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Virtus InfraCap U.S. Preferred Stock ETF PFFA

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Market datapartial · fetched 2026-10-22T21:18:56.062Z

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 · 2026-10-22T20:10:00.003630301Z

FundamentalsAlpha Vantage · unavailable

Share price$18.93
1D-0.2%
AH$18.84$18.89$18.94$18.98$19.035:30 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$0.22$0.73$1.23$1.74$2.25$16.87$17.97$19.07$20.18$21.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFFA spot · $18.93PFFA PRICE$0.40$0.38$0.36$0.35$0.33$0.32$0.30$0.59$0.88$1.18$1.48$1.78$2.08$0.42$0.41$0.38$0.36$0.33$0.30$0.28$0.46$0.64$0.82$1.01$1.19$2.10
PutsExpensive1.45×
CallsExpensive1.89×
SkewBullish-5.34 pp
Implied moveBullish±$0.58
TiltBullish9.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.7779.0%27.7%16.5066.2%15.1%
25Δ22.9868.3%23.4%17.2053.0%11.3%
30Δ22.1957.6%19.2%17.5644.9%9.2%
35Δ21.4046.9%14.9%17.9236.8%7.2%
40Δ20.6236.2%10.7%18.2828.7%5.1%
45Δ19.8325.5%6.4%18.6420.6%3.1%
50Δ19.0414.9%2.2%19.0012.7%1.1%
55Δ18.6816.8%1.8%19.2015.2%1.0%
60Δ18.3419.5%1.6%19.4017.7%0.9%
65Δ18.0122.1%1.4%19.5920.3%0.8%
70Δ17.6724.7%1.2%19.7922.8%0.8%
75Δ17.3427.3%1.0%19.9925.3%0.7%
80Δ17.0030.0%0.8%20.9135.0%0.6%

20Δ

Calls
Pseudo strike
23.77
IV
79.0%
B/E move
27.7%
Puts
Pseudo strike
16.50
IV
66.2%
B/E move
15.1%

25Δ

Calls
Pseudo strike
22.98
IV
68.3%
B/E move
23.4%
Puts
Pseudo strike
17.20
IV
53.0%
B/E move
11.3%

30Δ

Calls
Pseudo strike
22.19
IV
57.6%
B/E move
19.2%
Puts
Pseudo strike
17.56
IV
44.9%
B/E move
9.2%

35Δ

Calls
Pseudo strike
21.40
IV
46.9%
B/E move
14.9%
Puts
Pseudo strike
17.92
IV
36.8%
B/E move
7.2%

40Δ

Calls
Pseudo strike
20.62
IV
36.2%
B/E move
10.7%
Puts
Pseudo strike
18.28
IV
28.7%
B/E move
5.1%

45Δ

Calls
Pseudo strike
19.83
IV
25.5%
B/E move
6.4%
Puts
Pseudo strike
18.64
IV
20.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
19.04
IV
14.9%
B/E move
2.2%
Puts
Pseudo strike
19.00
IV
12.7%
B/E move
1.1%

55Δ

Calls
Pseudo strike
18.68
IV
16.8%
B/E move
1.8%
Puts
Pseudo strike
19.20
IV
15.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
18.34
IV
19.5%
B/E move
1.6%
Puts
Pseudo strike
19.40
IV
17.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
18.01
IV
22.1%
B/E move
1.4%
Puts
Pseudo strike
19.59
IV
20.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
17.67
IV
24.7%
B/E move
1.2%
Puts
Pseudo strike
19.79
IV
22.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
17.34
IV
27.3%
B/E move
1.0%
Puts
Pseudo strike
19.99
IV
25.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
17.00
IV
30.0%
B/E move
0.8%
Puts
Pseudo strike
20.91
IV
35.0%
B/E move
0.6%

Options history

No recorded observations