IntraAlpha
Create free account Start free

VanEck Preferred Securities ex Financials ETF PFXF

i

Market datapartial · fetched 2026-10-22T19:58:56.600Z

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 · 2026-10-22T19:58:47.891435999Z

FundamentalsAlpha Vantage · unavailable

Share price$16.94
1D-0.5%
$16.85$16.90$16.96$17.01$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$0.21$0.46$0.70$0.95$1.19$14.43$15.65$16.86$18.07$19.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFXF spot · $16.94PFXF PRICE$0.50$0.24$0.50$0.51$0.52$0.54$0.55$0.58$0.63$0.68$0.73$0.78$0.83$0.51$0.52$0.52$0.56$0.60$0.65$0.70$0.77$0.84$0.91$0.98$1.05$1.12
PutsExpensive2.61×
CallsExpensive3.04×
SkewBearish+3.22 pp
Implied moveBearish±$1.25
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.97107.5%38.6%13.8693.7%21.2%
25Δ18.3836.2%9.9%14.8274.4%15.5%
30Δ18.9361.1%14.7%15.7955.1%9.9%
35Δ18.4853.6%12.2%16.2347.3%7.5%
40Δ18.0346.2%9.6%16.5242.7%6.0%
45Δ17.5838.7%7.0%16.8238.2%4.5%
50Δ17.1431.2%4.4%17.0634.6%3.4%
55Δ16.9227.6%3.4%17.2132.7%2.9%
60Δ16.8125.7%3.0%17.3730.8%2.4%
65Δ16.7023.8%2.7%17.5228.9%1.9%
70Δ16.5921.9%2.3%17.6827.0%1.4%
75Δ16.4820.0%1.9%17.8325.1%0.9%
80Δ16.3718.2%1.6%17.9923.2%0.4%

20Δ

Calls
Pseudo strike
22.97
IV
107.5%
B/E move
38.6%
Puts
Pseudo strike
13.86
IV
93.7%
B/E move
21.2%

25Δ

Calls
Pseudo strike
18.38
IV
36.2%
B/E move
9.9%
Puts
Pseudo strike
14.82
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
15.79
IV
55.1%
B/E move
9.9%

35Δ

Calls
Pseudo strike
18.48
IV
53.6%
B/E move
12.2%
Puts
Pseudo strike
16.23
IV
47.3%
B/E move
7.5%

40Δ

Calls
Pseudo strike
18.03
IV
46.2%
B/E move
9.6%
Puts
Pseudo strike
16.52
IV
42.7%
B/E move
6.0%

45Δ

Calls
Pseudo strike
17.58
IV
38.7%
B/E move
7.0%
Puts
Pseudo strike
16.82
IV
38.2%
B/E move
4.5%

50Δ

Calls
Pseudo strike
17.14
IV
31.2%
B/E move
4.4%
Puts
Pseudo strike
17.06
IV
34.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
16.92
IV
27.6%
B/E move
3.4%
Puts
Pseudo strike
17.21
IV
32.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
16.81
IV
25.7%
B/E move
3.0%
Puts
Pseudo strike
17.37
IV
30.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
16.70
IV
23.8%
B/E move
2.7%
Puts
Pseudo strike
17.52
IV
28.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
16.59
IV
21.9%
B/E move
2.3%
Puts
Pseudo strike
17.68
IV
27.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
16.48
IV
20.0%
B/E move
1.9%
Puts
Pseudo strike
17.83
IV
25.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
16.37
IV
18.2%
B/E move
1.6%
Puts
Pseudo strike
17.99
IV
23.2%
B/E move
0.4%

Options history

No recorded observations