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Pacer Trendpilot US Bond ETF PTBD

i

Market dataready · fetched 2026-11-12T15:04:36.136Z

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 · 2026-11-12T14:30:00.46044754Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:04:35.655140+00:00

Share price$18.27
1D+0.0%
$18.26$18.27$18.27$18.27$18.285:30 AM6:30 AM9:00 AM1:00 PMPTBD
Sold putSold call

Pacer Trendpilot US Bond ETF options

Live interpolated PTBD call and put midpoint premiums by absolute delta.Pacer Trendpilot US Bond ETF$0.25$0.30$0.36$0.41$0.47$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEPTBD PRICE$0.45$0.45$0.25$0.31$0.38$0.44
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.26164.8%29.8%
25Δ20.99119.9%17.4%17.2857.0%6.8%
30Δ17.5156.0%5.9%
35Δ17.7454.9%5.0%
40Δ17.9753.8%4.1%
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
23.26
IV
164.8%
B/E move
29.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
20.99
IV
119.9%
B/E move
17.4%
Puts
Pseudo strike
17.28
IV
57.0%
B/E move
6.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.51
IV
56.0%
B/E move
5.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.74
IV
54.9%
B/E move
5.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.97
IV
53.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.23%
Daily EOD
PTBD19.8%52.0%84.2%2026-10-21: 79.72%2026-10-29: 79.10%2026-10-30: 24.23%Oct 21Oct 29Oct 30
3 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
79.72%
79.10%
24.23%