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Franklin FTSE Europe ETF FLEE

i

Market dataready · fetched 2026-11-03T15:51:13.235Z

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 · 2026-11-03T15:36:43.333568922Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:51:12.516780+00:00

Share price$38.24
1D-0.2%
$38.22$38.25$38.28$38.31$38.345:30 AM6:30 AM9:00 AM1:00 PMFLEE
Sold putSold call

Franklin FTSE Europe ETF options

Live interpolated FLEE call and put midpoint premiums by absolute delta.Franklin FTSE Europe ETF$0.55$1.01$1.46$1.92$2.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEFLEE PRICE$0.60$0.63$0.78$0.93$1.07$1.22$1.37$1.51$1.66$1.81$1.95$2.10$2.25$0.61$0.62
Puts——
CallsExpensive3.60×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.0069.4%16.6%33.9867.2%12.7%
25Δ41.8954.2%11.2%35.8748.3%7.8%
30Δ41.4151.9%10.3%
35Δ40.9449.7%9.5%
40Δ40.4647.4%8.6%
45Δ39.9945.2%7.8%
50Δ39.5142.9%6.9%
55Δ39.0440.7%6.0%
60Δ38.5638.4%5.2%
65Δ38.0936.2%4.3%
70Δ37.6133.9%3.5%
75Δ37.1431.6%2.6%
80Δ36.6629.4%1.7%

20Δ

Calls
Pseudo strike
44.00
IV
69.4%
B/E move
16.6%
Puts
Pseudo strike
33.98
IV
67.2%
B/E move
12.7%

25Δ

Calls
Pseudo strike
41.89
IV
54.2%
B/E move
11.2%
Puts
Pseudo strike
35.87
IV
48.3%
B/E move
7.8%

30Δ

Calls
Pseudo strike
41.41
IV
51.9%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
40.94
IV
49.7%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
40.46
IV
47.4%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
39.99
IV
45.2%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
39.51
IV
42.9%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
39.04
IV
40.7%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
38.56
IV
38.4%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
38.09
IV
36.2%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
37.61
IV
33.9%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
37.14
IV
31.6%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.66
IV
29.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.76%
Daily close
FLEE16.8%30.9%45.0%2026-08-05: 26.04%2026-08-06: 26.14%2026-08-07: 26.22%2026-08-10: 27.68%2026-08-11: 26.14%2026-08-12: 20.99%2026-08-13: 21.98%2026-08-14: 22.39%2026-08-17: 24.98%2026-08-18: 26.67%2026-08-19: 29.33%2026-08-20: 35.09%2026-08-21: 19.75%2026-08-24: 19.69%2026-08-25: 18.87%2026-08-26: 18.76%2026-08-27: 19.57%2026-08-28: 19.24%2026-08-31: 19.68%2026-09-01: 20.10%2026-09-02: 20.52%2026-09-03: 20.24%2026-09-04: 20.31%2026-09-08: 21.63%2026-09-09: 22.76%2026-09-10: 23.31%2026-09-11: 24.06%2026-09-14: 26.35%2026-09-15: 29.18%2026-09-16: 31.60%2026-09-17: 35.96%2026-09-18: 19.93%2026-09-21: 19.84%2026-09-22: 19.11%2026-09-23: 19.29%2026-09-24: 19.95%2026-09-25: 19.51%2026-09-28: 19.96%2026-09-29: 20.47%2026-09-30: 20.65%2026-10-01: 21.47%2026-10-02: 21.44%2026-10-05: 22.24%2026-10-06: 22.24%2026-10-07: 23.58%2026-10-08: 23.69%2026-10-09: 24.02%2026-10-12: 27.04%2026-10-13: 27.73%2026-10-14: 31.71%2026-10-15: 43.06%2026-10-16: 19.11%2026-10-19: 19.72%2026-10-20: 19.43%2026-10-21: 19.43%2026-10-22: 19.90%2026-10-23: 20.41%2026-10-26: 20.55%2026-10-27: 20.48%2026-10-28: 20.39%2026-10-29: 20.18%2026-10-30: 20.76%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
26.04%
26.14%
26.22%
27.68%
26.14%
20.99%
21.98%
22.39%
24.98%
26.67%
29.33%
35.09%
19.75%
19.69%
18.87%
18.76%
19.57%
19.24%
19.68%
20.10%
20.52%
20.24%
20.31%
21.63%
22.76%
23.31%
24.06%
26.35%
29.18%
31.60%
35.96%
19.93%
19.84%
19.11%
19.29%
19.95%
19.51%
19.96%
20.47%
20.65%
21.47%
21.44%
22.24%
22.24%
23.58%
23.69%
24.02%
27.04%
27.73%
31.71%
43.06%
19.11%
19.72%
19.43%
19.43%
19.90%
20.41%
20.55%
20.48%
20.39%
20.18%
20.76%