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Global X Variable Rate Preferred ETF PFFV

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Market datapartial · fetched 2026-10-23T23:12:20.837Z

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 · 2026-10-23T22:30:00.003474408Z

FundamentalsAlpha Vantage · unavailable

Share price$21.32
1D-0.2%
AH$21.31$21.33$21.35$21.37$21.395:30 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$0.08$0.52$0.96$1.40$1.84$18.78$20.02$21.26$22.49$23.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFFV spot · $21.32PFFV PRICE$0.50$0.13$0.45$0.53$0.57$0.61$0.65$0.69$0.73$0.80$0.90$1.00$1.10$0.50$0.50$0.51$0.53$0.55$0.63$0.72$0.80$0.88$0.98$1.22$1.47$1.71
PutsExpensive3.69×
CallsExpensive4.11×
SkewBearish+2.15 pp
Implied moveBearish±$1.37
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.7984.6%28.0%18.5069.9%15.6%
25Δ22.0114.7%3.8%19.5353.7%10.7%
30Δ22.8842.2%9.4%20.1943.5%7.7%
35Δ22.7343.0%9.1%20.6037.3%5.9%
40Δ22.4239.3%7.8%21.0131.3%4.1%
45Δ22.1135.7%6.6%21.2130.0%3.5%
50Δ21.8032.1%5.3%21.4228.8%2.9%
55Δ21.4928.4%4.0%21.6227.5%2.3%
60Δ21.1724.8%2.7%21.8226.2%1.8%
65Δ20.9322.3%1.9%22.0425.3%1.2%
70Δ20.7721.1%1.6%22.3326.2%1.0%
75Δ20.6219.8%1.4%22.6327.1%0.8%
80Δ20.4618.6%1.1%22.9228.0%0.5%

20Δ

Calls
Pseudo strike
26.79
IV
84.6%
B/E move
28.0%
Puts
Pseudo strike
18.50
IV
69.9%
B/E move
15.6%

25Δ

Calls
Pseudo strike
22.01
IV
14.7%
B/E move
3.8%
Puts
Pseudo strike
19.53
IV
53.7%
B/E move
10.7%

30Δ

Calls
Pseudo strike
22.88
IV
42.2%
B/E move
9.4%
Puts
Pseudo strike
20.19
IV
43.5%
B/E move
7.7%

35Δ

Calls
Pseudo strike
22.73
IV
43.0%
B/E move
9.1%
Puts
Pseudo strike
20.60
IV
37.3%
B/E move
5.9%

40Δ

Calls
Pseudo strike
22.42
IV
39.3%
B/E move
7.8%
Puts
Pseudo strike
21.01
IV
31.3%
B/E move
4.1%

45Δ

Calls
Pseudo strike
22.11
IV
35.7%
B/E move
6.6%
Puts
Pseudo strike
21.21
IV
30.0%
B/E move
3.5%

50Δ

Calls
Pseudo strike
21.80
IV
32.1%
B/E move
5.3%
Puts
Pseudo strike
21.42
IV
28.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
21.49
IV
28.4%
B/E move
4.0%
Puts
Pseudo strike
21.62
IV
27.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
21.17
IV
24.8%
B/E move
2.7%
Puts
Pseudo strike
21.82
IV
26.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
20.93
IV
22.3%
B/E move
1.9%
Puts
Pseudo strike
22.04
IV
25.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
20.77
IV
21.1%
B/E move
1.6%
Puts
Pseudo strike
22.33
IV
26.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
20.62
IV
19.8%
B/E move
1.4%
Puts
Pseudo strike
22.63
IV
27.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
20.46
IV
18.6%
B/E move
1.1%
Puts
Pseudo strike
22.92
IV
28.0%
B/E move
0.5%

Options history

No recorded observations