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Pacer US Small Cap Cash Cows ETF CALF

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Market dataready · fetched 2026-10-22T06:45:02.044Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:01.420486953Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T06:44:59.307467+00:00

Share price$57.10
1D-0.0%
AH$56.86$57.02$57.17$57.32$57.475:30 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$0.49$1.29$2.09$2.89$3.69$52.19$54.55$56.90$59.25$61.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CALF spot · $57.10CALF PRICE$0.57$0.63$0.71$0.79$0.88$1.02$1.19$1.37$1.66$1.95$2.33$2.76$3.46$0.67$0.74$0.80$0.86$0.95$1.05$1.22$1.41$1.60$1.84$2.07$2.39$2.79
PutsExpensive1.61×
CallsExpensive1.32×
SkewBullish-1.11 pp
Implied moveBalanced±$2.41
TiltBullish2.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.3433.2%10.2%52.9335.3%8.5%
25Δ60.5827.1%7.2%54.3229.5%6.2%
30Δ59.5623.8%5.5%55.3125.0%4.5%
35Δ58.8021.3%4.3%56.0521.8%3.3%
40Δ58.2519.7%3.6%56.5220.2%2.7%
45Δ57.7819.0%3.0%56.9818.6%2.0%
50Δ57.3818.9%2.6%57.3518.3%1.7%
55Δ56.9818.9%2.2%57.7218.0%1.4%
60Δ56.5519.5%1.9%58.0917.8%1.1%
65Δ56.1220.1%1.7%58.4617.5%0.8%
70Δ55.6020.9%1.5%58.8317.2%0.6%
75Δ55.0521.8%1.2%59.2717.1%0.4%
80Δ54.2523.7%1.1%59.7717.3%0.2%

20Δ

Calls
Pseudo strike
62.34
IV
33.2%
B/E move
10.2%
Puts
Pseudo strike
52.93
IV
35.3%
B/E move
8.5%

25Δ

Calls
Pseudo strike
60.58
IV
27.1%
B/E move
7.2%
Puts
Pseudo strike
54.32
IV
29.5%
B/E move
6.2%

30Δ

Calls
Pseudo strike
59.56
IV
23.8%
B/E move
5.5%
Puts
Pseudo strike
55.31
IV
25.0%
B/E move
4.5%

35Δ

Calls
Pseudo strike
58.80
IV
21.3%
B/E move
4.3%
Puts
Pseudo strike
56.05
IV
21.8%
B/E move
3.3%

40Δ

Calls
Pseudo strike
58.25
IV
19.7%
B/E move
3.6%
Puts
Pseudo strike
56.52
IV
20.2%
B/E move
2.7%

45Δ

Calls
Pseudo strike
57.78
IV
19.0%
B/E move
3.0%
Puts
Pseudo strike
56.98
IV
18.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
57.38
IV
18.9%
B/E move
2.6%
Puts
Pseudo strike
57.35
IV
18.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
56.98
IV
18.9%
B/E move
2.2%
Puts
Pseudo strike
57.72
IV
18.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
56.55
IV
19.5%
B/E move
1.9%
Puts
Pseudo strike
58.09
IV
17.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
56.12
IV
20.1%
B/E move
1.7%
Puts
Pseudo strike
58.46
IV
17.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
55.60
IV
20.9%
B/E move
1.5%
Puts
Pseudo strike
58.83
IV
17.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
55.05
IV
21.8%
B/E move
1.2%
Puts
Pseudo strike
59.27
IV
17.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
54.25
IV
23.7%
B/E move
1.1%
Puts
Pseudo strike
59.77
IV
17.3%
B/E move
0.2%

Options history

No recorded observations