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Franklin FTSE Asia ex Japan ETF FLAX

i

Market dataready · fetched 2026-11-04T00:21:24.511Z

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 · 2026-11-03T23:30:00.003478005Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:21:23.698193+00:00

Share price$33.49
1D-0.4%
AH$33.45$33.50$33.55$33.59$33.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLAX
Sold putSold callAH

Franklin FTSE Asia ex Japan ETF options

Live interpolated FLAX call and put midpoint premiums by absolute delta.Franklin FTSE Asia ex Japan ETF$0.49$1.04$1.60$2.15$2.70$30.10$31.88$33.66$35.45$37.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLAX spot · $33.49FLAX PRICE$0.55$0.58$0.63$0.71$0.78$0.85$0.97$1.09$1.21$1.51$1.83$2.18$2.54$0.58$0.64$0.70$0.76$0.82$0.89$0.97$1.04$1.17$1.33$1.49$1.65$2.03
PutsExpensive1.62×
CallsExpensive2.29×
SkewBullish-4.96 pp
Implied moveBalanced±$1.94
TiltBullish4.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.8473.8%17.6%30.0367.0%12.0%
25Δ36.7857.7%11.6%31.1556.0%8.9%
30Δ35.6948.9%8.5%31.9548.2%6.7%
35Δ34.9643.9%6.5%32.4743.1%5.3%
40Δ34.4840.2%5.3%32.9738.2%4.0%
45Δ33.9936.6%4.1%33.2835.4%3.3%
50Δ33.6835.2%3.5%33.5732.7%2.6%
55Δ33.3633.9%2.9%33.8730.0%2.0%
60Δ33.0432.6%2.3%34.1428.5%1.5%
65Δ32.6434.6%2.0%34.4027.7%1.2%
70Δ32.2437.0%1.8%34.6627.0%0.9%
75Δ31.8038.6%1.5%34.9126.3%0.7%
80Δ31.3339.0%1.2%35.3727.3%0.4%

20Δ

Calls
Pseudo strike
38.84
IV
73.8%
B/E move
17.6%
Puts
Pseudo strike
30.03
IV
67.0%
B/E move
12.0%

25Δ

Calls
Pseudo strike
36.78
IV
57.7%
B/E move
11.6%
Puts
Pseudo strike
31.15
IV
56.0%
B/E move
8.9%

30Δ

Calls
Pseudo strike
35.69
IV
48.9%
B/E move
8.5%
Puts
Pseudo strike
31.95
IV
48.2%
B/E move
6.7%

35Δ

Calls
Pseudo strike
34.96
IV
43.9%
B/E move
6.5%
Puts
Pseudo strike
32.47
IV
43.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
34.48
IV
40.2%
B/E move
5.3%
Puts
Pseudo strike
32.97
IV
38.2%
B/E move
4.0%

45Δ

Calls
Pseudo strike
33.99
IV
36.6%
B/E move
4.1%
Puts
Pseudo strike
33.28
IV
35.4%
B/E move
3.3%

50Δ

Calls
Pseudo strike
33.68
IV
35.2%
B/E move
3.5%
Puts
Pseudo strike
33.57
IV
32.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
33.36
IV
33.9%
B/E move
2.9%
Puts
Pseudo strike
33.87
IV
30.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
33.04
IV
32.6%
B/E move
2.3%
Puts
Pseudo strike
34.14
IV
28.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
32.64
IV
34.6%
B/E move
2.0%
Puts
Pseudo strike
34.40
IV
27.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
32.24
IV
37.0%
B/E move
1.8%
Puts
Pseudo strike
34.66
IV
27.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
31.80
IV
38.6%
B/E move
1.5%
Puts
Pseudo strike
34.91
IV
26.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
31.33
IV
39.0%
B/E move
1.2%
Puts
Pseudo strike
35.37
IV
27.3%
B/E move
0.4%

Options history

IV · four-Friday blend29.59%
Daily close
FLAX21.4%41.8%62.2%2026-08-05: 34.87%2026-08-06: 34.28%2026-08-07: 33.61%2026-08-10: 34.34%2026-08-11: 32.93%2026-08-12: 34.04%2026-08-13: 34.12%2026-08-14: 34.53%2026-08-17: 36.81%2026-08-18: 39.64%2026-08-19: 43.20%2026-08-20: 41.96%2026-08-21: 25.82%2026-08-24: 26.25%2026-08-25: 25.64%2026-08-26: 25.18%2026-08-27: 24.93%2026-08-28: 24.50%2026-08-31: 25.12%2026-09-01: 25.05%2026-09-02: 25.25%2026-09-03: 24.40%2026-09-04: 24.25%2026-09-08: 27.02%2026-09-09: 27.65%2026-09-10: 28.40%2026-09-11: 28.32%2026-09-14: 32.27%2026-09-15: 34.33%2026-09-16: 35.54%2026-09-17: 42.79%2026-09-18: 25.81%2026-09-21: 25.95%2026-09-22: 25.85%2026-09-23: 26.11%2026-09-24: 26.44%2026-09-25: 26.62%2026-09-28: 26.83%2026-09-29: 26.63%2026-09-30: 27.39%2026-10-01: 26.92%2026-10-02: 26.57%2026-10-05: 27.27%2026-10-06: 27.36%2026-10-07: 27.40%2026-10-08: 28.07%2026-10-09: 28.81%2026-10-12: 30.92%2026-10-13: 33.14%2026-10-15: 59.37%2026-10-16: 26.60%2026-10-19: 27.13%2026-10-20: 26.80%2026-10-21: 26.81%2026-10-22: 28.78%2026-10-23: 28.27%2026-10-26: 28.50%2026-10-27: 28.01%2026-10-28: 28.17%2026-10-29: 28.93%2026-10-30: 29.59%Aug 5Sep 17Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
34.87%
34.28%
33.61%
34.34%
32.93%
34.04%
34.12%
34.53%
36.81%
39.64%
43.20%
41.96%
25.82%
26.25%
25.64%
25.18%
24.93%
24.50%
25.12%
25.05%
25.25%
24.40%
24.25%
27.02%
27.65%
28.40%
28.32%
32.27%
34.33%
35.54%
42.79%
25.81%
25.95%
25.85%
26.11%
26.44%
26.62%
26.83%
26.63%
27.39%
26.92%
26.57%
27.27%
27.36%
27.40%
28.07%
28.81%
30.92%
33.14%
59.37%
26.60%
27.13%
26.80%
26.81%
28.78%
28.27%
28.50%
28.01%
28.17%
28.93%
29.59%