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Franklin FTSE Brazil ETF FLBR

i

Market dataready · fetched 2026-11-07T07:54:01.274Z

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 · 2026-11-07T01:00:00.045774583Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:54:00.781732+00:00

Share price$19.95
1D+0.8%
AH$19.78$19.87$19.96$20.04$20.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLBR
Sold putSold callAH

Franklin FTSE Brazil ETF options

Live interpolated FLBR call and put midpoint premiums by absolute delta.Franklin FTSE Brazil ETF$0.22$0.55$0.88$1.21$1.54$16.95$18.44$19.94$21.43$22.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FLBR spot · $19.95FLBR PRICE$0.26$0.26$0.28$0.29$0.31$0.32$0.48$0.64$0.80$0.96$1.11$1.45$0.30$0.33$0.35$0.38$0.40$0.43$0.46$0.56$0.67$0.77$0.88$0.98$1.09
PutsCheap0.62×
Calls——
Skew——
Implied moveBearish±$0.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.1859.5%12.4%18.0467.4%11.1%
25Δ18.3760.9%9.6%
30Δ20.8838.1%6.0%18.7054.5%8.0%
35Δ20.6634.0%5.0%19.0348.1%6.5%
40Δ20.4429.9%3.9%19.3641.7%5.0%
45Δ20.2225.8%2.9%19.6935.2%3.4%
50Δ20.0021.8%1.9%20.0129.2%2.0%
55Δ19.8224.7%1.7%20.1729.1%1.7%
60Δ19.6327.7%1.6%20.3228.9%1.5%
65Δ19.4430.7%1.5%20.4828.8%1.2%
70Δ19.2633.8%1.3%20.6328.7%1.0%
75Δ19.0736.8%1.2%20.7928.6%0.7%
80Δ18.7041.6%1.0%20.9528.5%0.5%

20Δ

Calls
Pseudo strike
22.18
IV
59.5%
B/E move
12.4%
Puts
Pseudo strike
18.04
IV
67.4%
B/E move
11.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.37
IV
60.9%
B/E move
9.6%

30Δ

Calls
Pseudo strike
20.88
IV
38.1%
B/E move
6.0%
Puts
Pseudo strike
18.70
IV
54.5%
B/E move
8.0%

35Δ

Calls
Pseudo strike
20.66
IV
34.0%
B/E move
5.0%
Puts
Pseudo strike
19.03
IV
48.1%
B/E move
6.5%

40Δ

Calls
Pseudo strike
20.44
IV
29.9%
B/E move
3.9%
Puts
Pseudo strike
19.36
IV
41.7%
B/E move
5.0%

45Δ

Calls
Pseudo strike
20.22
IV
25.8%
B/E move
2.9%
Puts
Pseudo strike
19.69
IV
35.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
20.00
IV
21.8%
B/E move
1.9%
Puts
Pseudo strike
20.01
IV
29.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
19.82
IV
24.7%
B/E move
1.7%
Puts
Pseudo strike
20.17
IV
29.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
19.63
IV
27.7%
B/E move
1.6%
Puts
Pseudo strike
20.32
IV
28.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
19.44
IV
30.7%
B/E move
1.5%
Puts
Pseudo strike
20.48
IV
28.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
19.26
IV
33.8%
B/E move
1.3%
Puts
Pseudo strike
20.63
IV
28.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
19.07
IV
36.8%
B/E move
1.2%
Puts
Pseudo strike
20.79
IV
28.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
18.70
IV
41.6%
B/E move
1.0%
Puts
Pseudo strike
20.95
IV
28.5%
B/E move
0.5%

Options history

IV · four-Friday blend32.95%
Daily close
FLBR29.6%43.6%57.5%2026-08-10: 31.52%2026-08-11: 32.79%2026-08-13: 34.97%2026-08-17: 39.57%2026-08-18: 43.84%2026-08-21: 33.60%2026-08-24: 33.86%2026-08-25: 34.70%2026-08-26: 35.57%2026-08-27: 35.25%2026-08-28: 34.67%2026-08-31: 35.61%2026-09-01: 36.75%2026-09-02: 38.60%2026-09-03: 37.71%2026-09-04: 36.34%2026-09-08: 38.21%2026-09-09: 38.93%2026-09-10: 39.01%2026-09-11: 39.37%2026-09-14: 43.83%2026-09-15: 45.33%2026-09-17: 53.42%2026-09-18: 40.47%2026-09-21: 41.16%2026-09-22: 42.05%2026-09-23: 41.38%2026-09-24: 41.05%2026-09-25: 41.83%2026-09-28: 42.52%2026-09-29: 44.02%2026-09-30: 43.99%2026-10-01: 44.70%2026-10-02: 45.64%2026-10-06: 32.61%2026-10-07: 34.13%2026-10-08: 34.74%2026-10-09: 34.13%2026-10-12: 37.17%2026-10-13: 39.99%2026-10-15: 55.61%2026-10-16: 45.10%2026-10-19: 45.94%2026-10-20: 45.67%2026-10-21: 46.63%2026-10-22: 50.38%2026-10-23: 49.46%2026-10-27: 33.76%2026-10-28: 33.77%2026-10-29: 33.70%2026-10-30: 32.95%Aug 10Sep 22Oct 30
51 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
31.52%
32.79%
34.97%
39.57%
43.84%
33.60%
33.86%
34.70%
35.57%
35.25%
34.67%
35.61%
36.75%
38.60%
37.71%
36.34%
38.21%
38.93%
39.01%
39.37%
43.83%
45.33%
53.42%
40.47%
41.16%
42.05%
41.38%
41.05%
41.83%
42.52%
44.02%
43.99%
44.70%
45.64%
32.61%
34.13%
34.74%
34.13%
37.17%
39.99%
55.61%
45.10%
45.94%
45.67%
46.63%
50.38%
49.46%
33.76%
33.77%
33.70%
32.95%