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VanEck Preferred Securities ex Financials ETF PFXF

i

Market dataready · fetched 2026-11-07T04:14:47.093Z

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 · 2026-11-07T01:00:00.03598408Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T04:14:46.675281+00:00

Share price$16.39
1D-0.1%
AH$16.30$16.35$16.39$16.43$16.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFXF
Sold putSold callAH

VanEck Preferred Securities ex Financials ETF options

Live interpolated PFXF call and put midpoint premiums by absolute delta.VanEck Preferred Securities ex Financials ETF$0.16$0.66$1.15$1.65$2.15$14.54$15.23$15.93$16.62$17.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PFXF spot · $16.39PFXF PRICE$0.45$0.50$0.50$0.50$0.55$0.60$0.65$0.71$0.77$0.87$0.98$1.08$0.21$0.29$0.38$0.46$0.54$0.59$0.64$0.70$0.75$0.80$1.08$1.54$2.01
PutsExpensive2.98×
Calls——
Skew——
Implied moveBearish±$1.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.1054.2%9.2%
25Δ19.11101.8%19.4%15.3455.0%8.2%
30Δ18.3391.2%14.9%15.5855.8%7.2%
35Δ17.5973.8%10.4%15.8256.6%6.3%
40Δ17.0159.0%6.9%16.0556.2%5.4%
45Δ16.8055.1%5.8%16.2252.7%4.6%
50Δ16.5951.5%4.9%16.4049.2%3.9%
55Δ16.3847.8%3.9%16.5745.8%3.1%
60Δ16.1744.2%3.0%16.7542.3%2.4%
65Δ15.9740.8%2.1%16.9238.8%1.7%
70Δ15.8238.5%1.8%17.2740.5%1.2%
75Δ15.6636.1%1.5%17.7746.7%1.0%
80Δ15.5133.8%1.2%18.2652.8%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.10
IV
54.2%
B/E move
9.2%

25Δ

Calls
Pseudo strike
19.11
IV
101.8%
B/E move
19.4%
Puts
Pseudo strike
15.34
IV
55.0%
B/E move
8.2%

30Δ

Calls
Pseudo strike
18.33
IV
91.2%
B/E move
14.9%
Puts
Pseudo strike
15.58
IV
55.8%
B/E move
7.2%

35Δ

Calls
Pseudo strike
17.59
IV
73.8%
B/E move
10.4%
Puts
Pseudo strike
15.82
IV
56.6%
B/E move
6.3%

40Δ

Calls
Pseudo strike
17.01
IV
59.0%
B/E move
6.9%
Puts
Pseudo strike
16.05
IV
56.2%
B/E move
5.4%

45Δ

Calls
Pseudo strike
16.80
IV
55.1%
B/E move
5.8%
Puts
Pseudo strike
16.22
IV
52.7%
B/E move
4.6%

50Δ

Calls
Pseudo strike
16.59
IV
51.5%
B/E move
4.9%
Puts
Pseudo strike
16.40
IV
49.2%
B/E move
3.9%

55Δ

Calls
Pseudo strike
16.38
IV
47.8%
B/E move
3.9%
Puts
Pseudo strike
16.57
IV
45.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
16.17
IV
44.2%
B/E move
3.0%
Puts
Pseudo strike
16.75
IV
42.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
15.97
IV
40.8%
B/E move
2.1%
Puts
Pseudo strike
16.92
IV
38.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
15.82
IV
38.5%
B/E move
1.8%
Puts
Pseudo strike
17.27
IV
40.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
15.66
IV
36.1%
B/E move
1.5%
Puts
Pseudo strike
17.77
IV
46.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
15.51
IV
33.8%
B/E move
1.2%
Puts
Pseudo strike
18.26
IV
52.8%
B/E move
0.8%

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%