IntraAlpha
Create free account Start free

iShares Trust iShares Preferred and Income Securities ETF PFF

i

Market datapartial · fetched 2026-10-23T02:23:28.997Z

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 · 2026-10-22T23:43:29.195665962Z

FundamentalsAlpha Vantage · unavailable

Share price$28.81
1D+0.0%
AH$28.70$28.75$28.80$28.85$28.905:30 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$0.00$1.85$3.69$5.54$7.39$25.89$27.27$28.65$30.03$31.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFF spot · $28.81PFF PRICE$0.38$0.33$0.28$0.23$0.18$0.19$0.29$0.39$0.49$0.59$0.69$0.79$0.89$0.32$0.27$0.29$0.36$0.42$0.48$0.55$0.78$1.15$1.51$2.81$3.63$6.85
PutsExpensive1.15×
CallsCheap0.61×
SkewBearish+13.83 pp
Implied moveBearish±$0.84
TiltBearish54.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.3644.2%13.6%26.2739.3%9.9%
25Δ31.4434.9%10.3%27.6123.3%5.1%
30Δ30.7726.9%7.8%28.1418.3%3.4%
35Δ30.0918.9%5.2%28.3317.8%2.9%
40Δ29.4110.8%2.7%28.5317.3%2.4%
45Δ28.956.2%1.2%28.7216.8%2.0%
50Δ28.836.8%1.1%28.9216.3%1.5%
55Δ28.717.5%1.0%29.2018.7%1.4%
60Δ28.598.2%0.9%29.5623.3%1.4%
65Δ28.478.8%0.9%29.9127.8%1.4%
70Δ28.349.5%0.8%31.1342.3%1.7%
75Δ28.2210.2%0.7%31.9948.5%1.6%
80Δ28.1010.8%0.6%35.1673.5%1.8%

20Δ

Calls
Pseudo strike
32.36
IV
44.2%
B/E move
13.6%
Puts
Pseudo strike
26.27
IV
39.3%
B/E move
9.9%

25Δ

Calls
Pseudo strike
31.44
IV
34.9%
B/E move
10.3%
Puts
Pseudo strike
27.61
IV
23.3%
B/E move
5.1%

30Δ

Calls
Pseudo strike
30.77
IV
26.9%
B/E move
7.8%
Puts
Pseudo strike
28.14
IV
18.3%
B/E move
3.4%

35Δ

Calls
Pseudo strike
30.09
IV
18.9%
B/E move
5.2%
Puts
Pseudo strike
28.33
IV
17.8%
B/E move
2.9%

40Δ

Calls
Pseudo strike
29.41
IV
10.8%
B/E move
2.7%
Puts
Pseudo strike
28.53
IV
17.3%
B/E move
2.4%

45Δ

Calls
Pseudo strike
28.95
IV
6.2%
B/E move
1.2%
Puts
Pseudo strike
28.72
IV
16.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
28.83
IV
6.8%
B/E move
1.1%
Puts
Pseudo strike
28.92
IV
16.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
28.71
IV
7.5%
B/E move
1.0%
Puts
Pseudo strike
29.20
IV
18.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
28.59
IV
8.2%
B/E move
0.9%
Puts
Pseudo strike
29.56
IV
23.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
28.47
IV
8.8%
B/E move
0.9%
Puts
Pseudo strike
29.91
IV
27.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
28.34
IV
9.5%
B/E move
0.8%
Puts
Pseudo strike
31.13
IV
42.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
28.22
IV
10.2%
B/E move
0.7%
Puts
Pseudo strike
31.99
IV
48.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
28.10
IV
10.8%
B/E move
0.6%
Puts
Pseudo strike
35.16
IV
73.5%
B/E move
1.8%

Options history

No recorded observations