IntraAlpha
Create free account Start free

Franklin Disruptive Commerce ETF BUYZ

i

Market datapartial · fetched 2026-11-07T01:12:24.174Z

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 · 2026-11-07T01:00:01.538267174Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T01:12:23.028635+00:00

Share price$35.94
1D+0.5%
AH$35.70$35.76$35.81$35.86$35.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBUYZ
Sold putSold callAH

Franklin Disruptive Commerce ETF options

Live interpolated BUYZ call and put midpoint premiums by absolute delta.Franklin Disruptive Commerce ETF$0.69$1.28$1.87$2.46$3.06$-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 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 PRICEBUYZ PRICE$0.75$0.87$0.98$1.09$1.21$1.32$1.44$1.76$2.32$2.89
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
35Δ37.6448.0%6.8%
40Δ37.2445.8%6.0%
45Δ36.8443.5%5.2%
50Δ36.4341.3%4.4%
55Δ36.0339.0%3.6%
60Δ35.6236.8%2.8%
65Δ35.2234.6%2.0%
70Δ34.7134.6%1.5%
75Δ34.0637.4%1.2%
80Δ33.4240.2%1.0%

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
37.64
IV
48.0%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
37.24
IV
45.8%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
36.84
IV
43.5%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
36.43
IV
41.3%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
36.03
IV
39.0%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
35.62
IV
36.8%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
35.22
IV
34.6%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
34.71
IV
34.6%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
34.06
IV
37.4%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
33.42
IV
40.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend26.72%
Daily EOD
BUYZ24.7%28.0%31.2%2026-10-20: 25.46%2026-10-21: 29.01%2026-10-22: 30.77%2026-10-23: 26.80%2026-10-26: 30.35%2026-10-27: 25.16%2026-10-29: 26.72%Oct 20Oct 23Oct 29
7 observations2026-10-20 — 2026-10-29
Table
DateIV (%)
25.46%
29.01%
30.77%
26.80%
30.35%
25.16%
26.72%