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VanEck Preferred Securities ex Financials ETF PFXF

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Market datapartial · fetched 2026-10-22T20:16:30.877Z

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 · 2026-10-22T20:10:00.003768742Z

FundamentalsAlpha Vantage · unavailable

Share price$16.94
1D-0.4%
AH$16.85$16.90$16.96$17.01$17.065:30 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$0.22$0.46$0.71$0.96$1.20$14.35$15.78$17.20$18.63$20.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFXF spot · $16.94PFXF PRICE$0.50$0.24$0.50$0.51$0.52$0.54$0.55$0.51$0.52$0.52$0.56$0.60$0.65$0.70$0.77$0.84$0.91$0.98$1.05$1.13
PutsExpensive2.62×
CallsExpensive4.14×
SkewBullish-11.00 pp
Implied moveBearish±$1.25
TiltBearish48.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.97107.5%38.6%13.8693.8%21.2%
25Δ18.4337.2%10.3%14.8374.4%15.5%
30Δ18.9361.1%14.7%15.8055.0%9.8%
35Δ18.4953.7%12.2%16.2347.3%7.5%
40Δ18.0446.2%9.6%16.5342.8%6.0%
45Δ17.5938.8%7.0%16.8238.2%4.5%
50Δ17.1531.3%4.4%17.0634.7%3.4%
55Δ17.2232.8%2.9%
60Δ17.3830.9%2.4%
65Δ17.5329.0%1.9%
70Δ17.6927.2%1.4%
75Δ17.8425.3%0.9%
80Δ18.0123.5%0.4%

20Δ

Calls
Pseudo strike
22.97
IV
107.5%
B/E move
38.6%
Puts
Pseudo strike
13.86
IV
93.8%
B/E move
21.2%

25Δ

Calls
Pseudo strike
18.43
IV
37.2%
B/E move
10.3%
Puts
Pseudo strike
14.83
IV
74.4%
B/E move
15.5%

30Δ

Calls
Pseudo strike
18.93
IV
61.1%
B/E move
14.7%
Puts
Pseudo strike
15.80
IV
55.0%
B/E move
9.8%

35Δ

Calls
Pseudo strike
18.49
IV
53.7%
B/E move
12.2%
Puts
Pseudo strike
16.23
IV
47.3%
B/E move
7.5%

40Δ

Calls
Pseudo strike
18.04
IV
46.2%
B/E move
9.6%
Puts
Pseudo strike
16.53
IV
42.8%
B/E move
6.0%

45Δ

Calls
Pseudo strike
17.59
IV
38.8%
B/E move
7.0%
Puts
Pseudo strike
16.82
IV
38.2%
B/E move
4.5%

50Δ

Calls
Pseudo strike
17.15
IV
31.3%
B/E move
4.4%
Puts
Pseudo strike
17.06
IV
34.7%
B/E move
3.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.22
IV
32.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.38
IV
30.9%
B/E move
2.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.53
IV
29.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.69
IV
27.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.84
IV
25.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.01
IV
23.5%
B/E move
0.4%

Options history

No recorded observations