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Pacer US Small Cap Cash Cows ETF CALF

i

Market dataready · fetched 2026-11-11T14:05:23.505Z

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 · 2026-11-11T01:00:01.298090954Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:05:22.775382+00:00

Share price$57.68
1D+0.7%
AH$57.12$57.27$57.43$57.59$57.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCALF
Sold putSold callAH

Pacer US Small Cap Cash Cows ETF options

Live interpolated CALF call and put midpoint premiums by absolute delta.Pacer US Small Cap Cash Cows ETF$0.47$0.94$1.41$1.89$2.36$54.94$56.36$57.77$59.18$60.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CALF spot · $57.68CALF PRICE$0.53$0.55$0.57$0.61$0.66$0.72$0.78$0.84$0.90$0.97$1.04$1.20$1.37$0.57$0.60$0.63$0.75$0.87$1.01$1.22$1.44$1.66$2.22
Puts——
CallsExpensive1.08×
Skew——
Implied moveBearish±$1.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.2753.3%8.9%53.9253.8%7.5%
25Δ60.5641.7%5.9%55.2842.3%5.2%
30Δ59.5434.0%4.2%
35Δ58.8929.3%3.2%
40Δ58.4826.4%2.5%57.2423.2%1.9%
45Δ58.0823.5%1.9%57.5023.1%1.6%
50Δ57.8321.9%1.6%57.7723.1%1.4%
55Δ57.6220.4%1.3%58.0423.2%1.1%
60Δ57.4119.0%1.1%58.3523.7%1.0%
65Δ57.1917.6%0.8%58.6624.2%0.8%
70Δ56.9816.3%0.6%58.9724.8%0.6%
75Δ56.7615.7%0.5%59.5928.2%0.5%
80Δ56.5515.1%0.4%

20Δ

Calls
Pseudo strike
62.27
IV
53.3%
B/E move
8.9%
Puts
Pseudo strike
53.92
IV
53.8%
B/E move
7.5%

25Δ

Calls
Pseudo strike
60.56
IV
41.7%
B/E move
5.9%
Puts
Pseudo strike
55.28
IV
42.3%
B/E move
5.2%

30Δ

Calls
Pseudo strike
59.54
IV
34.0%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
58.89
IV
29.3%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
58.48
IV
26.4%
B/E move
2.5%
Puts
Pseudo strike
57.24
IV
23.2%
B/E move
1.9%

45Δ

Calls
Pseudo strike
58.08
IV
23.5%
B/E move
1.9%
Puts
Pseudo strike
57.50
IV
23.1%
B/E move
1.6%

50Δ

Calls
Pseudo strike
57.83
IV
21.9%
B/E move
1.6%
Puts
Pseudo strike
57.77
IV
23.1%
B/E move
1.4%

55Δ

Calls
Pseudo strike
57.62
IV
20.4%
B/E move
1.3%
Puts
Pseudo strike
58.04
IV
23.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
57.41
IV
19.0%
B/E move
1.1%
Puts
Pseudo strike
58.35
IV
23.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
57.19
IV
17.6%
B/E move
0.8%
Puts
Pseudo strike
58.66
IV
24.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
56.98
IV
16.3%
B/E move
0.6%
Puts
Pseudo strike
58.97
IV
24.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
56.76
IV
15.7%
B/E move
0.5%
Puts
Pseudo strike
59.59
IV
28.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
56.55
IV
15.1%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.58%
Daily close
CALF16.7%23.9%31.0%2026-08-13: 20.03%2026-08-14: 20.50%2026-08-17: 22.42%2026-08-18: 23.55%2026-08-19: 24.31%2026-08-20: 29.16%2026-08-21: 17.65%2026-08-24: 17.95%2026-08-25: 17.96%2026-08-26: 18.09%2026-08-27: 18.35%2026-08-28: 18.23%2026-08-31: 18.69%2026-09-01: 19.12%2026-09-02: 18.96%2026-09-03: 18.51%2026-09-04: 18.74%2026-09-08: 20.44%2026-09-09: 21.94%2026-09-10: 21.20%2026-09-11: 21.05%2026-09-14: 23.27%2026-09-15: 23.49%2026-09-17: 30.06%2026-09-18: 19.07%2026-09-21: 18.91%2026-09-22: 17.82%2026-09-23: 18.67%2026-09-24: 18.48%2026-09-25: 18.72%2026-09-28: 19.49%2026-09-29: 19.74%2026-09-30: 19.78%2026-10-01: 19.86%2026-10-02: 19.26%2026-10-05: 20.24%2026-10-06: 20.11%2026-10-07: 20.79%2026-10-09: 20.07%2026-10-12: 21.57%2026-10-13: 23.24%2026-10-14: 23.27%2026-10-16: 18.67%2026-10-19: 18.33%2026-10-20: 18.62%2026-10-21: 18.52%2026-10-22: 19.20%2026-10-23: 18.96%2026-10-26: 19.12%2026-10-27: 19.06%2026-10-28: 18.92%2026-10-29: 18.92%2026-10-30: 19.58%Aug 13Sep 22Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
20.03%
20.50%
22.42%
23.55%
24.31%
29.16%
17.65%
17.95%
17.96%
18.09%
18.35%
18.23%
18.69%
19.12%
18.96%
18.51%
18.74%
20.44%
21.94%
21.20%
21.05%
23.27%
23.49%
30.06%
19.07%
18.91%
17.82%
18.67%
18.48%
18.72%
19.49%
19.74%
19.78%
19.86%
19.26%
20.24%
20.11%
20.79%
20.07%
21.57%
23.24%
23.27%
18.67%
18.33%
18.62%
18.52%
19.20%
18.96%
19.12%
19.06%
18.92%
18.92%
19.58%