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Global X U.S. Preferred ETF PFFD

i

Market dataready · fetched 2026-11-12T02:43:06.697Z

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 · 2026-11-12T01:00:00.122012733Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:43:06.290255+00:00

Share price$16.89
1D-0.1%
AH$16.86$16.89$16.91$16.93$16.955:30 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$0.16$0.37$0.58$0.79$1.00$16.20$16.55$16.89$17.24$17.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PFFD spot · $16.89PFFD PRICE$0.19$0.21$0.23$0.25$0.33$0.43$0.53$0.63$0.74$0.84$0.94$0.50$0.50$0.50$0.51$0.52$0.53$0.55
Puts——
Calls——
Skew——
Implied moveBearish±$0.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.22153.7%18.8%
25Δ15.17118.3%13.2%
30Δ18.0148.0%7.7%15.8094.5%9.4%
35Δ17.6941.7%6.0%16.1780.1%7.3%
40Δ17.3835.5%4.2%16.4270.4%5.9%
45Δ17.0629.2%2.5%16.6860.6%4.4%
50Δ16.8929.2%2.0%16.9350.8%3.0%
55Δ16.7630.6%1.8%
60Δ16.6231.9%1.6%
65Δ16.4933.3%1.4%
70Δ16.3534.7%1.2%
75Δ16.2236.1%1.0%
80Δ16.0837.5%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.22
IV
153.7%
B/E move
18.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.17
IV
118.3%
B/E move
13.2%

30Δ

Calls
Pseudo strike
18.01
IV
48.0%
B/E move
7.7%
Puts
Pseudo strike
15.80
IV
94.5%
B/E move
9.4%

35Δ

Calls
Pseudo strike
17.69
IV
41.7%
B/E move
6.0%
Puts
Pseudo strike
16.17
IV
80.1%
B/E move
7.3%

40Δ

Calls
Pseudo strike
17.38
IV
35.5%
B/E move
4.2%
Puts
Pseudo strike
16.42
IV
70.4%
B/E move
5.9%

45Δ

Calls
Pseudo strike
17.06
IV
29.2%
B/E move
2.5%
Puts
Pseudo strike
16.68
IV
60.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
16.89
IV
29.2%
B/E move
2.0%
Puts
Pseudo strike
16.93
IV
50.8%
B/E move
3.0%

55Δ

Calls
Pseudo strike
16.76
IV
30.6%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.62
IV
31.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.49
IV
33.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
16.35
IV
34.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.22
IV
36.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.08
IV
37.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

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%