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Franklin U.S. Equity Index ETF USPX

i

Market dataready · fetched 2026-11-12T02:57:34.415Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-12T01:00:00.14009596Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:57:33.622884+00:00

Share price$66.36
1D+0.6%
AH$66.01$66.14$66.28$66.42$66.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSPX
Sold putSold callAH

Franklin U.S. Equity Index ETF options

Live interpolated USPX call and put midpoint premiums by absolute delta.Franklin U.S. Equity Index ETF$2.40$3.60$4.80$6.00$7.20$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEUSPX PRICE$2.82$3.22$3.57$4.14$2.53$2.68$2.92$3.16$3.60$4.25$6.85
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ66.5820.2%3.5%
50Δ67.3618.2%2.5%
55Δ68.0517.1%1.9%
60Δ68.7416.0%1.2%
65Δ65.4713.7%2.9%69.5015.7%0.7%
70Δ64.8013.6%2.5%70.3816.0%0.4%
75Δ64.2113.1%2.1%72.9521.8%0.4%
80Δ63.4613.1%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.58
IV
20.2%
B/E move
3.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.36
IV
18.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.05
IV
17.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.74
IV
16.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
65.47
IV
13.7%
B/E move
2.9%
Puts
Pseudo strike
69.50
IV
15.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
64.80
IV
13.6%
B/E move
2.5%
Puts
Pseudo strike
70.38
IV
16.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
64.21
IV
13.1%
B/E move
2.1%
Puts
Pseudo strike
72.95
IV
21.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
63.46
IV
13.1%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.03%
Daily EOD
USPX16.5%17.3%18.1%2026-10-19: 16.96%2026-10-20: 16.72%2026-10-21: 16.61%2026-10-22: 17.52%2026-10-23: 17.81%2026-10-26: 17.47%2026-10-27: 17.47%2026-10-28: 17.40%2026-10-29: 17.36%2026-10-30: 18.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.96%
16.72%
16.61%
17.52%
17.81%
17.47%
17.47%
17.40%
17.36%
18.03%