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Pacer Lunt Large Cap Multi-Factor Alternator ETF PALC

i

Market dataready · fetched 2026-11-12T02:24:57.140Z

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: 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 data

PriceAlpaca · sip · 2026-11-12T01:00:00.080471523Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:24:56.681262+00:00

Share price$53.31
1D+0.6%
AH$52.86$52.98$53.10$53.22$53.345:30 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$0.91$1.51$2.12$2.72$3.33$48.75$50.50$52.25$54.00$55.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PALC spot · $53.31PALC PRICE$0.97$0.97$0.97$0.99$1.04$1.09$1.17$1.25$1.34$1.44$1.53$1.63$0.99$1.01$1.02$1.07$1.12$1.19$1.30$1.41$1.54$1.68$1.83$1.97$3.15
PutsExpensive2.06×
Calls——
Skew——
Implied moveBearish±$2.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.97114.7%20.0%47.4399.3%12.9%
25Δ58.8084.4%12.1%49.5577.6%9.0%
30Δ56.6065.5%8.0%50.9861.9%6.3%
35Δ55.3253.6%5.6%51.8752.6%4.7%
40Δ54.5346.2%4.2%52.4946.3%3.6%
45Δ53.9240.5%3.2%53.0440.8%2.7%
50Δ53.5137.2%2.6%53.4238.2%2.2%
55Δ53.1133.8%2.0%53.7935.6%1.7%
60Δ52.8231.3%1.6%54.1333.3%1.4%
65Δ52.5729.1%1.3%54.4231.4%1.1%
70Δ52.3126.9%1.0%54.7129.5%0.8%
75Δ52.0624.7%0.7%55.0027.7%0.5%
80Δ56.1837.4%0.5%

20Δ

Calls
Pseudo strike
62.97
IV
114.7%
B/E move
20.0%
Puts
Pseudo strike
47.43
IV
99.3%
B/E move
12.9%

25Δ

Calls
Pseudo strike
58.80
IV
84.4%
B/E move
12.1%
Puts
Pseudo strike
49.55
IV
77.6%
B/E move
9.0%

30Δ

Calls
Pseudo strike
56.60
IV
65.5%
B/E move
8.0%
Puts
Pseudo strike
50.98
IV
61.9%
B/E move
6.3%

35Δ

Calls
Pseudo strike
55.32
IV
53.6%
B/E move
5.6%
Puts
Pseudo strike
51.87
IV
52.6%
B/E move
4.7%

40Δ

Calls
Pseudo strike
54.53
IV
46.2%
B/E move
4.2%
Puts
Pseudo strike
52.49
IV
46.3%
B/E move
3.6%

45Δ

Calls
Pseudo strike
53.92
IV
40.5%
B/E move
3.2%
Puts
Pseudo strike
53.04
IV
40.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
53.51
IV
37.2%
B/E move
2.6%
Puts
Pseudo strike
53.42
IV
38.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
53.11
IV
33.8%
B/E move
2.0%
Puts
Pseudo strike
53.79
IV
35.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
52.82
IV
31.3%
B/E move
1.6%
Puts
Pseudo strike
54.13
IV
33.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
52.57
IV
29.1%
B/E move
1.3%
Puts
Pseudo strike
54.42
IV
31.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
52.31
IV
26.9%
B/E move
1.0%
Puts
Pseudo strike
54.71
IV
29.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
52.06
IV
24.7%
B/E move
0.7%
Puts
Pseudo strike
55.00
IV
27.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.18
IV
37.4%
B/E move
0.5%

Options history

IV · four-Friday blend25.79%
Daily EOD
PALC21.7%25.0%28.3%2026-10-19: 25.00%2026-10-20: 23.23%2026-10-21: 25.36%2026-10-22: 22.18%2026-10-23: 24.56%2026-10-26: 24.44%2026-10-27: 26.03%2026-10-28: 27.81%2026-10-29: 26.34%2026-10-30: 25.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.00%
23.23%
25.36%
22.18%
24.56%
24.44%
26.03%
27.81%
26.34%
25.79%