Pacer US Cash Cows 100 ETF COWZ
i
Market dataready · fetched 2026-11-12T16:42:28.611Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-11-12T16:42:22.67462916Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:42:27.682972+00:00
Pacer US Cash Cows 100 ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.73 | 83.5% | 10.7% | |||
| 25Δ | 77.00 | 69.4% | 9.4% | 67.28 | 63.0% | 7.1% |
| 30Δ | 74.76 | 54.0% | 6.3% | 68.80 | 50.7% | 5.1% |
| 35Δ | 73.43 | 44.1% | 4.4% | 69.80 | 42.2% | 3.7% |
| 40Δ | 72.59 | 37.5% | 3.3% | 70.47 | 37.2% | 2.8% |
| 45Δ | 71.93 | 32.5% | 2.4% | 71.04 | 33.1% | 2.1% |
| 50Δ | 71.51 | 30.7% | 2.0% | 71.42 | 30.4% | 1.7% |
| 55Δ | 71.09 | 28.8% | 1.6% | 71.80 | 27.7% | 1.3% |
| 60Δ | 70.77 | 26.9% | 1.3% | 72.14 | 25.8% | 1.0% |
| 65Δ | 70.48 | 25.1% | 1.0% | 72.45 | 24.7% | 0.8% |
| 70Δ | 70.19 | 23.2% | 0.8% | 72.75 | 23.6% | 0.6% |
| 75Δ | 69.91 | 21.5% | 0.6% | 73.07 | 22.6% | 0.4% |
| 80Δ | 69.65 | 20.0% | 0.5% | 73.46 | 22.0% | 0.3% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 64.73
- IV
- 83.5%
- B/E move
- 10.7%
25Δ
- Pseudo strike
- 77.00
- IV
- 69.4%
- B/E move
- 9.4%
- Pseudo strike
- 67.28
- IV
- 63.0%
- B/E move
- 7.1%
30Δ
- Pseudo strike
- 74.76
- IV
- 54.0%
- B/E move
- 6.3%
- Pseudo strike
- 68.80
- IV
- 50.7%
- B/E move
- 5.1%
35Δ
- Pseudo strike
- 73.43
- IV
- 44.1%
- B/E move
- 4.4%
- Pseudo strike
- 69.80
- IV
- 42.2%
- B/E move
- 3.7%
40Δ
- Pseudo strike
- 72.59
- IV
- 37.5%
- B/E move
- 3.3%
- Pseudo strike
- 70.47
- IV
- 37.2%
- B/E move
- 2.8%
45Δ
- Pseudo strike
- 71.93
- IV
- 32.5%
- B/E move
- 2.4%
- Pseudo strike
- 71.04
- IV
- 33.1%
- B/E move
- 2.1%
50Δ
- Pseudo strike
- 71.51
- IV
- 30.7%
- B/E move
- 2.0%
- Pseudo strike
- 71.42
- IV
- 30.4%
- B/E move
- 1.7%
55Δ
- Pseudo strike
- 71.09
- IV
- 28.8%
- B/E move
- 1.6%
- Pseudo strike
- 71.80
- IV
- 27.7%
- B/E move
- 1.3%
60Δ
- Pseudo strike
- 70.77
- IV
- 26.9%
- B/E move
- 1.3%
- Pseudo strike
- 72.14
- IV
- 25.8%
- B/E move
- 1.0%
65Δ
- Pseudo strike
- 70.48
- IV
- 25.1%
- B/E move
- 1.0%
- Pseudo strike
- 72.45
- IV
- 24.7%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 70.19
- IV
- 23.2%
- B/E move
- 0.8%
- Pseudo strike
- 72.75
- IV
- 23.6%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 69.91
- IV
- 21.5%
- B/E move
- 0.6%
- Pseudo strike
- 73.07
- IV
- 22.6%
- B/E move
- 0.4%
80Δ
- Pseudo strike
- 69.65
- IV
- 20.0%
- B/E move
- 0.5%
- Pseudo strike
- 73.46
- IV
- 22.0%
- B/E move
- 0.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 39.16% | |
| 38.48% | |
| 37.76% | |
| 37.68% | |
| 40.23% | |
| 39.42% | |
| 42.46% | |
| 33.79% | |
| 38.48% | |
| 19.57% |