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Franklin U.S. Large Cap Multifactor Index ETF FLQL

i

Market dataready · fetched 2026-11-04T00:15:26.568Z

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 · 2026-11-03T23:30:02.877489068Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:15:25.962767+00:00

Share price$76.12
1D+0.0%
AH$75.97$76.08$76.18$76.29$76.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLQL
Sold putSold callAH

Franklin U.S. Large Cap Multifactor Index ETF options

Live interpolated FLQL call and put midpoint premiums by absolute delta.Franklin U.S. Large Cap Multifactor Index ETF$0.46$1.24$2.02$2.79$3.57$72.62$74.53$76.44$78.36$80.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FLQL spot · $76.12FLQL PRICE$0.55$0.59$0.64$0.75$0.88$1.01$1.14$1.28$1.57$1.86$2.24$2.68$3.35$0.61$0.68$0.76$0.83$0.93$1.04$1.14$1.24$1.34$1.49$1.66$1.83
Puts——
CallsExpensive1.83×
Skew——
Implied moveBalanced±$2.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.3132.3%7.5%72.0932.3%6.1%
25Δ79.8326.9%5.7%73.0828.5%4.9%
30Δ78.3521.5%3.8%74.0724.7%3.7%
35Δ77.6719.7%3.0%75.0221.1%2.5%
40Δ77.2419.0%2.6%75.4019.8%2.2%
45Δ76.8118.4%2.2%75.7718.6%1.8%
50Δ76.3817.7%1.8%76.1417.4%1.5%
55Δ75.9517.2%1.5%76.5216.2%1.1%
60Δ75.5417.9%1.3%76.8914.9%0.8%
65Δ75.1418.5%1.1%77.2014.2%0.5%
70Δ74.6319.4%1.0%77.4813.6%0.4%
75Δ74.0820.4%0.8%77.7513.0%0.3%
80Δ73.3222.0%0.7%

20Δ

Calls
Pseudo strike
81.31
IV
32.3%
B/E move
7.5%
Puts
Pseudo strike
72.09
IV
32.3%
B/E move
6.1%

25Δ

Calls
Pseudo strike
79.83
IV
26.9%
B/E move
5.7%
Puts
Pseudo strike
73.08
IV
28.5%
B/E move
4.9%

30Δ

Calls
Pseudo strike
78.35
IV
21.5%
B/E move
3.8%
Puts
Pseudo strike
74.07
IV
24.7%
B/E move
3.7%

35Δ

Calls
Pseudo strike
77.67
IV
19.7%
B/E move
3.0%
Puts
Pseudo strike
75.02
IV
21.1%
B/E move
2.5%

40Δ

Calls
Pseudo strike
77.24
IV
19.0%
B/E move
2.6%
Puts
Pseudo strike
75.40
IV
19.8%
B/E move
2.2%

45Δ

Calls
Pseudo strike
76.81
IV
18.4%
B/E move
2.2%
Puts
Pseudo strike
75.77
IV
18.6%
B/E move
1.8%

50Δ

Calls
Pseudo strike
76.38
IV
17.7%
B/E move
1.8%
Puts
Pseudo strike
76.14
IV
17.4%
B/E move
1.5%

55Δ

Calls
Pseudo strike
75.95
IV
17.2%
B/E move
1.5%
Puts
Pseudo strike
76.52
IV
16.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
75.54
IV
17.9%
B/E move
1.3%
Puts
Pseudo strike
76.89
IV
14.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
75.14
IV
18.5%
B/E move
1.1%
Puts
Pseudo strike
77.20
IV
14.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
74.63
IV
19.4%
B/E move
1.0%
Puts
Pseudo strike
77.48
IV
13.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
74.08
IV
20.4%
B/E move
0.8%
Puts
Pseudo strike
77.75
IV
13.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
73.32
IV
22.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.69%
Daily close
FLQL12.1%16.6%21.0%2026-08-05: 17.32%2026-08-06: 17.02%2026-08-07: 17.48%2026-08-10: 18.52%2026-08-11: 13.79%2026-08-12: 13.31%2026-08-13: 13.30%2026-08-14: 14.17%2026-08-17: 15.60%2026-08-18: 16.37%2026-08-19: 16.87%2026-08-21: 13.29%2026-08-24: 13.67%2026-08-25: 13.55%2026-08-26: 13.46%2026-08-27: 13.33%2026-08-28: 12.75%2026-08-31: 13.16%2026-09-01: 13.61%2026-09-02: 13.61%2026-09-03: 13.17%2026-09-04: 13.19%2026-09-08: 14.21%2026-09-09: 14.54%2026-09-10: 15.23%2026-09-11: 14.87%2026-09-14: 16.29%2026-09-15: 17.78%2026-09-16: 18.04%2026-09-17: 20.40%2026-09-18: 13.95%2026-09-21: 13.62%2026-09-22: 13.48%2026-09-23: 13.36%2026-09-24: 13.48%2026-09-25: 14.11%2026-09-28: 14.15%2026-09-29: 14.36%2026-09-30: 14.42%2026-10-01: 14.58%2026-10-02: 14.19%2026-10-05: 14.39%2026-10-06: 14.76%2026-10-07: 14.94%2026-10-08: 14.86%2026-10-09: 14.81%2026-10-12: 15.51%2026-10-13: 15.93%2026-10-14: 17.43%2026-10-15: 19.62%2026-10-16: 12.93%2026-10-19: 13.24%2026-10-20: 13.30%2026-10-21: 12.82%2026-10-22: 13.67%2026-10-23: 14.19%2026-10-26: 13.51%2026-10-27: 13.34%2026-10-28: 13.15%2026-10-29: 12.92%2026-10-30: 14.69%Aug 5Sep 18Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
17.32%
17.02%
17.48%
18.52%
13.79%
13.31%
13.30%
14.17%
15.60%
16.37%
16.87%
13.29%
13.67%
13.55%
13.46%
13.33%
12.75%
13.16%
13.61%
13.61%
13.17%
13.19%
14.21%
14.54%
15.23%
14.87%
16.29%
17.78%
18.04%
20.40%
13.95%
13.62%
13.48%
13.36%
13.48%
14.11%
14.15%
14.36%
14.42%
14.58%
14.19%
14.39%
14.76%
14.94%
14.86%
14.81%
15.51%
15.93%
17.43%
19.62%
12.93%
13.24%
13.30%
12.82%
13.67%
14.19%
13.51%
13.34%
13.15%
12.92%
14.69%