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Pacer Lunt Large Cap Alternator ETF ALTL

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Market dataready · fetched 2026-11-11T13:58:28.035Z

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 · 2026-11-11T01:00:00.081081038Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:50:01.679591+00:00

Share price$38.88
1D+0.7%
AH$38.58$38.67$38.75$38.84$38.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALTL
Sold putSold callAH

Pacer Lunt Large Cap Alternator ETF options

Live interpolated ALTL call and put midpoint premiums by absolute delta.Pacer Lunt Large Cap Alternator ETF$0.90$1.37$1.85$2.32$2.79$36.82$38.48$40.15$41.81$43.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ALTL spot · $38.88ALTL PRICE$0.95$0.95$0.95$0.98$1.04$1.11$1.19$1.29$1.38$1.48$1.60$1.72$1.84$0.99$1.02$1.08$1.17$1.25$1.34$1.44$1.55$1.65$1.92$2.19$2.66
Puts——
CallsExpensive3.84×
Skew——
Implied moveBearish±$2.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.29153.4%29.2%
25Δ44.64112.1%17.3%35.4099.5%11.5%
30Δ42.2786.5%11.2%36.6481.5%8.4%
35Δ40.9471.3%7.8%37.4870.2%6.4%
40Δ40.1362.4%5.9%38.1262.7%5.0%
45Δ39.5756.2%4.7%38.5956.9%4.0%
50Δ39.0650.7%3.5%39.0551.5%3.0%
55Δ38.7147.0%2.9%39.3647.9%2.5%
60Δ38.3943.7%2.3%39.6844.4%1.9%
65Δ38.0640.3%1.7%40.0040.9%1.4%
70Δ37.8137.6%1.4%40.3740.7%1.1%
75Δ37.5835.0%1.1%40.7440.6%0.8%
80Δ37.3532.4%0.8%41.3042.7%0.6%

20Δ

Calls
Pseudo strike
49.29
IV
153.4%
B/E move
29.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
44.64
IV
112.1%
B/E move
17.3%
Puts
Pseudo strike
35.40
IV
99.5%
B/E move
11.5%

30Δ

Calls
Pseudo strike
42.27
IV
86.5%
B/E move
11.2%
Puts
Pseudo strike
36.64
IV
81.5%
B/E move
8.4%

35Δ

Calls
Pseudo strike
40.94
IV
71.3%
B/E move
7.8%
Puts
Pseudo strike
37.48
IV
70.2%
B/E move
6.4%

40Δ

Calls
Pseudo strike
40.13
IV
62.4%
B/E move
5.9%
Puts
Pseudo strike
38.12
IV
62.7%
B/E move
5.0%

45Δ

Calls
Pseudo strike
39.57
IV
56.2%
B/E move
4.7%
Puts
Pseudo strike
38.59
IV
56.9%
B/E move
4.0%

50Δ

Calls
Pseudo strike
39.06
IV
50.7%
B/E move
3.5%
Puts
Pseudo strike
39.05
IV
51.5%
B/E move
3.0%

55Δ

Calls
Pseudo strike
38.71
IV
47.0%
B/E move
2.9%
Puts
Pseudo strike
39.36
IV
47.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
38.39
IV
43.7%
B/E move
2.3%
Puts
Pseudo strike
39.68
IV
44.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
38.06
IV
40.3%
B/E move
1.7%
Puts
Pseudo strike
40.00
IV
40.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
37.81
IV
37.6%
B/E move
1.4%
Puts
Pseudo strike
40.37
IV
40.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
37.58
IV
35.0%
B/E move
1.1%
Puts
Pseudo strike
40.74
IV
40.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
37.35
IV
32.4%
B/E move
0.8%
Puts
Pseudo strike
41.30
IV
42.7%
B/E move
0.6%

Options history

IV · four-Friday blend31.29%
Daily close
ALTL20.7%37.4%54.0%2026-08-13: 29.07%2026-08-14: 31.05%2026-08-17: 34.34%2026-08-18: 36.83%2026-08-19: 40.71%2026-08-20: 47.24%2026-08-21: 24.42%2026-08-24: 25.35%2026-08-25: 25.16%2026-08-26: 25.95%2026-08-27: 26.17%2026-08-28: 25.95%2026-08-31: 27.30%2026-09-01: 26.95%2026-09-02: 26.64%2026-09-03: 27.01%2026-09-04: 27.33%2026-09-08: 30.11%2026-09-09: 30.34%2026-09-10: 30.58%2026-09-11: 30.70%2026-09-14: 35.28%2026-09-15: 38.17%2026-09-16: 41.96%2026-09-17: 51.74%2026-09-18: 26.47%2026-09-21: 24.94%2026-09-22: 25.02%2026-09-23: 24.88%2026-09-24: 23.01%2026-09-25: 23.53%2026-09-28: 25.57%2026-09-29: 26.23%2026-09-30: 25.81%2026-10-01: 26.75%2026-10-02: 26.21%2026-10-05: 28.14%2026-10-06: 27.94%2026-10-07: 30.13%2026-10-08: 29.15%2026-10-09: 29.75%2026-10-12: 32.87%2026-10-13: 36.69%2026-10-14: 40.10%2026-10-15: 50.83%2026-10-16: 24.36%2026-10-19: 24.95%2026-10-20: 28.58%2026-10-21: 27.67%2026-10-22: 29.39%2026-10-23: 30.30%2026-10-26: 32.31%2026-10-27: 31.71%2026-10-28: 30.75%2026-10-29: 30.21%2026-10-30: 31.29%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
29.07%
31.05%
34.34%
36.83%
40.71%
47.24%
24.42%
25.35%
25.16%
25.95%
26.17%
25.95%
27.30%
26.95%
26.64%
27.01%
27.33%
30.11%
30.34%
30.58%
30.70%
35.28%
38.17%
41.96%
51.74%
26.47%
24.94%
25.02%
24.88%
23.01%
23.53%
25.57%
26.23%
25.81%
26.75%
26.21%
28.14%
27.94%
30.13%
29.15%
29.75%
32.87%
36.69%
40.10%
50.83%
24.36%
24.95%
28.58%
27.67%
29.39%
30.30%
32.31%
31.71%
30.75%
30.21%
31.29%