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iShares Trust iShares Preferred and Income Securities ETF PFF

i

Market dataready · fetched 2026-11-12T00:56:34.614Z

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 · 2026-11-11T23:59:58.747430233Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:56:34.036492+00:00

Share price$28.29
1D-0.1%
AH$28.28$28.32$28.35$28.38$28.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFF
Sold putSold callAH

iShares Trust iShares Preferred and Income Securities ETF options

Live interpolated PFF call and put midpoint premiums by absolute delta.iShares Trust iShares Preferred and Income Securities ETF$0.04$0.40$0.76$1.12$1.49$27.01$27.70$28.38$29.07$29.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive PFF spot · $28.29PFF PRICE$0.08$0.10$0.13$0.15$0.18$0.21$0.23$0.26$0.28$0.31$0.33$0.36$0.14$0.16$0.21$0.33$0.44$0.56$0.68$0.80$0.92$1.11$1.38
Puts——
Calls——
Skew——
Implied moveBearish±$0.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.8511.6%2.3%
25Δ28.7811.4%2.1%27.5523.0%3.1%
30Δ28.7111.2%1.9%27.8119.8%2.3%
35Δ28.6311.1%1.8%28.0418.1%1.6%
40Δ28.5610.9%1.6%28.1920.2%1.5%
45Δ28.4910.7%1.4%28.3422.3%1.4%
50Δ28.4110.6%1.2%28.4824.4%1.3%
55Δ28.3410.4%1.1%28.6326.5%1.2%
60Δ28.2610.2%0.9%28.7828.6%1.1%
65Δ28.1910.1%0.7%28.9330.8%1.0%
70Δ28.129.9%0.6%29.1632.6%0.9%
75Δ28.049.7%0.4%29.4834.3%0.7%
80Δ

20Δ

Calls
Pseudo strike
28.85
IV
11.6%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
28.78
IV
11.4%
B/E move
2.1%
Puts
Pseudo strike
27.55
IV
23.0%
B/E move
3.1%

30Δ

Calls
Pseudo strike
28.71
IV
11.2%
B/E move
1.9%
Puts
Pseudo strike
27.81
IV
19.8%
B/E move
2.3%

35Δ

Calls
Pseudo strike
28.63
IV
11.1%
B/E move
1.8%
Puts
Pseudo strike
28.04
IV
18.1%
B/E move
1.6%

40Δ

Calls
Pseudo strike
28.56
IV
10.9%
B/E move
1.6%
Puts
Pseudo strike
28.19
IV
20.2%
B/E move
1.5%

45Δ

Calls
Pseudo strike
28.49
IV
10.7%
B/E move
1.4%
Puts
Pseudo strike
28.34
IV
22.3%
B/E move
1.4%

50Δ

Calls
Pseudo strike
28.41
IV
10.6%
B/E move
1.2%
Puts
Pseudo strike
28.48
IV
24.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
28.34
IV
10.4%
B/E move
1.1%
Puts
Pseudo strike
28.63
IV
26.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
28.26
IV
10.2%
B/E move
0.9%
Puts
Pseudo strike
28.78
IV
28.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
28.19
IV
10.1%
B/E move
0.7%
Puts
Pseudo strike
28.93
IV
30.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
28.12
IV
9.9%
B/E move
0.6%
Puts
Pseudo strike
29.16
IV
32.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
28.04
IV
9.7%
B/E move
0.4%
Puts
Pseudo strike
29.48
IV
34.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.19%
Daily EOD
PFF14.1%14.7%15.4%2026-10-20: 15.31%2026-10-21: 14.27%2026-10-22: 14.36%2026-10-26: 14.16%2026-10-27: 14.61%2026-10-28: 14.19%Oct 20Oct 22Oct 28
6 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
15.31%
14.27%
14.36%
14.16%
14.61%
14.19%