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Franklin U.S. Equity Index ETF USPX

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Market datapartial · fetched 2026-10-24T04:23:42.781Z

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 · 2026-10-24T00:00:00.088635339Z

FundamentalsAlpha Vantage · unavailable

Share price$66.45
1D-0.1%
AH$66.42$66.50$66.59$66.68$66.765:30 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$0.80$1.52$2.25$2.98$3.71$61.25$63.90$66.55$69.20$71.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USPX spot · $66.45USPX PRICE$0.88$0.88$0.93$1.03$1.15$1.28$1.41$1.54$1.70$2.03$2.38$2.87$3.50$0.96$1.03$1.13$1.18$1.26$1.37$1.49$1.60$1.70$1.80$1.96$2.27$2.59
PutsExpensive2.21×
CallsExpensive2.28×
SkewBullish-1.10 pp
Implied moveBearish±$2.90
TiltBullish2.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.6745.4%13.7%60.5844.6%10.3%
25Δ71.2933.6%8.6%62.6536.1%7.3%
30Δ69.6427.8%6.2%64.0030.9%5.4%
35Δ68.6524.8%4.9%65.0126.2%3.9%
40Δ67.9022.8%3.9%65.7023.4%3.0%
45Δ67.3221.4%3.2%66.2721.3%2.3%
50Δ66.8020.0%2.7%66.7519.7%1.8%
55Δ66.3718.7%2.2%67.1518.3%1.4%
60Δ65.9317.8%1.8%67.4616.9%1.0%
65Δ65.4418.4%1.5%67.7715.6%0.7%
70Δ64.9419.1%1.3%68.1114.6%0.4%
75Δ64.3219.9%1.1%68.5314.5%0.3%
80Δ63.5721.1%0.9%68.9514.5%0.1%

20Δ

Calls
Pseudo strike
74.67
IV
45.4%
B/E move
13.7%
Puts
Pseudo strike
60.58
IV
44.6%
B/E move
10.3%

25Δ

Calls
Pseudo strike
71.29
IV
33.6%
B/E move
8.6%
Puts
Pseudo strike
62.65
IV
36.1%
B/E move
7.3%

30Δ

Calls
Pseudo strike
69.64
IV
27.8%
B/E move
6.2%
Puts
Pseudo strike
64.00
IV
30.9%
B/E move
5.4%

35Δ

Calls
Pseudo strike
68.65
IV
24.8%
B/E move
4.9%
Puts
Pseudo strike
65.01
IV
26.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
67.90
IV
22.8%
B/E move
3.9%
Puts
Pseudo strike
65.70
IV
23.4%
B/E move
3.0%

45Δ

Calls
Pseudo strike
67.32
IV
21.4%
B/E move
3.2%
Puts
Pseudo strike
66.27
IV
21.3%
B/E move
2.3%

50Δ

Calls
Pseudo strike
66.80
IV
20.0%
B/E move
2.7%
Puts
Pseudo strike
66.75
IV
19.7%
B/E move
1.8%

55Δ

Calls
Pseudo strike
66.37
IV
18.7%
B/E move
2.2%
Puts
Pseudo strike
67.15
IV
18.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
65.93
IV
17.8%
B/E move
1.8%
Puts
Pseudo strike
67.46
IV
16.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
65.44
IV
18.4%
B/E move
1.5%
Puts
Pseudo strike
67.77
IV
15.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
64.94
IV
19.1%
B/E move
1.3%
Puts
Pseudo strike
68.11
IV
14.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
64.32
IV
19.9%
B/E move
1.1%
Puts
Pseudo strike
68.53
IV
14.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
63.57
IV
21.1%
B/E move
0.9%
Puts
Pseudo strike
68.95
IV
14.5%
B/E move
0.1%

Options history

No recorded observations