FRANKLIN ELECTRIC CO INC (FELE) Implied Volatility

This page breaks down FELE's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.

Data as of Aug 24, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close
$102.93
52-week range
$89.80 – $110.29
IV rank
56 / 100
Moderate
Put/call OI
0.00
Call-heavy
Max pain
$100
↓ 2.8% below close
Next earnings
Nov 1, 2026

Implied Volatility & Expected Move

12%38%63%89%114%Feb '26May '26Aug '26

FELE 30-day at-the-money implied volatility, past year.

ATM IV — 2 month24.9%
IV rank (1 year)56 / 100
IV percentile (1 year)96%
Historical volatility — 10 day291.7%
Historical volatility — 21 day278.0%
Historical volatility — 30 day308.0%
Historical volatility — 60 day308.0%

An IV rank of 56 places current implied volatility in the middle of its 52-week range.

FELE IV Rank History

0285583110Feb '26May '26Aug '26

FELE IV rank (0–100), past year.

IV rank has risen from 2 in Feb '26 to 56 today. An IV percentile of 96% means implied volatility was lower than today on 96% of trading days in the past year.

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FELE Options FAQ

Is FELE implied volatility high or low right now?

By its own 52-week standards, FELE implied volatility is currently moderate: IV rank is 56 out of 100 as of Aug 24, 2026.

What is the difference between FELE's IV rank and IV percentile?

IV rank (currently 56) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 96%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.

Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.

Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.