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abrdn Physical Palladium Shares ETF PALL

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Market datapartial · fetched 2026-10-23T03:50:28.212Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.121758985Z

FundamentalsAlpha Vantage · unavailable

Share price$19.12
1D-0.9%
AH$19.04$19.11$19.19$19.26$19.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPALL
Sold putSold callAH

abrdn Physical Palladium Shares ETF options

Live interpolated PALL call and put midpoint premiums by absolute delta.abrdn Physical Palladium Shares ETF$0.14$1.00$1.85$2.71$3.57$16.22$18.11$20.01$21.90$23.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PALL spot · $19.12PALL PRICE$0.48$0.52$0.56$0.44$0.50$0.58$0.66$0.73$0.87$1.02$1.17$1.32$1.76$0.23$0.30$0.39$0.48$0.57$0.67$0.82$0.97$1.12$1.28$1.64$1.99$3.32
PutsCheap0.92×
CallsExpensive1.25×
SkewBullish-6.16 pp
Implied moveBearish±$1.48
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.6396.8%36.6%17.6736.0%8.8%
25Δ23.6279.6%26.2%18.0136.1%7.4%
30Δ21.6062.4%15.9%18.2735.6%6.5%
35Δ20.0836.7%7.3%18.5335.2%5.6%
40Δ19.7733.9%6.0%18.7834.8%4.8%
45Δ19.5332.9%5.2%19.0434.4%3.9%
50Δ19.2931.9%4.3%19.2934.6%3.4%
55Δ19.0530.9%3.5%19.5334.8%2.9%
60Δ18.8230.8%3.0%19.7835.0%2.4%
65Δ18.5930.9%2.5%20.0435.5%1.9%
70Δ18.3631.0%2.1%20.4537.8%1.6%
75Δ18.1331.1%1.7%20.8740.2%1.3%
80Δ17.6436.7%1.5%22.2055.5%1.3%

20Δ

Calls
Pseudo strike
25.63
IV
96.8%
B/E move
36.6%
Puts
Pseudo strike
17.67
IV
36.0%
B/E move
8.8%

25Δ

Calls
Pseudo strike
23.62
IV
79.6%
B/E move
26.2%
Puts
Pseudo strike
18.01
IV
36.1%
B/E move
7.4%

30Δ

Calls
Pseudo strike
21.60
IV
62.4%
B/E move
15.9%
Puts
Pseudo strike
18.27
IV
35.6%
B/E move
6.5%

35Δ

Calls
Pseudo strike
20.08
IV
36.7%
B/E move
7.3%
Puts
Pseudo strike
18.53
IV
35.2%
B/E move
5.6%

40Δ

Calls
Pseudo strike
19.77
IV
33.9%
B/E move
6.0%
Puts
Pseudo strike
18.78
IV
34.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
19.53
IV
32.9%
B/E move
5.2%
Puts
Pseudo strike
19.04
IV
34.4%
B/E move
3.9%

50Δ

Calls
Pseudo strike
19.29
IV
31.9%
B/E move
4.3%
Puts
Pseudo strike
19.29
IV
34.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
19.05
IV
30.9%
B/E move
3.5%
Puts
Pseudo strike
19.53
IV
34.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
18.82
IV
30.8%
B/E move
3.0%
Puts
Pseudo strike
19.78
IV
35.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
18.59
IV
30.9%
B/E move
2.5%
Puts
Pseudo strike
20.04
IV
35.5%
B/E move
1.9%

70Δ

Calls
Pseudo strike
18.36
IV
31.0%
B/E move
2.1%
Puts
Pseudo strike
20.45
IV
37.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
18.13
IV
31.1%
B/E move
1.7%
Puts
Pseudo strike
20.87
IV
40.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
17.64
IV
36.7%
B/E move
1.5%
Puts
Pseudo strike
22.20
IV
55.5%
B/E move
1.3%

Options history

No recorded observations