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VanEck Preferred Securities ex Financials ETF PFXF

i

Market dataready · fetched 2026-10-22T15:35:54.762Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T15:35:35.343116184Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T15:35:52.497319+00:00

Share price$16.92
1D-0.6%
$16.91$16.95$16.99$17.02$17.065:30 AM6:30 AM9:00 AM1:00 PMPFXF
Sold putSold call

VanEck Preferred Securities ex Financials ETF options

Live interpolated PFXF call and put midpoint premiums by absolute delta.VanEck Preferred Securities ex Financials ETF$0.41$1.72$3.03$4.34$5.65$7.92$11.37$14.82$18.27$21.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFXF spot · $16.92PFXF PRICE$0.55$0.55$0.57$0.60$0.62$0.64$0.66$1.37$1.70$2.02$2.35$2.67$3.00$3.32$3.65$3.97$4.30$4.62$4.95$5.27
PutsExpensive7.91×
CallsExpensive4.37×
SkewBearish+62.85 pp
Implied moveBearish±$3.98
TiltBearish82.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.9985.5%45.0%10.18160.1%47.9%
25Δ20.9163.4%26.8%11.07152.5%44.6%
30Δ20.2156.4%22.8%11.96144.9%41.3%
35Δ19.5149.5%18.8%12.85137.3%37.9%
40Δ18.8142.5%14.8%13.74129.7%34.6%
45Δ18.1135.6%10.8%14.63122.1%31.2%
50Δ17.4128.6%6.8%15.52114.5%27.9%
55Δ16.41106.9%24.6%
60Δ17.3099.3%21.2%
65Δ18.1991.7%17.9%
70Δ19.0884.0%14.5%
75Δ19.9776.4%11.2%
80Δ20.8668.8%7.8%

20Δ

Calls
Pseudo strike
23.99
IV
85.5%
B/E move
45.0%
Puts
Pseudo strike
10.18
IV
160.1%
B/E move
47.9%

25Δ

Calls
Pseudo strike
20.91
IV
63.4%
B/E move
26.8%
Puts
Pseudo strike
11.07
IV
152.5%
B/E move
44.6%

30Δ

Calls
Pseudo strike
20.21
IV
56.4%
B/E move
22.8%
Puts
Pseudo strike
11.96
IV
144.9%
B/E move
41.3%

35Δ

Calls
Pseudo strike
19.51
IV
49.5%
B/E move
18.8%
Puts
Pseudo strike
12.85
IV
137.3%
B/E move
37.9%

40Δ

Calls
Pseudo strike
18.81
IV
42.5%
B/E move
14.8%
Puts
Pseudo strike
13.74
IV
129.7%
B/E move
34.6%

45Δ

Calls
Pseudo strike
18.11
IV
35.6%
B/E move
10.8%
Puts
Pseudo strike
14.63
IV
122.1%
B/E move
31.2%

50Δ

Calls
Pseudo strike
17.41
IV
28.6%
B/E move
6.8%
Puts
Pseudo strike
15.52
IV
114.5%
B/E move
27.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.41
IV
106.9%
B/E move
24.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.30
IV
99.3%
B/E move
21.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.19
IV
91.7%
B/E move
17.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.08
IV
84.0%
B/E move
14.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.97
IV
76.4%
B/E move
11.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.86
IV
68.8%
B/E move
7.8%

Options history

No recorded observations