IntraAlpha
Create free account Start free

Virtus InfraCap U.S. Preferred Stock ETF PFFA

i

Market datapartial · fetched 2026-10-22T18:09:47.036Z

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 · 2026-10-22T18:09:25.000942071Z

FundamentalsAlpha Vantage · unavailable

Share price$18.88
1D-0.5%
$18.86$18.91$18.95$18.99$19.035:30 AM6:30 AM9:00 AM1:00 PMPFFA
Sold putSold call

Virtus InfraCap U.S. Preferred Stock ETF options

Live interpolated PFFA call and put midpoint premiums by absolute delta.Virtus InfraCap U.S. Preferred Stock ETF$0.26$0.69$1.11$1.54$1.97$16.90$17.92$18.94$19.97$20.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFFA spot · $18.88PFFA PRICE$0.40$0.38$0.37$0.36$0.35$0.33$0.36$0.43$0.51$0.58$0.66$0.73$0.81$0.42$0.43$0.45$0.42$0.38$0.34$0.30$0.33$0.55$0.77$0.98$1.20$1.85
PutsExpensive1.41×
CallsExpensive1.67×
SkewBullish-2.59 pp
Implied moveBullish±$0.66
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.7479.2%27.9%16.4466.2%15.1%
25Δ22.8968.0%23.3%17.3151.7%10.6%
30Δ22.0556.9%18.8%17.9241.8%7.5%
35Δ21.2045.8%14.2%18.1935.0%5.9%
40Δ20.3634.6%9.7%18.4028.6%4.5%
45Δ19.5123.5%5.1%18.6222.3%3.2%
50Δ18.9516.7%2.3%18.8416.0%1.8%
55Δ18.8216.5%2.0%19.0612.2%0.8%
60Δ18.7016.2%1.7%19.2815.4%0.8%
65Δ18.5716.0%1.5%19.5018.7%0.7%
70Δ18.4415.7%1.2%19.7322.0%0.7%
75Δ18.3215.5%0.9%19.9525.3%0.7%
80Δ18.1915.2%0.7%20.6231.0%0.5%

20Δ

Calls
Pseudo strike
23.74
IV
79.2%
B/E move
27.9%
Puts
Pseudo strike
16.44
IV
66.2%
B/E move
15.1%

25Δ

Calls
Pseudo strike
22.89
IV
68.0%
B/E move
23.3%
Puts
Pseudo strike
17.31
IV
51.7%
B/E move
10.6%

30Δ

Calls
Pseudo strike
22.05
IV
56.9%
B/E move
18.8%
Puts
Pseudo strike
17.92
IV
41.8%
B/E move
7.5%

35Δ

Calls
Pseudo strike
21.20
IV
45.8%
B/E move
14.2%
Puts
Pseudo strike
18.19
IV
35.0%
B/E move
5.9%

40Δ

Calls
Pseudo strike
20.36
IV
34.6%
B/E move
9.7%
Puts
Pseudo strike
18.40
IV
28.6%
B/E move
4.5%

45Δ

Calls
Pseudo strike
19.51
IV
23.5%
B/E move
5.1%
Puts
Pseudo strike
18.62
IV
22.3%
B/E move
3.2%

50Δ

Calls
Pseudo strike
18.95
IV
16.7%
B/E move
2.3%
Puts
Pseudo strike
18.84
IV
16.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
18.82
IV
16.5%
B/E move
2.0%
Puts
Pseudo strike
19.06
IV
12.2%
B/E move
0.8%

60Δ

Calls
Pseudo strike
18.70
IV
16.2%
B/E move
1.7%
Puts
Pseudo strike
19.28
IV
15.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
18.57
IV
16.0%
B/E move
1.5%
Puts
Pseudo strike
19.50
IV
18.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
18.44
IV
15.7%
B/E move
1.2%
Puts
Pseudo strike
19.73
IV
22.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
18.32
IV
15.5%
B/E move
0.9%
Puts
Pseudo strike
19.95
IV
25.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
18.19
IV
15.2%
B/E move
0.7%
Puts
Pseudo strike
20.62
IV
31.0%
B/E move
0.5%

Options history

No recorded observations