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Global X Variable Rate Preferred ETF PFFV

i

Market dataready · fetched 2026-11-12T02:46:05.871Z

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 · 2026-11-12T01:00:00.068451895Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:46:05.525197+00:00

Share price$20.99
1D+0.2%
AH$20.89$20.92$20.95$20.98$21.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFFV
Sold putSold callAH

Global X Variable Rate Preferred ETF options

Live interpolated PFFV call and put midpoint premiums by absolute delta.Global X Variable Rate Preferred ETF$0.53$0.73$0.92$1.12$1.32$18.49$19.79$21.08$22.38$23.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFFV spot · $20.99PFFV PRICE$0.55$0.55$0.55$0.56$0.56$0.57$0.57$0.62$0.68$0.74$0.80$0.86$0.92$0.55$0.55$0.55$0.56$0.58$0.59$0.63$0.72$0.80$0.89$0.98$1.06$1.26
PutsExpensive8.65×
CallsExpensive7.63×
SkewBullish-5.80 pp
Implied moveBearish±$1.20
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.21171.0%32.2%17.98136.7%17.0%
25Δ24.53126.6%19.5%19.07104.9%11.8%
30Δ22.9996.2%12.1%19.7684.3%8.5%
35Δ22.5384.2%10.0%20.2071.0%6.4%
40Δ22.0772.1%7.8%20.5061.9%5.1%
45Δ21.6160.0%5.7%20.8052.7%3.7%
50Δ21.1648.0%3.5%21.0646.1%2.7%
55Δ20.9142.2%2.6%21.2244.4%2.3%
60Δ20.7839.8%2.2%21.3942.6%1.9%
65Δ20.6537.4%1.9%21.5540.9%1.6%
70Δ20.5234.9%1.6%21.7239.1%1.2%
75Δ20.3932.5%1.3%21.8837.3%0.8%
80Δ20.2630.0%0.9%22.1437.7%0.5%

20Δ

Calls
Pseudo strike
27.21
IV
171.0%
B/E move
32.2%
Puts
Pseudo strike
17.98
IV
136.7%
B/E move
17.0%

25Δ

Calls
Pseudo strike
24.53
IV
126.6%
B/E move
19.5%
Puts
Pseudo strike
19.07
IV
104.9%
B/E move
11.8%

30Δ

Calls
Pseudo strike
22.99
IV
96.2%
B/E move
12.1%
Puts
Pseudo strike
19.76
IV
84.3%
B/E move
8.5%

35Δ

Calls
Pseudo strike
22.53
IV
84.2%
B/E move
10.0%
Puts
Pseudo strike
20.20
IV
71.0%
B/E move
6.4%

40Δ

Calls
Pseudo strike
22.07
IV
72.1%
B/E move
7.8%
Puts
Pseudo strike
20.50
IV
61.9%
B/E move
5.1%

45Δ

Calls
Pseudo strike
21.61
IV
60.0%
B/E move
5.7%
Puts
Pseudo strike
20.80
IV
52.7%
B/E move
3.7%

50Δ

Calls
Pseudo strike
21.16
IV
48.0%
B/E move
3.5%
Puts
Pseudo strike
21.06
IV
46.1%
B/E move
2.7%

55Δ

Calls
Pseudo strike
20.91
IV
42.2%
B/E move
2.6%
Puts
Pseudo strike
21.22
IV
44.4%
B/E move
2.3%

60Δ

Calls
Pseudo strike
20.78
IV
39.8%
B/E move
2.2%
Puts
Pseudo strike
21.39
IV
42.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
20.65
IV
37.4%
B/E move
1.9%
Puts
Pseudo strike
21.55
IV
40.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
20.52
IV
34.9%
B/E move
1.6%
Puts
Pseudo strike
21.72
IV
39.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
20.39
IV
32.5%
B/E move
1.3%
Puts
Pseudo strike
21.88
IV
37.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
20.26
IV
30.0%
B/E move
0.9%
Puts
Pseudo strike
22.14
IV
37.7%
B/E move
0.5%

Options history

IV · four-Friday blend26.01%
Daily EOD
PFFV15.7%90.4%165.0%2026-10-19: 73.28%2026-10-20: 146.37%2026-10-21: 95.81%2026-10-22: 77.67%2026-10-23: 78.60%2026-10-26: 81.33%2026-10-27: 81.97%2026-10-28: 154.75%2026-10-29: 119.87%2026-10-30: 26.01%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.28%
146.37%
95.81%
77.67%
78.60%
81.33%
81.97%
154.75%
119.87%
26.01%