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VanEck Pharmaceutical ETF PPH

i

Market dataready · fetched 2026-11-12T02:55:11.899Z

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 · 2026-11-12T00:01:52.367180206Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:55:11.514541+00:00

Share price$121.75
1D+0.9%
AH$120.02$120.49$120.96$121.42$121.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPPH
Sold putSold callAH

VanEck Pharmaceutical ETF options

Live interpolated PPH call and put midpoint premiums by absolute delta.VanEck Pharmaceutical ETF$0.56$1.44$2.33$3.21$4.10$114.23$118.07$121.91$125.75$129.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PPH spot · $121.75PPH PRICE$0.65$0.97$1.29$1.12$1.57$2.01$2.29$2.56$2.79$3.14$3.56$3.84$0.83$1.21$1.41$1.66$1.90$2.17$2.54$2.94$3.22$3.54
Puts——
Calls——
Skew——
Implied moveBearish±$4.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.3936.9%5.1%
25Δ124.9623.1%3.2%116.9741.4%4.9%
30Δ124.5426.2%3.1%118.3637.8%3.9%
35Δ124.1229.2%3.0%119.4435.7%3.3%
40Δ122.9020.6%1.9%120.3933.8%2.7%
45Δ122.4423.9%1.9%121.2532.3%2.2%
50Δ121.9827.0%1.8%122.0232.2%1.9%
55Δ121.3526.5%1.6%122.7932.0%1.6%
60Δ120.7525.5%1.3%123.4730.4%1.2%
65Δ120.2024.1%1.0%124.1428.8%0.9%
70Δ119.6023.5%0.8%
75Δ118.9823.3%0.7%
80Δ118.5121.6%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
116.39
IV
36.9%
B/E move
5.1%

25Δ

Calls
Pseudo strike
124.96
IV
23.1%
B/E move
3.2%
Puts
Pseudo strike
116.97
IV
41.4%
B/E move
4.9%

30Δ

Calls
Pseudo strike
124.54
IV
26.2%
B/E move
3.1%
Puts
Pseudo strike
118.36
IV
37.8%
B/E move
3.9%

35Δ

Calls
Pseudo strike
124.12
IV
29.2%
B/E move
3.0%
Puts
Pseudo strike
119.44
IV
35.7%
B/E move
3.3%

40Δ

Calls
Pseudo strike
122.90
IV
20.6%
B/E move
1.9%
Puts
Pseudo strike
120.39
IV
33.8%
B/E move
2.7%

45Δ

Calls
Pseudo strike
122.44
IV
23.9%
B/E move
1.9%
Puts
Pseudo strike
121.25
IV
32.3%
B/E move
2.2%

50Δ

Calls
Pseudo strike
121.98
IV
27.0%
B/E move
1.8%
Puts
Pseudo strike
122.02
IV
32.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
121.35
IV
26.5%
B/E move
1.6%
Puts
Pseudo strike
122.79
IV
32.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
120.75
IV
25.5%
B/E move
1.3%
Puts
Pseudo strike
123.47
IV
30.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
120.20
IV
24.1%
B/E move
1.0%
Puts
Pseudo strike
124.14
IV
28.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
119.60
IV
23.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
118.98
IV
23.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
118.51
IV
21.6%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.77%
Daily EOD
PPH19.7%22.4%25.1%2026-10-19: 20.06%2026-10-20: 21.08%2026-10-21: 22.10%2026-10-22: 21.51%2026-10-23: 22.70%2026-10-26: 22.13%2026-10-27: 22.46%2026-10-28: 22.80%2026-10-29: 23.27%2026-10-30: 24.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.06%
21.08%
22.10%
21.51%
22.70%
22.13%
22.46%
22.80%
23.27%
24.77%