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Pacer Lunt MidCap Multi-Factor Alternator ETF PAMC

i

Market dataready · fetched 2026-11-12T01:00:35.209Z

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 · 2026-11-12T01:00:00.065532035Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:00:33.707492+00:00

Share price$49.31
1D+0.0%
AH$49.20$49.21$49.22$49.23$49.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAMC
Sold putSold callAH

Pacer Lunt MidCap Multi-Factor Alternator ETF options

Live interpolated PAMC call and put midpoint premiums by absolute delta.Pacer Lunt MidCap Multi-Factor Alternator ETF$0.57$1.41$2.26$3.10$3.94$47.10$48.25$49.39$50.54$51.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PAMC spot · $49.31PAMC PRICE$0.66$0.87$0.95$0.99$1.05$1.15$1.25$1.38$1.54$1.70$1.83$1.94$0.93$0.95$1.00$1.02$1.09$1.17$1.33$1.49$1.65$1.80$1.96$3.70
Puts——
Calls——
Skew——
Implied moveBearish±$2.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.80100.4%13.1%
25Δ52.3954.9%7.6%45.8277.9%9.0%
30Δ52.0960.9%7.4%47.0565.0%6.6%
35Δ51.4256.8%6.2%47.9654.1%4.8%
40Δ50.6048.8%4.6%48.5348.3%3.8%
45Δ49.9042.0%3.3%49.0543.2%2.9%
50Δ49.5139.2%2.7%49.4041.3%2.5%
55Δ49.1236.3%2.1%49.7539.5%2.1%
60Δ48.7834.5%1.7%50.1037.6%1.7%
65Δ48.4733.1%1.4%50.4535.8%1.3%
70Δ48.1631.7%1.1%50.8033.9%1.0%
75Δ47.9029.5%0.8%
80Δ47.7026.4%0.7%52.6846.7%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.80
IV
100.4%
B/E move
13.1%

25Δ

Calls
Pseudo strike
52.39
IV
54.9%
B/E move
7.6%
Puts
Pseudo strike
45.82
IV
77.9%
B/E move
9.0%

30Δ

Calls
Pseudo strike
52.09
IV
60.9%
B/E move
7.4%
Puts
Pseudo strike
47.05
IV
65.0%
B/E move
6.6%

35Δ

Calls
Pseudo strike
51.42
IV
56.8%
B/E move
6.2%
Puts
Pseudo strike
47.96
IV
54.1%
B/E move
4.8%

40Δ

Calls
Pseudo strike
50.60
IV
48.8%
B/E move
4.6%
Puts
Pseudo strike
48.53
IV
48.3%
B/E move
3.8%

45Δ

Calls
Pseudo strike
49.90
IV
42.0%
B/E move
3.3%
Puts
Pseudo strike
49.05
IV
43.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
49.51
IV
39.2%
B/E move
2.7%
Puts
Pseudo strike
49.40
IV
41.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
49.12
IV
36.3%
B/E move
2.1%
Puts
Pseudo strike
49.75
IV
39.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
48.78
IV
34.5%
B/E move
1.7%
Puts
Pseudo strike
50.10
IV
37.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
48.47
IV
33.1%
B/E move
1.4%
Puts
Pseudo strike
50.45
IV
35.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
48.16
IV
31.7%
B/E move
1.1%
Puts
Pseudo strike
50.80
IV
33.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
47.90
IV
29.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
47.70
IV
26.4%
B/E move
0.7%
Puts
Pseudo strike
52.68
IV
46.7%
B/E move
0.7%

Options history

IV · four-Friday blend25.98%
Daily EOD
PAMC20.1%23.3%26.4%2026-10-19: 20.56%2026-10-20: 21.82%2026-10-21: 21.34%2026-10-22: 22.98%2026-10-23: 23.70%2026-10-26: 24.12%2026-10-27: 25.03%2026-10-28: 23.81%2026-10-29: 24.80%2026-10-30: 25.98%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.56%
21.82%
21.34%
22.98%
23.70%
24.12%
25.03%
23.81%
24.80%
25.98%