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VanEck Preferred Securities ex Financials ETF PFXF

i

Market dataready · fetched 2026-11-12T00:44:24.533Z

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 · 2026-11-12T00:11:01.663800793Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:44:24.169609+00:00

Share price$16.47
1D+0.4%
AH$16.47$16.51$16.55$16.60$16.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFXF
Sold putSold callAH

VanEck Preferred Securities ex Financials ETF options

Live interpolated PFXF call and put midpoint premiums by absolute delta.VanEck Preferred Securities ex Financials ETF$0.18$0.50$0.82$1.14$1.47$15.79$16.15$16.52$16.88$17.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PFXF spot · $16.47PFXF PRICE$0.45$0.50$0.50$0.50$0.55$0.62$0.68$0.75$0.82$0.99$1.18$1.37$0.22$0.30$0.38$0.46$0.52$0.57$0.61$0.65$0.70$0.74
Puts——
Calls——
Skew——
Implied moveBalanced±$1.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.1369.3%9.5%
25Δ19.13124.0%18.8%15.3869.9%8.4%
30Δ18.41113.1%14.8%15.6470.5%7.4%
35Δ17.6691.4%10.3%15.8971.1%6.4%
40Δ17.1273.8%7.0%16.1068.6%5.5%
45Δ16.8467.4%5.6%16.2763.8%4.7%
50Δ16.6464.2%4.7%16.4459.0%3.9%
55Δ16.4360.9%3.9%16.6254.2%3.1%
60Δ16.2357.7%3.1%16.7949.3%2.3%
65Δ16.0254.5%2.2%16.9644.5%1.5%
70Δ15.7855.0%1.8%
75Δ15.5456.1%1.5%
80Δ15.2957.1%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.13
IV
69.3%
B/E move
9.5%

25Δ

Calls
Pseudo strike
19.13
IV
124.0%
B/E move
18.8%
Puts
Pseudo strike
15.38
IV
69.9%
B/E move
8.4%

30Δ

Calls
Pseudo strike
18.41
IV
113.1%
B/E move
14.8%
Puts
Pseudo strike
15.64
IV
70.5%
B/E move
7.4%

35Δ

Calls
Pseudo strike
17.66
IV
91.4%
B/E move
10.3%
Puts
Pseudo strike
15.89
IV
71.1%
B/E move
6.4%

40Δ

Calls
Pseudo strike
17.12
IV
73.8%
B/E move
7.0%
Puts
Pseudo strike
16.10
IV
68.6%
B/E move
5.5%

45Δ

Calls
Pseudo strike
16.84
IV
67.4%
B/E move
5.6%
Puts
Pseudo strike
16.27
IV
63.8%
B/E move
4.7%

50Δ

Calls
Pseudo strike
16.64
IV
64.2%
B/E move
4.7%
Puts
Pseudo strike
16.44
IV
59.0%
B/E move
3.9%

55Δ

Calls
Pseudo strike
16.43
IV
60.9%
B/E move
3.9%
Puts
Pseudo strike
16.62
IV
54.2%
B/E move
3.1%

60Δ

Calls
Pseudo strike
16.23
IV
57.7%
B/E move
3.1%
Puts
Pseudo strike
16.79
IV
49.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
16.02
IV
54.5%
B/E move
2.2%
Puts
Pseudo strike
16.96
IV
44.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
15.78
IV
55.0%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
15.54
IV
56.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.29
IV
57.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.69%
Daily EOD
PFXF24.3%27.7%31.2%2026-10-19: 26.43%2026-10-20: 24.75%2026-10-21: 27.87%2026-10-22: 28.40%2026-10-23: 25.83%2026-10-26: 29.56%2026-10-27: 30.40%2026-10-28: 30.44%2026-10-29: 30.54%2026-10-30: 30.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.43%
24.75%
27.87%
28.40%
25.83%
29.56%
30.40%
30.44%
30.54%
30.69%