IntraAlpha
Create free account Start free

Global X U.S. Preferred ETF PFFD

i

Market dataready · fetched 2026-11-13T03:11:19.732Z

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 · 2026-11-13T01:00:00.105960549Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T03:11:19.847890+00:00

Share price$16.66
1D-1.0%
AH$16.64$16.70$16.76$16.81$16.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFFD
Sold putSold callAH

Global X U.S. Preferred ETF options

Live interpolated PFFD call and put midpoint premiums by absolute delta.Global X U.S. Preferred ETF$0.03$2.08$4.12$6.17$8.22$13.34$14.63$15.93$17.22$18.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFFD spot · $16.66PFFD PRICE$0.25$0.25$0.25$0.25$0.29$0.38$0.48$0.57$0.67$0.76$0.86$1.04$1.29$0.50$0.50$0.50$0.59$1.37$2.15$2.94$3.72$4.50$5.28$6.06$6.85$7.63
PutsExpensive5.10×
CallsExpensive2.84×
SkewBearish+60.47 pp
Implied moveBearish±$3.41
TiltBearish70.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.0198.3%15.6%14.03164.2%18.8%
25Δ18.4582.4%12.3%14.99125.8%13.1%
30Δ17.9066.3%8.9%15.53103.3%9.8%
35Δ17.3550.1%5.6%16.1084.3%6.9%
40Δ16.9540.6%3.4%16.9790.4%6.4%
45Δ16.8042.3%3.1%17.8596.5%5.8%
50Δ16.6544.1%2.8%18.72102.7%5.3%
55Δ16.5045.8%2.5%19.59108.8%4.7%
60Δ16.3647.5%2.2%20.47114.9%4.2%
65Δ16.2149.2%1.9%21.34121.0%3.6%
70Δ16.0651.0%1.6%22.21127.2%3.1%
75Δ15.8353.0%1.3%23.09133.3%2.5%
80Δ15.5555.2%1.0%23.96139.4%2.0%

20Δ

Calls
Pseudo strike
19.01
IV
98.3%
B/E move
15.6%
Puts
Pseudo strike
14.03
IV
164.2%
B/E move
18.8%

25Δ

Calls
Pseudo strike
18.45
IV
82.4%
B/E move
12.3%
Puts
Pseudo strike
14.99
IV
125.8%
B/E move
13.1%

30Δ

Calls
Pseudo strike
17.90
IV
66.3%
B/E move
8.9%
Puts
Pseudo strike
15.53
IV
103.3%
B/E move
9.8%

35Δ

Calls
Pseudo strike
17.35
IV
50.1%
B/E move
5.6%
Puts
Pseudo strike
16.10
IV
84.3%
B/E move
6.9%

40Δ

Calls
Pseudo strike
16.95
IV
40.6%
B/E move
3.4%
Puts
Pseudo strike
16.97
IV
90.4%
B/E move
6.4%

45Δ

Calls
Pseudo strike
16.80
IV
42.3%
B/E move
3.1%
Puts
Pseudo strike
17.85
IV
96.5%
B/E move
5.8%

50Δ

Calls
Pseudo strike
16.65
IV
44.1%
B/E move
2.8%
Puts
Pseudo strike
18.72
IV
102.7%
B/E move
5.3%

55Δ

Calls
Pseudo strike
16.50
IV
45.8%
B/E move
2.5%
Puts
Pseudo strike
19.59
IV
108.8%
B/E move
4.7%

60Δ

Calls
Pseudo strike
16.36
IV
47.5%
B/E move
2.2%
Puts
Pseudo strike
20.47
IV
114.9%
B/E move
4.2%

65Δ

Calls
Pseudo strike
16.21
IV
49.2%
B/E move
1.9%
Puts
Pseudo strike
21.34
IV
121.0%
B/E move
3.6%

70Δ

Calls
Pseudo strike
16.06
IV
51.0%
B/E move
1.6%
Puts
Pseudo strike
22.21
IV
127.2%
B/E move
3.1%

75Δ

Calls
Pseudo strike
15.83
IV
53.0%
B/E move
1.3%
Puts
Pseudo strike
23.09
IV
133.3%
B/E move
2.5%

80Δ

Calls
Pseudo strike
15.55
IV
55.2%
B/E move
1.0%
Puts
Pseudo strike
23.96
IV
139.4%
B/E move
2.0%

Options history

IV · four-Friday blend27.08%
Daily EOD
PFFD23.6%26.7%29.8%2026-10-19: 24.07%2026-10-20: 24.49%2026-10-21: 24.68%2026-10-23: 25.96%2026-10-26: 27.28%2026-10-27: 28.26%2026-10-28: 28.67%2026-10-29: 29.37%2026-10-30: 27.08%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.07%
24.49%
24.68%
25.96%
27.28%
28.26%
28.67%
29.37%
27.08%