IntraAlpha
Create free account Start free

Franklin Exponential Data ETF XDAT

i

Market datapartial · fetched 2026-11-13T01:13:54.021Z

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 · 2026-11-13T01:00:08.187809588Z

FundamentalsAlpha Vantage · unavailable

Share price$24.97
1D+1.4%
AH$24.56$24.67$24.78$24.89$25.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXDAT
Sold putSold callAH

Franklin Exponential Data ETF options

Live interpolated XDAT call and put midpoint premiums by absolute delta.Franklin Exponential Data ETF$0.20$0.76$1.31$1.87$2.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEXDAT PRICE$0.39$0.43$0.47$0.50$0.54$0.58$0.62$0.85$1.13$1.41$1.70$1.98$2.27$0.26$0.35$0.44
Puts——
CallsExpensive1.13×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.91128.0%25.4%23.5052.2%7.0%
25Δ29.96114.3%21.7%23.7355.9%6.4%
30Δ29.01100.7%18.0%23.9759.5%5.8%
35Δ28.0687.0%14.4%
40Δ27.1173.4%10.7%
45Δ26.1659.8%7.1%
50Δ25.2146.1%3.4%
55Δ24.7344.4%2.4%
60Δ24.3846.1%2.1%
65Δ24.0247.8%1.9%
70Δ23.6749.6%1.6%
75Δ23.3251.3%1.3%
80Δ22.9753.0%1.1%

20Δ

Calls
Pseudo strike
30.91
IV
128.0%
B/E move
25.4%
Puts
Pseudo strike
23.50
IV
52.2%
B/E move
7.0%

25Δ

Calls
Pseudo strike
29.96
IV
114.3%
B/E move
21.7%
Puts
Pseudo strike
23.73
IV
55.9%
B/E move
6.4%

30Δ

Calls
Pseudo strike
29.01
IV
100.7%
B/E move
18.0%
Puts
Pseudo strike
23.97
IV
59.5%
B/E move
5.8%

35Δ

Calls
Pseudo strike
28.06
IV
87.0%
B/E move
14.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
27.11
IV
73.4%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
26.16
IV
59.8%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
25.21
IV
46.1%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
24.73
IV
44.4%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.38
IV
46.1%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.02
IV
47.8%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.67
IV
49.6%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.32
IV
51.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.97
IV
53.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.56%
Daily EOD
XDAT28.2%31.1%34.0%2026-10-19: 28.59%2026-10-20: 29.05%2026-10-21: 28.66%2026-10-22: 31.37%2026-10-23: 31.12%2026-10-28: 29.58%2026-10-29: 29.45%2026-10-30: 33.56%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.59%
29.05%
28.66%
31.37%
31.12%
29.58%
29.45%
33.56%