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Franklin FTSE Mexico ETF FLMX

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Market dataready · fetched 2026-11-04T06:30:17.338Z

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 · 2026-11-04T01:00:00.121541127Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:30:14.541155+00:00

Share price$36.44
1D-1.1%
AH$36.34$36.48$36.62$36.75$36.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLMX
Sold putSold callAH

Franklin FTSE Mexico ETF options

Live interpolated FLMX call and put midpoint premiums by absolute delta.Franklin FTSE Mexico ETF$0.66$1.29$1.92$2.55$3.19$34.59$36.09$37.59$39.09$40.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 PRICELive FLMX spot · $36.44FLMX PRICE$0.72$0.73$0.77$0.80$0.88$0.97$1.07$1.17$1.29$1.56$1.84$2.31$3.00$0.72$0.74$0.78$0.82$0.87$0.90$0.93$0.97
Puts——
CallsExpensive2.55×
Skew——
Implied moveBullish±$2.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.8691.4%22.4%32.2077.3%13.6%
25Δ40.7068.0%13.7%33.7360.4%9.5%
30Δ39.1455.5%9.5%34.6850.5%7.0%
35Δ38.1246.1%6.8%35.3343.4%5.3%
40Δ37.5442.0%5.5%35.8737.6%3.9%
45Δ37.0238.7%4.3%36.2133.5%3.1%
50Δ36.6636.5%3.5%36.4830.0%2.4%
55Δ36.3134.3%2.8%36.7526.6%1.8%
60Δ35.9532.6%2.2%
65Δ35.5733.9%1.9%
70Δ35.1935.1%1.6%
75Δ34.6438.7%1.4%
80Δ33.8844.4%1.2%

20Δ

Calls
Pseudo strike
43.86
IV
91.4%
B/E move
22.4%
Puts
Pseudo strike
32.20
IV
77.3%
B/E move
13.6%

25Δ

Calls
Pseudo strike
40.70
IV
68.0%
B/E move
13.7%
Puts
Pseudo strike
33.73
IV
60.4%
B/E move
9.5%

30Δ

Calls
Pseudo strike
39.14
IV
55.5%
B/E move
9.5%
Puts
Pseudo strike
34.68
IV
50.5%
B/E move
7.0%

35Δ

Calls
Pseudo strike
38.12
IV
46.1%
B/E move
6.8%
Puts
Pseudo strike
35.33
IV
43.4%
B/E move
5.3%

40Δ

Calls
Pseudo strike
37.54
IV
42.0%
B/E move
5.5%
Puts
Pseudo strike
35.87
IV
37.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
37.02
IV
38.7%
B/E move
4.3%
Puts
Pseudo strike
36.21
IV
33.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
36.66
IV
36.5%
B/E move
3.5%
Puts
Pseudo strike
36.48
IV
30.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
36.31
IV
34.3%
B/E move
2.8%
Puts
Pseudo strike
36.75
IV
26.6%
B/E move
1.8%

60Δ

Calls
Pseudo strike
35.95
IV
32.6%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
35.57
IV
33.9%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.19
IV
35.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
34.64
IV
38.7%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
33.88
IV
44.4%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.56%
Daily close
FLMX22.8%37.0%51.2%2026-08-06: 28.56%2026-08-07: 29.02%2026-08-10: 30.05%2026-08-11: 29.58%2026-08-12: 30.62%2026-08-13: 32.15%2026-08-14: 33.35%2026-08-17: 36.18%2026-08-18: 38.25%2026-08-19: 41.53%2026-08-20: 47.13%2026-08-21: 25.44%2026-08-24: 25.77%2026-08-25: 24.76%2026-08-26: 25.80%2026-08-27: 25.74%2026-08-28: 25.76%2026-08-31: 26.42%2026-09-01: 26.02%2026-09-02: 26.69%2026-09-03: 27.04%2026-09-04: 27.53%2026-09-08: 29.20%2026-09-09: 29.76%2026-09-10: 30.01%2026-09-11: 31.17%2026-09-14: 34.30%2026-09-15: 36.89%2026-09-16: 39.40%2026-09-17: 49.23%2026-09-18: 26.64%2026-09-21: 27.14%2026-09-22: 26.04%2026-09-23: 25.59%2026-09-24: 25.14%2026-09-25: 25.40%2026-09-28: 25.81%2026-09-29: 25.06%2026-09-30: 26.22%2026-10-01: 26.25%2026-10-02: 26.93%2026-10-05: 27.53%2026-10-06: 28.14%2026-10-07: 28.38%2026-10-08: 29.33%2026-10-09: 29.89%2026-10-12: 33.62%2026-10-13: 35.83%2026-10-14: 38.83%2026-10-16: 25.99%2026-10-19: 26.16%2026-10-20: 27.58%2026-10-21: 26.11%2026-10-22: 26.15%2026-10-23: 26.62%2026-10-26: 26.65%2026-10-27: 27.34%2026-10-28: 27.28%2026-10-29: 27.95%2026-10-30: 27.56%Aug 6Sep 17Oct 30
60 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
28.56%
29.02%
30.05%
29.58%
30.62%
32.15%
33.35%
36.18%
38.25%
41.53%
47.13%
25.44%
25.77%
24.76%
25.80%
25.74%
25.76%
26.42%
26.02%
26.69%
27.04%
27.53%
29.20%
29.76%
30.01%
31.17%
34.30%
36.89%
39.40%
49.23%
26.64%
27.14%
26.04%
25.59%
25.14%
25.40%
25.81%
25.06%
26.22%
26.25%
26.93%
27.53%
28.14%
28.38%
29.33%
29.89%
33.62%
35.83%
38.83%
25.99%
26.16%
27.58%
26.11%
26.15%
26.62%
26.65%
27.34%
27.28%
27.95%
27.56%