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VanEck Pharmaceutical ETF PPH

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Market datapartial · fetched 2026-10-22T23:54:22.091Z

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 · 2026-10-22T22:52:23.627224175Z

FundamentalsAlpha Vantage · unavailable

Share price$117.81
1D+1.1%
AH$115.61$116.22$116.82$117.42$118.035:30 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$1.17$2.21$3.25$4.28$5.32$104.63$110.80$116.96$123.13$129.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PPH spot · $117.81PPH PRICE$1.28$1.61$2.10$2.55$2.77$2.84$3.27$3.84$4.29$4.56$1.37$1.75$2.03$2.21$2.91$3.12$3.75$5.02
PutsExpensive1.34×
CallsCheap0.63×
SkewBearish+12.74 pp
Implied moveBearish±$6.30
TiltBullish13.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.2635.3%8.4%
25Δ111.3633.6%7.0%
30Δ113.3930.5%5.5%
35Δ120.5216.8%3.4%115.1127.0%4.2%
40Δ119.7417.2%3.0%116.1229.3%3.9%
45Δ119.1319.1%2.9%117.3926.5%3.0%
50Δ118.3619.9%2.6%118.5326.9%2.6%
55Δ117.6118.7%2.2%119.9230.7%2.5%
60Δ116.9316.4%1.7%
65Δ116.2216.3%1.4%
70Δ115.4116.7%1.2%
75Δ114.7216.2%1.0%
80Δ114.1914.9%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.26
IV
35.3%
B/E move
8.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.36
IV
33.6%
B/E move
7.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.39
IV
30.5%
B/E move
5.5%

35Δ

Calls
Pseudo strike
120.52
IV
16.8%
B/E move
3.4%
Puts
Pseudo strike
115.11
IV
27.0%
B/E move
4.2%

40Δ

Calls
Pseudo strike
119.74
IV
17.2%
B/E move
3.0%
Puts
Pseudo strike
116.12
IV
29.3%
B/E move
3.9%

45Δ

Calls
Pseudo strike
119.13
IV
19.1%
B/E move
2.9%
Puts
Pseudo strike
117.39
IV
26.5%
B/E move
3.0%

50Δ

Calls
Pseudo strike
118.36
IV
19.9%
B/E move
2.6%
Puts
Pseudo strike
118.53
IV
26.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
117.61
IV
18.7%
B/E move
2.2%
Puts
Pseudo strike
119.92
IV
30.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
116.93
IV
16.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
116.22
IV
16.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
115.41
IV
16.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
114.72
IV
16.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
114.19
IV
14.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations