Share price$35.61
1D+0.1%
Sold putSold callAH
Pacer Trendpilot International ETF PTIN
i
Market dataready · fetched 2026-11-13T02:12:37.829Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T01:00:00.151359575Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:12:37.501628+00:00
Pacer Trendpilot International ETF options
PutsExpensive2.25×
CallsExpensive1.76×
SkewBullish-4.42 pp
Implied moveBalanced±$1.62
TiltBullish2.8% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.13 | 106.5% | 17.1% | 32.08 | 92.9% | 11.5% |
| 25Δ | 38.79 | 78.8% | 10.6% | 33.35 | 72.2% | 8.0% |
| 30Δ | 37.59 | 62.6% | 7.2% | 34.15 | 59.6% | 5.8% |
| 35Δ | 36.86 | 52.9% | 5.2% | 34.67 | 51.8% | 4.5% |
| 40Δ | 36.43 | 47.8% | 4.2% | 35.10 | 45.6% | 3.4% |
| 45Δ | 36.00 | 42.7% | 3.1% | 35.36 | 42.2% | 2.8% |
| 50Δ | 35.75 | 40.4% | 2.7% | 35.63 | 38.7% | 2.2% |
| 55Δ | 35.51 | 38.1% | 2.2% | 35.89 | 35.3% | 1.7% |
| 60Δ | 35.27 | 35.7% | 1.7% | 36.09 | 32.6% | 1.3% |
| 65Δ | 35.03 | 33.4% | 1.3% | 36.24 | 30.4% | 1.1% |
| 70Δ | 34.77 | 32.8% | 1.1% | 36.38 | 28.1% | 0.9% |
| 75Δ | 34.51 | 32.5% | 0.9% | 36.53 | 25.9% | 0.7% |
| 80Δ | 34.25 | 32.1% | 0.7% | 36.68 | 23.6% | 0.5% |
20Δ
- Pseudo strike
- 41.13
- IV
- 106.5%
- B/E move
- 17.1%
- Pseudo strike
- 32.08
- IV
- 92.9%
- B/E move
- 11.5%
25Δ
- Pseudo strike
- 38.79
- IV
- 78.8%
- B/E move
- 10.6%
- Pseudo strike
- 33.35
- IV
- 72.2%
- B/E move
- 8.0%
30Δ
- Pseudo strike
- 37.59
- IV
- 62.6%
- B/E move
- 7.2%
- Pseudo strike
- 34.15
- IV
- 59.6%
- B/E move
- 5.8%
35Δ
- Pseudo strike
- 36.86
- IV
- 52.9%
- B/E move
- 5.2%
- Pseudo strike
- 34.67
- IV
- 51.8%
- B/E move
- 4.5%
40Δ
- Pseudo strike
- 36.43
- IV
- 47.8%
- B/E move
- 4.2%
- Pseudo strike
- 35.10
- IV
- 45.6%
- B/E move
- 3.4%
45Δ
- Pseudo strike
- 36.00
- IV
- 42.7%
- B/E move
- 3.1%
- Pseudo strike
- 35.36
- IV
- 42.2%
- B/E move
- 2.8%
50Δ
- Pseudo strike
- 35.75
- IV
- 40.4%
- B/E move
- 2.7%
- Pseudo strike
- 35.63
- IV
- 38.7%
- B/E move
- 2.2%
55Δ
- Pseudo strike
- 35.51
- IV
- 38.1%
- B/E move
- 2.2%
- Pseudo strike
- 35.89
- IV
- 35.3%
- B/E move
- 1.7%
60Δ
- Pseudo strike
- 35.27
- IV
- 35.7%
- B/E move
- 1.7%
- Pseudo strike
- 36.09
- IV
- 32.6%
- B/E move
- 1.3%
65Δ
- Pseudo strike
- 35.03
- IV
- 33.4%
- B/E move
- 1.3%
- Pseudo strike
- 36.24
- IV
- 30.4%
- B/E move
- 1.1%
70Δ
- Pseudo strike
- 34.77
- IV
- 32.8%
- B/E move
- 1.1%
- Pseudo strike
- 36.38
- IV
- 28.1%
- B/E move
- 0.9%
75Δ
- Pseudo strike
- 34.51
- IV
- 32.5%
- B/E move
- 0.9%
- Pseudo strike
- 36.53
- IV
- 25.9%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 34.25
- IV
- 32.1%
- B/E move
- 0.7%
- Pseudo strike
- 36.68
- IV
- 23.6%
- B/E move
- 0.5%
Options history
IV · four-Friday blend25.30%
Daily EOD
10 observations2026-10-19 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 23.89% | |
| 23.16% | |
| 23.58% | |
| 24.65% | |
| 24.78% | |
| 24.71% | |
| 24.73% | |
| 24.76% | |
| 24.12% | |
| 25.30% |