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VanEck Preferred Securities ex Financials ETF PFXF

i

Market dataready · fetched 2026-11-03T14:41:34.791Z

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 · 2026-11-03T14:41:13.346761201Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:41:33.997036+00:00

Share price$16.54
1D+0.4%
$16.46$16.48$16.51$16.53$16.555:30 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$0.03$0.54$1.04$1.54$2.05$15.14$15.69$16.25$16.80$17.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PFXF spot · $16.54PFXF PRICE$0.45$0.53$0.53$0.53$0.59$0.73$0.86$1.00$1.12$1.19$1.26$1.34$0.09$0.17$0.26$0.35$0.44$0.53$0.62$0.70$0.79$1.06$1.34$1.62$1.90
PutsExpensive2.82×
Calls——
Skew——
Implied moveBullish±$1.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.0219.4%3.7%
25Δ19.1787.6%18.7%16.1421.8%3.5%
30Δ18.6185.0%15.7%16.2624.1%3.3%
35Δ17.7968.3%10.8%16.3826.5%3.1%
40Δ17.2856.1%7.7%16.5028.9%2.9%
45Δ16.8950.3%5.7%16.6231.2%2.7%
50Δ16.6551.9%5.1%16.7533.6%2.4%
55Δ16.4153.5%4.5%16.8736.0%2.2%
60Δ16.1755.1%3.9%16.9938.3%2.0%
65Δ15.9654.9%3.3%17.3039.7%1.8%
70Δ15.8050.3%2.8%17.6341.0%1.5%
75Δ15.6545.6%2.3%17.9742.3%1.2%
80Δ15.5041.0%1.8%18.3043.6%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.02
IV
19.4%
B/E move
3.7%

25Δ

Calls
Pseudo strike
19.17
IV
87.6%
B/E move
18.7%
Puts
Pseudo strike
16.14
IV
21.8%
B/E move
3.5%

30Δ

Calls
Pseudo strike
18.61
IV
85.0%
B/E move
15.7%
Puts
Pseudo strike
16.26
IV
24.1%
B/E move
3.3%

35Δ

Calls
Pseudo strike
17.79
IV
68.3%
B/E move
10.8%
Puts
Pseudo strike
16.38
IV
26.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
17.28
IV
56.1%
B/E move
7.7%
Puts
Pseudo strike
16.50
IV
28.9%
B/E move
2.9%

45Δ

Calls
Pseudo strike
16.89
IV
50.3%
B/E move
5.7%
Puts
Pseudo strike
16.62
IV
31.2%
B/E move
2.7%

50Δ

Calls
Pseudo strike
16.65
IV
51.9%
B/E move
5.1%
Puts
Pseudo strike
16.75
IV
33.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
16.41
IV
53.5%
B/E move
4.5%
Puts
Pseudo strike
16.87
IV
36.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
16.17
IV
55.1%
B/E move
3.9%
Puts
Pseudo strike
16.99
IV
38.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
15.96
IV
54.9%
B/E move
3.3%
Puts
Pseudo strike
17.30
IV
39.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
15.80
IV
50.3%
B/E move
2.8%
Puts
Pseudo strike
17.63
IV
41.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
15.65
IV
45.6%
B/E move
2.3%
Puts
Pseudo strike
17.97
IV
42.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
15.50
IV
41.0%
B/E move
1.8%
Puts
Pseudo strike
18.30
IV
43.6%
B/E move
0.9%

Options history

IV · four-Friday blend30.69%
Daily EOD
PFXF24.3%27.7%31.2%2026-10-19: 26.43%2026-10-20: 24.75%2026-10-21: 27.87%2026-10-22: 28.40%2026-10-23: 25.83%2026-10-26: 29.56%2026-10-27: 30.40%2026-10-28: 30.44%2026-10-29: 30.54%2026-10-30: 30.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.43%
24.75%
27.87%
28.40%
25.83%
29.56%
30.40%
30.44%
30.54%
30.69%