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Franklin FTSE Japan ETF FLJP

i

Market dataready · fetched 2026-11-07T21:30:06.001Z

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 · 2026-11-07T01:00:00.093877032Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:30:05.089905+00:00

Share price$37.71
1D-0.3%
AH$37.46$37.61$37.75$37.90$38.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLJP
Sold putSold callAH

Franklin FTSE Japan ETF options

Live interpolated FLJP call and put midpoint premiums by absolute delta.Franklin FTSE Japan ETF$0.31$0.92$1.54$2.15$2.77$34.76$36.37$37.99$39.60$41.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLJP spot · $37.71FLJP PRICE$0.37$0.43$0.48$0.55$0.66$0.76$0.90$1.07$1.24$1.45$1.77$2.08$2.59$0.42$0.49$0.53$0.57$0.66$0.76$0.85$0.97$1.15$1.33$1.51$1.75$2.04
PutsExpensive1.33×
CallsExpensive1.66×
SkewBullish-3.68 pp
Implied moveBullish±$1.75
TiltBullish4.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.0249.3%9.8%34.9951.1%8.3%
25Δ39.9741.9%7.1%35.8144.2%6.3%
30Δ39.3136.9%5.5%36.4038.4%4.9%
35Δ38.8234.1%4.4%36.9333.0%3.6%
40Δ38.4833.3%3.8%37.2431.3%3.0%
45Δ38.1432.4%3.2%37.5230.1%2.5%
50Δ37.8232.4%2.7%37.8029.0%2.0%
55Δ37.5332.8%2.4%38.0728.1%1.6%
60Δ37.2333.3%2.0%38.3528.1%1.4%
65Δ36.9034.1%1.7%38.6228.1%1.1%
70Δ36.4935.7%1.5%38.8928.1%0.9%
75Δ36.0937.3%1.2%39.2228.1%0.6%
80Δ35.5040.0%1.0%39.5827.9%0.4%

20Δ

Calls
Pseudo strike
41.02
IV
49.3%
B/E move
9.8%
Puts
Pseudo strike
34.99
IV
51.1%
B/E move
8.3%

25Δ

Calls
Pseudo strike
39.97
IV
41.9%
B/E move
7.1%
Puts
Pseudo strike
35.81
IV
44.2%
B/E move
6.3%

30Δ

Calls
Pseudo strike
39.31
IV
36.9%
B/E move
5.5%
Puts
Pseudo strike
36.40
IV
38.4%
B/E move
4.9%

35Δ

Calls
Pseudo strike
38.82
IV
34.1%
B/E move
4.4%
Puts
Pseudo strike
36.93
IV
33.0%
B/E move
3.6%

40Δ

Calls
Pseudo strike
38.48
IV
33.3%
B/E move
3.8%
Puts
Pseudo strike
37.24
IV
31.3%
B/E move
3.0%

45Δ

Calls
Pseudo strike
38.14
IV
32.4%
B/E move
3.2%
Puts
Pseudo strike
37.52
IV
30.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
37.82
IV
32.4%
B/E move
2.7%
Puts
Pseudo strike
37.80
IV
29.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
37.53
IV
32.8%
B/E move
2.4%
Puts
Pseudo strike
38.07
IV
28.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
37.23
IV
33.3%
B/E move
2.0%
Puts
Pseudo strike
38.35
IV
28.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
36.90
IV
34.1%
B/E move
1.7%
Puts
Pseudo strike
38.62
IV
28.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
36.49
IV
35.7%
B/E move
1.5%
Puts
Pseudo strike
38.89
IV
28.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
36.09
IV
37.3%
B/E move
1.2%
Puts
Pseudo strike
39.22
IV
28.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
35.50
IV
40.0%
B/E move
1.0%
Puts
Pseudo strike
39.58
IV
27.9%
B/E move
0.4%

Options history

IV · four-Friday blend21.73%
Daily close
FLJP18.7%25.3%31.9%2026-08-10: 27.35%2026-08-11: 26.72%2026-08-12: 23.69%2026-08-13: 23.89%2026-08-14: 24.35%2026-08-17: 25.97%2026-08-18: 28.85%2026-08-19: 31.02%2026-08-21: 23.27%2026-08-24: 23.42%2026-08-25: 22.71%2026-08-26: 22.50%2026-08-27: 21.47%2026-08-28: 20.26%2026-08-31: 19.82%2026-09-01: 20.43%2026-09-02: 20.01%2026-09-03: 20.14%2026-09-04: 19.87%2026-09-08: 22.62%2026-09-09: 22.41%2026-09-10: 21.93%2026-09-11: 19.81%2026-09-14: 23.09%2026-09-15: 25.90%2026-09-16: 27.18%2026-09-17: 26.23%2026-09-18: 21.29%2026-09-21: 20.60%2026-09-22: 19.59%2026-09-23: 20.37%2026-09-24: 20.37%2026-09-25: 19.86%2026-09-28: 20.06%2026-09-29: 20.06%2026-09-30: 20.41%2026-10-01: 21.10%2026-10-02: 20.12%2026-10-05: 20.41%2026-10-06: 20.81%2026-10-07: 21.49%2026-10-08: 21.72%2026-10-09: 22.06%2026-10-12: 23.82%2026-10-13: 24.78%2026-10-14: 26.19%2026-10-16: 21.58%2026-10-19: 21.90%2026-10-20: 21.94%2026-10-21: 21.54%2026-10-22: 21.43%2026-10-23: 22.12%2026-10-26: 21.18%2026-10-27: 20.84%2026-10-28: 21.09%2026-10-29: 21.07%2026-10-30: 21.73%Aug 10Sep 21Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
27.35%
26.72%
23.69%
23.89%
24.35%
25.97%
28.85%
31.02%
23.27%
23.42%
22.71%
22.50%
21.47%
20.26%
19.82%
20.43%
20.01%
20.14%
19.87%
22.62%
22.41%
21.93%
19.81%
23.09%
25.90%
27.18%
26.23%
21.29%
20.60%
19.59%
20.37%
20.37%
19.86%
20.06%
20.06%
20.41%
21.10%
20.12%
20.41%
20.81%
21.49%
21.72%
22.06%
23.82%
24.78%
26.19%
21.58%
21.90%
21.94%
21.54%
21.43%
22.12%
21.18%
20.84%
21.09%
21.07%
21.73%