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Pacer Lunt Large Cap Multi-Factor Alternator ETF PALC

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Market datapartial · fetched 2026-10-22T22:58:30.973Z

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 · 2026-10-22T22:30:00.003484838Z

FundamentalsAlpha Vantage · unavailable

Share price$53.31
1D-0.7%
AH$52.90$53.08$53.25$53.42$53.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPALC
Sold putSold callAH

Pacer Lunt Large Cap Multi-Factor Alternator ETF options

Live interpolated PALC call and put midpoint premiums by absolute delta.Pacer Lunt Large Cap Multi-Factor Alternator ETF$0.84$1.63$2.42$3.21$4.00$47.95$50.64$53.33$56.02$58.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PALC spot · $53.31PALC PRICE$0.93$0.95$0.97$1.02$1.12$1.25$1.37$1.49$1.67$1.90$2.15$2.56$3.04$0.99$1.05$1.12$1.21$1.29$1.38$1.50$1.61$1.75$1.89$2.03$2.90$3.77
PutsExpensive1.59×
CallsExpensive2.23×
SkewNeutral-0.25 pp
Implied moveBearish±$2.86
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.5159.7%19.0%47.5354.8%12.7%
25Δ58.7845.2%12.0%49.5544.3%9.0%
30Δ56.7436.1%8.3%50.9237.1%6.6%
35Δ55.5330.4%6.1%51.8432.6%5.0%
40Δ54.7527.5%4.8%52.5429.0%3.9%
45Δ54.1425.6%3.9%53.1326.1%2.9%
50Δ53.6623.9%3.2%53.5824.1%2.3%
55Δ53.2122.3%2.6%54.0222.1%1.7%
60Δ52.7821.4%2.1%54.3520.8%1.3%
65Δ52.3721.1%1.8%54.6719.5%1.0%
70Δ51.9420.8%1.5%55.0018.2%0.6%
75Δ51.4121.4%1.2%55.9321.4%0.5%
80Δ50.8122.2%1.0%56.8624.6%0.4%

20Δ

Calls
Pseudo strike
62.51
IV
59.7%
B/E move
19.0%
Puts
Pseudo strike
47.53
IV
54.8%
B/E move
12.7%

25Δ

Calls
Pseudo strike
58.78
IV
45.2%
B/E move
12.0%
Puts
Pseudo strike
49.55
IV
44.3%
B/E move
9.0%

30Δ

Calls
Pseudo strike
56.74
IV
36.1%
B/E move
8.3%
Puts
Pseudo strike
50.92
IV
37.1%
B/E move
6.6%

35Δ

Calls
Pseudo strike
55.53
IV
30.4%
B/E move
6.1%
Puts
Pseudo strike
51.84
IV
32.6%
B/E move
5.0%

40Δ

Calls
Pseudo strike
54.75
IV
27.5%
B/E move
4.8%
Puts
Pseudo strike
52.54
IV
29.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
54.14
IV
25.6%
B/E move
3.9%
Puts
Pseudo strike
53.13
IV
26.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
53.66
IV
23.9%
B/E move
3.2%
Puts
Pseudo strike
53.58
IV
24.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
53.21
IV
22.3%
B/E move
2.6%
Puts
Pseudo strike
54.02
IV
22.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
52.78
IV
21.4%
B/E move
2.1%
Puts
Pseudo strike
54.35
IV
20.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
52.37
IV
21.1%
B/E move
1.8%
Puts
Pseudo strike
54.67
IV
19.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
51.94
IV
20.8%
B/E move
1.5%
Puts
Pseudo strike
55.00
IV
18.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
51.41
IV
21.4%
B/E move
1.2%
Puts
Pseudo strike
55.93
IV
21.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
50.81
IV
22.2%
B/E move
1.0%
Puts
Pseudo strike
56.86
IV
24.6%
B/E move
0.4%

Options history

No recorded observations