PFFA · Expected Move

Virtus InfraCap U.S. Preferred Stock ETF · ETF

The expected move for PFFA is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

PFFA straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current PFFA Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
25.2%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to PFFA's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
PFFA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.00 $0.00 25.2% 100%
20261020 $0.00 $0.00 14.3% 43%
20261019 $0.00 $0.00 23.2% 89%
20261016 $0.65 $2.75 15.0% 47%
20261015 $0.78 $0.38 19.7% 71%
20261014 $0.85 $0.40 20.5% 76%
20261013 $0.85 $0.55 15.8% 51%
20261012 $0.88 $0.68 15.5% 50%
20261009 $0.83 $0.53 16.4% 54%
20261008 $0.90 $0.50 18.5% 65%
20261007 $0.93 $0.93 20.9% 78%
20261006 $0.57 $0.30 16.7% 56%
20261005 $0.60 $0.35 20.2% 74%
20261002 $0.33 $0.33 16.6% 55%
20261001 $0.35 $0.35 11.8% 30%
20260930 $0.35 $0.35 17.8% 62%
20260929 $0.28 $0.28 25.2% 100%
20260928 $0.65 $0.65 21.5% 84%
20260925 $0.65 $0.65 17.8% 64%
20260924 $0.62 $0.62 14.7% 47%
20260923 $0.75 $0.75 18.8% 70%
20260922 $0.80 $0.80 17.9% 65%
20260921 $0.33 $0.33 15.7% 53%
20260918 $0.38 $0.40 16.2% 56%
20260917 $1.65 $0.28 15.9% 54%
20260916 $0.42 $0.45 16.6% 58%
20260915 $0.80 $1.90 16.2% 55%
20260914 $0.35 $0.83 16.6% 58%
20260911 $1.48 $0.50 16.4% 56%
20260910 $0.55 $0.23 16.2% 56%
20260909 $0.30 $0.20 15.7% 53%
20260908 $0.30 $0.15 6.3% 2%
20260904 $1.45 $0.20 6.4% 3%
20260903 $1.45 $0.20 6.1% 1%
20260902 $0.23 $0.23 10.6% 25%
20260901 $0.22 $0.22 14.3% 45%
20260831 $0.30 $0.30 6.7% 4%
20260828 $0.25 $0.25 6.2% 1%
20260827 $0.23 $0.23 9.4% 18%
20260826 $0.25 $0.25 16.4% 54%
20260825 $0.33 $0.33 12.8% 35%
20260824 $0.28 $0.28 14.2% 43%
20260821 $0.30 $0.53 14.3% 43%
20260820 $0.25 $0.17 13.4% 39%
20260819 $0.33 $0.17 7.1% 6%
20260818 $0.33 $0.15 6.8% 4%
20260817 $0.30 $1.95 6.2% 1%
20260814 $0.38 $0.25 12.0% 31%
20260813 $0.42 $0.22 10.5% 24%
20260812 $0.33 $0.25 7.8% 10%
20260811 $0.45 $2.62 9.4% 18%
20260810 $0.40 $0.30 8.4% 13%
20260806 $1.57 $2.67 16.7% 56%
20260805 $0.33 $0.33 19.8% 72%
20260804 $0.23 $0.23 12.3% 33%
20260803 $0.40 $0.40 15.7% 50%
20260731 $0.60 $0.60 12.4% 33%
20260730 $0.53 $0.53 13.9% 41%
20260729 $0.70 $0.70 13.1% 37%
20260728 $0.57 $0.57 15.6% 50%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.