Pacer Funds Pacer Emerging Markets Cash Cows 100 ETF ECOW
i
Market dataready · fetched 2026-11-12T01:38:29.618Z
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 · 2026-11-11T21:00:00.398474762Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:38:29.129631+00:00
Pacer Funds Pacer Emerging Markets Cash Cows 100 ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.71 | 167.8% | 31.6% | 22.39 | 135.2% | 16.9% |
| 25Δ | 30.30 | 122.5% | 18.5% | 23.76 | 103.4% | 11.7% |
| 30Δ | 28.60 | 94.8% | 12.0% | 24.62 | 82.8% | 8.4% |
| 35Δ | 27.62 | 76.3% | 8.3% | 25.19 | 69.5% | 6.2% |
| 40Δ | 26.95 | 62.6% | 5.8% | 25.58 | 61.5% | 4.9% |
| 45Δ | 26.63 | 57.5% | 4.7% | 25.97 | 53.5% | 3.6% |
| 50Δ | 26.31 | 52.4% | 3.7% | 26.20 | 50.1% | 3.0% |
| 55Δ | 25.99 | 47.4% | 2.7% | 26.41 | 47.2% | 2.5% |
| 60Δ | 25.80 | 44.8% | 2.3% | 26.63 | 44.3% | 2.0% |
| 65Δ | 25.62 | 42.2% | 1.9% | 26.84 | 41.4% | 1.5% |
| 70Δ | 25.43 | 39.6% | 1.5% | 27.05 | 38.7% | 1.0% |
| 75Δ | 25.24 | 37.0% | 1.2% | 27.25 | 36.5% | 0.8% |
| 80Δ | 25.05 | 34.4% | 0.8% | 27.46 | 34.3% | 0.6% |
20Δ
- Pseudo strike
- 33.71
- IV
- 167.8%
- B/E move
- 31.6%
- Pseudo strike
- 22.39
- IV
- 135.2%
- B/E move
- 16.9%
25Δ
- Pseudo strike
- 30.30
- IV
- 122.5%
- B/E move
- 18.5%
- Pseudo strike
- 23.76
- IV
- 103.4%
- B/E move
- 11.7%
30Δ
- Pseudo strike
- 28.60
- IV
- 94.8%
- B/E move
- 12.0%
- Pseudo strike
- 24.62
- IV
- 82.8%
- B/E move
- 8.4%
35Δ
- Pseudo strike
- 27.62
- IV
- 76.3%
- B/E move
- 8.3%
- Pseudo strike
- 25.19
- IV
- 69.5%
- B/E move
- 6.2%
40Δ
- Pseudo strike
- 26.95
- IV
- 62.6%
- B/E move
- 5.8%
- Pseudo strike
- 25.58
- IV
- 61.5%
- B/E move
- 4.9%
45Δ
- Pseudo strike
- 26.63
- IV
- 57.5%
- B/E move
- 4.7%
- Pseudo strike
- 25.97
- IV
- 53.5%
- B/E move
- 3.6%
50Δ
- Pseudo strike
- 26.31
- IV
- 52.4%
- B/E move
- 3.7%
- Pseudo strike
- 26.20
- IV
- 50.1%
- B/E move
- 3.0%
55Δ
- Pseudo strike
- 25.99
- IV
- 47.4%
- B/E move
- 2.7%
- Pseudo strike
- 26.41
- IV
- 47.2%
- B/E move
- 2.5%
60Δ
- Pseudo strike
- 25.80
- IV
- 44.8%
- B/E move
- 2.3%
- Pseudo strike
- 26.63
- IV
- 44.3%
- B/E move
- 2.0%
65Δ
- Pseudo strike
- 25.62
- IV
- 42.2%
- B/E move
- 1.9%
- Pseudo strike
- 26.84
- IV
- 41.4%
- B/E move
- 1.5%
70Δ
- Pseudo strike
- 25.43
- IV
- 39.6%
- B/E move
- 1.5%
- Pseudo strike
- 27.05
- IV
- 38.7%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 25.24
- IV
- 37.0%
- B/E move
- 1.2%
- Pseudo strike
- 27.25
- IV
- 36.5%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 25.05
- IV
- 34.4%
- B/E move
- 0.8%
- Pseudo strike
- 27.46
- IV
- 34.3%
- B/E move
- 0.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 115.77% | |
| 121.77% | |
| 39.73% | |
| 126.38% | |
| 33.82% | |
| 32.36% | |
| 133.04% | |
| 119.44% | |
| 128.21% | |
| 33.43% |