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Pacer Lunt MidCap Multi-Factor Alternator ETF PAMC

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Market datapartial · fetched 2026-10-22T21:09:34.530Z

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 · 2026-10-22T20:10:00.002944646Z

FundamentalsAlpha Vantage · unavailable

Share price$47.67
1D-2.1%
AH$47.45$47.75$48.05$48.35$48.655:30 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$0.70$1.60$2.51$3.41$4.31$42.73$45.66$48.59$51.52$54.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAMC spot · $47.67PAMC PRICE$0.80$0.82$0.86$0.93$1.02$1.18$1.36$1.68$2.00$2.25$2.50$3.26$4.05$0.80$0.86$0.92$0.99$1.06$1.15$1.23$1.39$1.57$1.75$1.91$2.07$2.23
PutsCheap0.93×
CallsExpensive1.87×
SkewBullish-6.47 pp
Implied moveBullish±$2.59
TiltBullish11.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.7458.1%18.6%42.9549.6%11.6%
25Δ52.3643.3%11.5%44.5440.8%8.4%
30Δ50.7235.7%8.2%45.6534.5%6.2%
35Δ49.7031.0%6.2%46.4330.2%4.7%
40Δ48.9527.7%4.8%47.0626.6%3.5%
45Δ48.4527.0%4.1%47.4824.4%2.8%
50Δ47.9526.5%3.4%47.9022.1%2.1%
55Δ47.4727.9%3.1%48.2621.2%1.7%
60Δ46.9929.3%2.8%48.6120.6%1.3%
65Δ46.5228.4%2.3%48.9520.1%1.0%
70Δ46.0627.5%1.8%49.2419.0%0.7%
75Δ45.2131.3%1.7%49.5217.8%0.5%
80Δ44.2934.0%1.4%49.7916.6%0.2%

20Δ

Calls
Pseudo strike
55.74
IV
58.1%
B/E move
18.6%
Puts
Pseudo strike
42.95
IV
49.6%
B/E move
11.6%

25Δ

Calls
Pseudo strike
52.36
IV
43.3%
B/E move
11.5%
Puts
Pseudo strike
44.54
IV
40.8%
B/E move
8.4%

30Δ

Calls
Pseudo strike
50.72
IV
35.7%
B/E move
8.2%
Puts
Pseudo strike
45.65
IV
34.5%
B/E move
6.2%

35Δ

Calls
Pseudo strike
49.70
IV
31.0%
B/E move
6.2%
Puts
Pseudo strike
46.43
IV
30.2%
B/E move
4.7%

40Δ

Calls
Pseudo strike
48.95
IV
27.7%
B/E move
4.8%
Puts
Pseudo strike
47.06
IV
26.6%
B/E move
3.5%

45Δ

Calls
Pseudo strike
48.45
IV
27.0%
B/E move
4.1%
Puts
Pseudo strike
47.48
IV
24.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
47.95
IV
26.5%
B/E move
3.4%
Puts
Pseudo strike
47.90
IV
22.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
47.47
IV
27.9%
B/E move
3.1%
Puts
Pseudo strike
48.26
IV
21.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
46.99
IV
29.3%
B/E move
2.8%
Puts
Pseudo strike
48.61
IV
20.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
46.52
IV
28.4%
B/E move
2.3%
Puts
Pseudo strike
48.95
IV
20.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
46.06
IV
27.5%
B/E move
1.8%
Puts
Pseudo strike
49.24
IV
19.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
45.21
IV
31.3%
B/E move
1.7%
Puts
Pseudo strike
49.52
IV
17.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
44.29
IV
34.0%
B/E move
1.4%
Puts
Pseudo strike
49.79
IV
16.6%
B/E move
0.2%

Options history

No recorded observations