
80Δ13.6356.6%1.1%16.1865.6%1.0%

20Δ

Calls
Pseudo strike
17.16
IV
106.7%
B/E move
18.4%
Puts
Pseudo strike
12.96
IV
108.4%
B/E move
13.9%

25Δ

Calls
Pseudo strike
16.37
IV
90.0%
B/E move
13.3%
Puts
Pseudo strike
13.45
IV
91.9%
B/E move
10.7%

30Δ

Calls
Pseudo strike
15.86
IV
79.2%
B/E move
10.0%
Puts
Pseudo strike
13.92
IV
75.9%
B/E move
7.7%

35Δ

Calls
Pseudo strike
15.55
IV
72.5%
B/E move
8.2%
Puts
Pseudo strike
14.16
IV
71.2%
B/E move
6.5%

40Δ

Calls
Pseudo strike
15.24
IV
65.7%
B/E move
6.3%
Puts
Pseudo strike
14.36
IV
68.9%
B/E move
5.6%

45Δ

Calls
Pseudo strike
14.96
IV
60.3%
B/E move
4.8%
Puts
Pseudo strike
14.56
IV
66.6%
B/E move
4.8%

50Δ

Calls
Pseudo strike
14.79
IV
59.2%
B/E move
4.2%
Puts
Pseudo strike
14.76
IV
64.3%
B/E move
3.9%

55Δ

Calls
Pseudo strike
14.62
IV
58.1%
B/E move
3.6%
Puts
Pseudo strike
14.96
IV
62.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
14.46
IV
57.1%
B/E move
3.1%
Puts
Pseudo strike
15.19
IV
62.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
14.29
IV
56.0%
B/E move
2.5%
Puts
Pseudo strike
15.42
IV
63.7%
B/E move
2.2%

70Δ

Calls
Pseudo strike
14.12
IV
54.9%
B/E move
1.9%
Puts
Pseudo strike
15.66
IV
64.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
13.92
IV
54.7%
B/E move
1.4%
Puts
Pseudo strike
15.89
IV
66.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
13.63
IV
56.6%
B/E move
1.1%
Puts
Pseudo strike
16.18
IV
65.6%
B/E move
1.0%

Options history

IV · four-Friday blend61.11%
Daily EOD
SOEZ57.2%62.1%67.1%2026-10-19: 57.86%2026-10-20: 58.90%2026-10-21: 58.44%2026-10-22: 59.35%2026-10-23: 59.00%2026-10-26: 64.82%2026-10-27: 58.35%2026-10-28: 58.13%2026-10-29: 66.40%2026-10-30: 61.11%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.86%
58.90%
58.44%
59.35%
59.00%
64.82%
58.35%
58.13%
66.40%
61.11%