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VanEck Pharmaceutical ETF PPH

i

Market dataready · fetched 2026-11-07T08:06:15.006Z

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 · 2026-11-06T21:00:00.342158646Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:06:14.489954+00:00

Share price$118.83
1D+1.5%
AH$116.80$117.51$118.23$118.94$119.655:30 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$0.55$2.01$3.48$4.94$6.41$110.02$114.89$119.75$124.62$129.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PPH spot · $118.83PPH PRICE$0.70$0.96$1.30$1.44$1.84$2.03$2.40$2.86$3.22$3.53$4.12$4.83$1.08$1.48$1.93$2.36$2.78$3.14$3.56$3.72$3.96$4.29$4.77$5.98
Puts——
Calls——
Skew——
Implied moveBearish±$5.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.8228.3%5.6%
25Δ123.6028.1%4.8%114.6630.5%4.4%
30Δ123.0030.8%4.6%115.3833.3%4.2%
35Δ121.5227.6%3.5%116.2535.1%3.8%
40Δ120.9029.8%3.3%117.2535.5%3.3%
45Δ119.9327.5%2.6%118.2635.1%2.8%
50Δ119.1627.7%2.3%119.2333.7%2.3%
55Δ118.3628.3%2.0%120.1432.8%1.9%
60Δ117.6127.6%1.7%120.8729.7%1.4%
65Δ116.8826.2%1.3%121.5327.4%1.1%
70Δ116.0426.7%1.1%122.2125.7%0.8%
75Δ115.0927.2%0.9%122.9624.9%0.5%
80Δ124.3026.8%0.4%

20Δ

Calls
Pseudo strike
124.82
IV
28.3%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
123.60
IV
28.1%
B/E move
4.8%
Puts
Pseudo strike
114.66
IV
30.5%
B/E move
4.4%

30Δ

Calls
Pseudo strike
123.00
IV
30.8%
B/E move
4.6%
Puts
Pseudo strike
115.38
IV
33.3%
B/E move
4.2%

35Δ

Calls
Pseudo strike
121.52
IV
27.6%
B/E move
3.5%
Puts
Pseudo strike
116.25
IV
35.1%
B/E move
3.8%

40Δ

Calls
Pseudo strike
120.90
IV
29.8%
B/E move
3.3%
Puts
Pseudo strike
117.25
IV
35.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
119.93
IV
27.5%
B/E move
2.6%
Puts
Pseudo strike
118.26
IV
35.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
119.16
IV
27.7%
B/E move
2.3%
Puts
Pseudo strike
119.23
IV
33.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
118.36
IV
28.3%
B/E move
2.0%
Puts
Pseudo strike
120.14
IV
32.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
117.61
IV
27.6%
B/E move
1.7%
Puts
Pseudo strike
120.87
IV
29.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
116.88
IV
26.2%
B/E move
1.3%
Puts
Pseudo strike
121.53
IV
27.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
116.04
IV
26.7%
B/E move
1.1%
Puts
Pseudo strike
122.21
IV
25.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
115.09
IV
27.2%
B/E move
0.9%
Puts
Pseudo strike
122.96
IV
24.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
124.30
IV
26.8%
B/E move
0.4%

Options history

IV · four-Friday blend24.77%
Daily EOD
PPH19.7%22.4%25.1%2026-10-19: 20.06%2026-10-20: 21.08%2026-10-21: 22.10%2026-10-22: 21.51%2026-10-23: 22.70%2026-10-26: 22.13%2026-10-27: 22.46%2026-10-28: 22.80%2026-10-29: 23.27%2026-10-30: 24.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.06%
21.08%
22.10%
21.51%
22.70%
22.13%
22.46%
22.80%
23.27%
24.77%