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Virtus InfraCap U.S. Preferred Stock ETF PFFA

i

Market dataready · fetched 2026-11-12T03:02:06.060Z

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 · 2026-11-12T01:00:00.012275163Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:02:05.505026+00:00

Share price$18.34
1D-0.7%
AH$18.33$18.37$18.41$18.45$18.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFFA
Sold putSold callAH

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$0.02$0.45$0.88$1.31$1.73$17.49$17.91$18.32$18.73$19.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PFFA spot · $18.34PFFA PRICE$0.06$0.08$0.10$0.12$0.14$0.16$0.18$0.20$0.22$0.24$0.26$0.28$0.30$0.45$0.19$0.26$0.33$0.40$0.47$0.54$0.62$0.69$0.76$1.03$1.61
Puts——
CallsCheap0.59×
Skew——
Implied moveBearish±$0.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.8816.5%3.3%15.78130.8%16.4%
25Δ18.8216.0%3.1%
30Δ18.7615.5%2.9%18.1919.0%1.9%
35Δ18.7014.9%2.6%18.2820.8%1.7%
40Δ18.6414.4%2.4%18.3822.5%1.6%
45Δ18.5713.9%2.2%18.4724.3%1.5%
50Δ18.5113.3%1.9%18.5726.1%1.4%
55Δ18.4512.8%1.7%18.6627.8%1.2%
60Δ18.3912.3%1.5%18.7529.6%1.1%
65Δ18.3311.7%1.3%18.8531.4%1.0%
70Δ18.2711.2%1.0%18.9433.2%0.8%
75Δ18.2010.6%0.8%19.2339.7%0.8%
80Δ18.1410.1%0.6%19.8153.2%0.8%

20Δ

Calls
Pseudo strike
18.88
IV
16.5%
B/E move
3.3%
Puts
Pseudo strike
15.78
IV
130.8%
B/E move
16.4%

25Δ

Calls
Pseudo strike
18.82
IV
16.0%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
18.76
IV
15.5%
B/E move
2.9%
Puts
Pseudo strike
18.19
IV
19.0%
B/E move
1.9%

35Δ

Calls
Pseudo strike
18.70
IV
14.9%
B/E move
2.6%
Puts
Pseudo strike
18.28
IV
20.8%
B/E move
1.7%

40Δ

Calls
Pseudo strike
18.64
IV
14.4%
B/E move
2.4%
Puts
Pseudo strike
18.38
IV
22.5%
B/E move
1.6%

45Δ

Calls
Pseudo strike
18.57
IV
13.9%
B/E move
2.2%
Puts
Pseudo strike
18.47
IV
24.3%
B/E move
1.5%

50Δ

Calls
Pseudo strike
18.51
IV
13.3%
B/E move
1.9%
Puts
Pseudo strike
18.57
IV
26.1%
B/E move
1.4%

55Δ

Calls
Pseudo strike
18.45
IV
12.8%
B/E move
1.7%
Puts
Pseudo strike
18.66
IV
27.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
18.39
IV
12.3%
B/E move
1.5%
Puts
Pseudo strike
18.75
IV
29.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
18.33
IV
11.7%
B/E move
1.3%
Puts
Pseudo strike
18.85
IV
31.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
18.27
IV
11.2%
B/E move
1.0%
Puts
Pseudo strike
18.94
IV
33.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
18.20
IV
10.6%
B/E move
0.8%
Puts
Pseudo strike
19.23
IV
39.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
18.14
IV
10.1%
B/E move
0.6%
Puts
Pseudo strike
19.81
IV
53.2%
B/E move
0.8%

Options history

IV · four-Friday blend25.16%
Daily EOD
PFFA18.4%67.4%116.4%2026-10-20: 96.58%2026-10-21: 102.60%2026-10-22: 76.01%2026-10-23: 88.55%2026-10-26: 109.62%2026-10-29: 98.89%2026-10-30: 25.16%Oct 20Oct 23Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
96.58%
102.60%
76.01%
88.55%
109.62%
98.89%
25.16%