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iShares Trust iShares Preferred and Income Securities ETF PFF

i

Market dataready · fetched 2026-11-03T21:57:23.841Z

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 · 2026-11-03T21:00:00.618176481Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T21:57:21.089753+00:00

Share price$28.28
1D-0.1%
AH$28.22$28.26$28.31$28.35$28.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFF
Sold putSold callAH

iShares Trust iShares Preferred and Income Securities ETF options

Live interpolated PFF call and put midpoint premiums by absolute delta.iShares Trust iShares Preferred and Income Securities ETF$0.06$0.85$1.64$2.43$3.22$26.22$27.07$27.92$28.77$29.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFF spot · $28.27PFF PRICE$0.15$0.20$0.24$0.29$0.33$0.38$0.42$0.46$0.51$0.56$0.73$0.89$1.05$0.14$0.17$0.20$0.22$0.50$0.81$1.12$1.43$1.74$2.05$2.36$2.67$2.99
PutsExpensive2.05×
CallsExpensive1.52×
SkewBearish+12.52 pp
Implied moveBearish±$1.54
TiltBearish45.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.5216.3%4.9%27.1921.7%4.3%
25Δ29.3516.2%4.5%27.4519.5%3.5%
30Δ29.1816.0%4.0%27.7117.4%2.7%
35Δ29.0115.9%3.6%27.9715.3%1.8%
40Δ28.8415.7%3.2%28.3018.3%1.7%
45Δ28.6715.6%2.7%28.6421.9%1.6%
50Δ28.5015.5%2.3%28.9825.5%1.5%
55Δ28.3215.3%1.8%29.3229.1%1.4%
60Δ28.1515.2%1.4%29.6532.7%1.3%
65Δ27.9815.1%1.0%29.9936.2%1.2%
70Δ27.7915.6%0.8%30.3339.8%1.1%
75Δ27.5916.1%0.7%30.6743.4%1.0%
80Δ27.3916.6%0.6%31.0247.0%0.9%

20Δ

Calls
Pseudo strike
29.52
IV
16.3%
B/E move
4.9%
Puts
Pseudo strike
27.19
IV
21.7%
B/E move
4.3%

25Δ

Calls
Pseudo strike
29.35
IV
16.2%
B/E move
4.5%
Puts
Pseudo strike
27.45
IV
19.5%
B/E move
3.5%

30Δ

Calls
Pseudo strike
29.18
IV
16.0%
B/E move
4.0%
Puts
Pseudo strike
27.71
IV
17.4%
B/E move
2.7%

35Δ

Calls
Pseudo strike
29.01
IV
15.9%
B/E move
3.6%
Puts
Pseudo strike
27.97
IV
15.3%
B/E move
1.8%

40Δ

Calls
Pseudo strike
28.84
IV
15.7%
B/E move
3.2%
Puts
Pseudo strike
28.30
IV
18.3%
B/E move
1.7%

45Δ

Calls
Pseudo strike
28.67
IV
15.6%
B/E move
2.7%
Puts
Pseudo strike
28.64
IV
21.9%
B/E move
1.6%

50Δ

Calls
Pseudo strike
28.50
IV
15.5%
B/E move
2.3%
Puts
Pseudo strike
28.98
IV
25.5%
B/E move
1.5%

55Δ

Calls
Pseudo strike
28.32
IV
15.3%
B/E move
1.8%
Puts
Pseudo strike
29.32
IV
29.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
28.15
IV
15.2%
B/E move
1.4%
Puts
Pseudo strike
29.65
IV
32.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
27.98
IV
15.1%
B/E move
1.0%
Puts
Pseudo strike
29.99
IV
36.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
27.79
IV
15.6%
B/E move
0.8%
Puts
Pseudo strike
30.33
IV
39.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
27.59
IV
16.1%
B/E move
0.7%
Puts
Pseudo strike
30.67
IV
43.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
27.39
IV
16.6%
B/E move
0.6%
Puts
Pseudo strike
31.02
IV
47.0%
B/E move
0.9%

Options history

IV · four-Friday blend14.19%
Daily EOD
PFF14.1%14.7%15.4%2026-10-20: 15.31%2026-10-21: 14.27%2026-10-22: 14.36%2026-10-26: 14.16%2026-10-27: 14.61%2026-10-28: 14.19%Oct 20Oct 22Oct 28
6 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
15.31%
14.27%
14.36%
14.16%
14.61%
14.19%