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abrdn Physical Palladium Shares ETF PALL

i

Market dataready · fetched 2026-11-12T15:28:20.071Z

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 · 2026-11-12T15:27:32.046599638Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:28:17.858446+00:00

Share price$17.91
1D-1.9%
$17.86$17.97$18.09$18.21$18.325:30 AM6:30 AM9:00 AM1:00 PMPALL
Sold putSold call

abrdn Physical Palladium Shares ETF options

Live interpolated PALL call and put midpoint premiums by absolute delta.abrdn Physical Palladium Shares ETF$0.08$0.67$1.27$1.86$2.46$16.43$17.33$18.23$19.14$20.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICELive PALL spot · $17.91PALL PRICE$0.28$0.29$0.36$0.43$0.51$0.58$0.67$0.77$0.86$0.96$1.05$2.29$0.14$0.21$0.27$0.34$0.41$0.47$0.54
Puts——
Calls——
Skew——
Implied moveBullish±$1.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.5899.0%16.4%17.1436.9%5.1%
25Δ17.2838.7%4.7%
30Δ18.8357.0%6.7%17.4240.6%4.3%
35Δ18.6257.2%6.0%17.5642.4%3.9%
40Δ18.4157.4%5.2%17.7044.3%3.5%
45Δ18.2057.5%4.4%17.8446.1%3.0%
50Δ17.9957.6%3.7%17.9848.0%2.6%
55Δ17.8156.2%3.2%
60Δ17.6354.7%2.7%
65Δ17.4553.2%2.3%
70Δ17.2751.7%1.8%
75Δ17.1050.3%1.3%
80Δ15.96102.0%1.9%

20Δ

Calls
Pseudo strike
20.58
IV
99.0%
B/E move
16.4%
Puts
Pseudo strike
17.14
IV
36.9%
B/E move
5.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.28
IV
38.7%
B/E move
4.7%

30Δ

Calls
Pseudo strike
18.83
IV
57.0%
B/E move
6.7%
Puts
Pseudo strike
17.42
IV
40.6%
B/E move
4.3%

35Δ

Calls
Pseudo strike
18.62
IV
57.2%
B/E move
6.0%
Puts
Pseudo strike
17.56
IV
42.4%
B/E move
3.9%

40Δ

Calls
Pseudo strike
18.41
IV
57.4%
B/E move
5.2%
Puts
Pseudo strike
17.70
IV
44.3%
B/E move
3.5%

45Δ

Calls
Pseudo strike
18.20
IV
57.5%
B/E move
4.4%
Puts
Pseudo strike
17.84
IV
46.1%
B/E move
3.0%

50Δ

Calls
Pseudo strike
17.99
IV
57.6%
B/E move
3.7%
Puts
Pseudo strike
17.98
IV
48.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
17.81
IV
56.2%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
17.63
IV
54.7%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
17.45
IV
53.2%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
17.27
IV
51.7%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
17.10
IV
50.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.96
IV
102.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.97%
Daily EOD
PALL35.2%37.3%39.5%2026-10-19: 38.99%2026-10-20: 36.02%2026-10-21: 36.90%2026-10-22: 37.11%2026-10-23: 39.17%2026-10-26: 35.47%2026-10-27: 38.90%2026-10-28: 36.60%2026-10-29: 36.48%2026-10-30: 36.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.99%
36.02%
36.90%
37.11%
39.17%
35.47%
38.90%
36.60%
36.48%
36.97%