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abrdn Physical Palladium Shares ETF PALL

i

Market dataready · fetched 2026-11-04T03:18:25.192Z

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 · 2026-11-04T01:00:00.129389024Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:18:24.586657+00:00

Share price$16.94
1D-1.3%
AH$16.86$16.97$17.08$17.19$17.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPALL
Sold putSold callAH

abrdn Physical Palladium Shares ETF options

Live interpolated PALL call and put midpoint premiums by absolute delta.abrdn Physical Palladium Shares ETF$0.12$0.57$1.02$1.47$1.92$14.36$16.07$17.79$19.51$21.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PALL spot · $16.94PALL PRICE$0.29$0.25$0.30$0.36$0.41$0.47$0.65$0.85$1.05$1.25$1.51$1.79$0.17$0.23$0.31$0.38$0.46$0.54$0.62$0.72$0.82$0.91$1.01$1.11$1.50
PutsCheap0.73×
Calls——
Skew——
Implied moveBearish±$1.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.8377.9%18.8%15.8139.5%7.7%
25Δ16.0839.3%6.5%
30Δ17.7635.4%6.3%16.2739.4%5.8%
35Δ17.5834.9%5.5%16.4639.6%5.1%
40Δ17.3934.5%4.8%16.6539.8%4.4%
45Δ17.2034.0%4.0%16.8440.0%3.7%
50Δ17.0233.6%3.2%17.0339.9%3.1%
55Δ16.7937.5%3.0%17.2038.8%2.7%
60Δ16.5542.0%2.8%17.3837.6%2.2%
65Δ16.3246.4%2.6%17.5536.5%1.8%
70Δ16.0850.8%2.3%17.7235.4%1.4%
75Δ15.7753.3%2.0%17.8934.2%1.0%
80Δ15.4254.8%1.6%18.3238.9%0.7%

20Δ

Calls
Pseudo strike
19.83
IV
77.9%
B/E move
18.8%
Puts
Pseudo strike
15.81
IV
39.5%
B/E move
7.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.08
IV
39.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
17.76
IV
35.4%
B/E move
6.3%
Puts
Pseudo strike
16.27
IV
39.4%
B/E move
5.8%

35Δ

Calls
Pseudo strike
17.58
IV
34.9%
B/E move
5.5%
Puts
Pseudo strike
16.46
IV
39.6%
B/E move
5.1%

40Δ

Calls
Pseudo strike
17.39
IV
34.5%
B/E move
4.8%
Puts
Pseudo strike
16.65
IV
39.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
17.20
IV
34.0%
B/E move
4.0%
Puts
Pseudo strike
16.84
IV
40.0%
B/E move
3.7%

50Δ

Calls
Pseudo strike
17.02
IV
33.6%
B/E move
3.2%
Puts
Pseudo strike
17.03
IV
39.9%
B/E move
3.1%

55Δ

Calls
Pseudo strike
16.79
IV
37.5%
B/E move
3.0%
Puts
Pseudo strike
17.20
IV
38.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
16.55
IV
42.0%
B/E move
2.8%
Puts
Pseudo strike
17.38
IV
37.6%
B/E move
2.2%

65Δ

Calls
Pseudo strike
16.32
IV
46.4%
B/E move
2.6%
Puts
Pseudo strike
17.55
IV
36.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
16.08
IV
50.8%
B/E move
2.3%
Puts
Pseudo strike
17.72
IV
35.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
15.77
IV
53.3%
B/E move
2.0%
Puts
Pseudo strike
17.89
IV
34.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
15.42
IV
54.8%
B/E move
1.6%
Puts
Pseudo strike
18.32
IV
38.9%
B/E move
0.7%

Options history

IV · four-Friday blend36.97%
Daily EOD
PALL35.2%37.3%39.5%2026-10-19: 38.99%2026-10-20: 36.02%2026-10-21: 36.90%2026-10-22: 37.11%2026-10-23: 39.17%2026-10-26: 35.47%2026-10-27: 38.90%2026-10-28: 36.60%2026-10-29: 36.48%2026-10-30: 36.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.99%
36.02%
36.90%
37.11%
39.17%
35.47%
38.90%
36.60%
36.48%
36.97%