Pacer Funds Trust Pacer US Large Cap Cash Cows Growth Leaders ETF COWG
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Market dataready · fetched 2026-11-11T14:57:48.165Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T14:56:14.696245916Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:57:47.253381+00:00
Pacer Funds Trust Pacer US Large Cap Cash Cows Growth Leaders ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 39.03 | 23.7% | 2.0% | |||
| 60Δ | 39.39 | 23.2% | 1.7% | |||
| 65Δ | 39.75 | 22.7% | 1.3% | |||
| 70Δ | ||||||
| 75Δ | 36.41 | 26.1% | 1.7% | |||
| 80Δ | 35.65 | 27.6% | 1.4% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 39.03
- IV
- 23.7%
- B/E move
- 2.0%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 39.39
- IV
- 23.2%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 39.75
- IV
- 22.7%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 36.41
- IV
- 26.1%
- B/E move
- 1.7%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 35.65
- IV
- 27.6%
- B/E move
- 1.4%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 20.57% | |
| 21.56% | |
| 20.86% | |
| 23.12% | |
| 23.15% | |
| 22.59% | |
| 22.21% | |
| 22.03% | |
| 21.88% | |
| 24.18% |