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VanEck Preferred Securities ex Financials ETF PFXF

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Market datapartial · fetched 2026-10-23T17:42:26.614Z

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 · 2026-10-23T17:42:06.708546167Z

FundamentalsAlpha Vantage · unavailable

Share price$16.94
1D+0.2%
$16.86$16.89$16.92$16.96$16.995:30 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$0.32$1.96$3.60$5.24$6.88$10.60$13.13$15.66$18.18$20.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFXF spot · $16.93PFXF PRICE$0.50$0.50$0.53$0.71$0.89$1.07$1.24$1.42$1.60$1.78$1.96$2.14$2.32$1.10$1.54$1.99$2.43$2.87$3.31$3.75$4.20$4.64$5.08$5.52$5.96$6.40
PutsExpensive7.11×
CallsExpensive4.59×
SkewBearish+54.47 pp
Implied moveBearish±$5.00
TiltBearish49.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.64113.3%42.6%13.08130.9%29.3%
25Δ20.3880.9%23.3%13.87128.1%27.2%
30Δ18.9463.0%15.0%14.66125.3%25.2%
35Δ18.5860.9%13.9%15.45122.5%23.1%
40Δ18.2158.9%12.8%16.24119.7%21.0%
45Δ17.8556.8%11.7%17.03116.9%19.0%
50Δ17.4854.8%10.6%17.83114.0%16.9%
55Δ17.1252.8%9.5%18.62111.2%14.8%
60Δ16.7550.7%8.4%19.41108.4%12.8%
65Δ16.3948.7%7.3%20.20105.6%10.7%
70Δ16.0246.6%6.2%20.99102.8%8.6%
75Δ15.6644.6%5.1%21.78100.0%6.6%
80Δ15.2942.5%4.0%22.5897.2%4.5%

20Δ

Calls
Pseudo strike
23.64
IV
113.3%
B/E move
42.6%
Puts
Pseudo strike
13.08
IV
130.9%
B/E move
29.3%

25Δ

Calls
Pseudo strike
20.38
IV
80.9%
B/E move
23.3%
Puts
Pseudo strike
13.87
IV
128.1%
B/E move
27.2%

30Δ

Calls
Pseudo strike
18.94
IV
63.0%
B/E move
15.0%
Puts
Pseudo strike
14.66
IV
125.3%
B/E move
25.2%

35Δ

Calls
Pseudo strike
18.58
IV
60.9%
B/E move
13.9%
Puts
Pseudo strike
15.45
IV
122.5%
B/E move
23.1%

40Δ

Calls
Pseudo strike
18.21
IV
58.9%
B/E move
12.8%
Puts
Pseudo strike
16.24
IV
119.7%
B/E move
21.0%

45Δ

Calls
Pseudo strike
17.85
IV
56.8%
B/E move
11.7%
Puts
Pseudo strike
17.03
IV
116.9%
B/E move
19.0%

50Δ

Calls
Pseudo strike
17.48
IV
54.8%
B/E move
10.6%
Puts
Pseudo strike
17.83
IV
114.0%
B/E move
16.9%

55Δ

Calls
Pseudo strike
17.12
IV
52.8%
B/E move
9.5%
Puts
Pseudo strike
18.62
IV
111.2%
B/E move
14.8%

60Δ

Calls
Pseudo strike
16.75
IV
50.7%
B/E move
8.4%
Puts
Pseudo strike
19.41
IV
108.4%
B/E move
12.8%

65Δ

Calls
Pseudo strike
16.39
IV
48.7%
B/E move
7.3%
Puts
Pseudo strike
20.20
IV
105.6%
B/E move
10.7%

70Δ

Calls
Pseudo strike
16.02
IV
46.6%
B/E move
6.2%
Puts
Pseudo strike
20.99
IV
102.8%
B/E move
8.6%

75Δ

Calls
Pseudo strike
15.66
IV
44.6%
B/E move
5.1%
Puts
Pseudo strike
21.78
IV
100.0%
B/E move
6.6%

80Δ

Calls
Pseudo strike
15.29
IV
42.5%
B/E move
4.0%
Puts
Pseudo strike
22.58
IV
97.2%
B/E move
4.5%

Options history

No recorded observations