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Franklin Disruptive Commerce ETF BUYZ

i

Market datapartial · fetched 2026-11-07T07:27:32.447Z

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 2026-11-07T07:27:31.361459+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$1.88$2.47$3.07$-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$1.10$1.21$1.33$1.44$1.77$2.33$2.90
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
35Δ37.6448.6%6.8%
40Δ37.2446.5%6.0%
45Δ36.8344.3%5.2%
50Δ36.4342.2%4.4%
55Δ36.0240.1%3.6%
60Δ35.6237.9%2.8%
65Δ35.2135.8%2.0%
70Δ34.6936.1%1.5%
75Δ34.0539.0%1.2%
80Δ33.4042.0%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
48.6%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
37.24
IV
46.5%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
36.83
IV
44.3%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
36.43
IV
42.2%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
36.02
IV
40.1%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
35.62
IV
37.9%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
35.21
IV
35.8%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
34.69
IV
36.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
34.05
IV
39.0%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
33.40
IV
42.0%
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%