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Pacer Trendpilot US Large Cap ETF PTLC

i

Market dataready · fetched 2026-11-12T02:53:52.785Z

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 · 2026-11-12T01:00:05.846820961Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:50:10.287989+00:00

Share price$59.34
1D+0.3%
AH$58.96$59.10$59.25$59.39$59.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPTLC
Sold putSold callAH

Pacer Trendpilot US Large Cap ETF options

Live interpolated PTLC call and put midpoint premiums by absolute delta.Pacer Trendpilot US Large Cap ETF$0.54$0.88$1.22$1.55$1.89$56.46$57.94$59.41$60.89$62.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PTLC spot · $59.34PTLC PRICE$0.57$0.57$0.57$0.60$0.62$0.67$0.72$0.77$0.82$1.03$1.28$1.54$1.79$0.57$0.60$0.60$0.63$0.66$0.71$0.76$0.81$0.87$0.92$1.09$1.28$1.47
PutsExpensive1.29×
CallsFair0.97×
SkewBullish-0.72 pp
Implied moveBearish±$1.48
TiltBullish2.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.4058.6%9.5%55.5354.1%7.4%
25Δ62.3443.6%6.0%56.9542.3%5.0%
30Δ61.1734.0%4.1%57.8733.6%3.5%
35Δ60.5628.8%3.1%58.3829.0%2.7%
40Δ60.0224.4%2.2%58.8325.1%2.0%
45Δ59.7722.4%1.9%59.1322.5%1.5%
50Δ59.5320.6%1.5%59.3420.9%1.3%
55Δ59.2918.7%1.2%59.5619.2%1.0%
60Δ59.0516.9%0.9%59.7717.5%0.7%
65Δ58.7516.7%0.7%59.9815.9%0.5%
70Δ58.4416.9%0.6%60.2215.7%0.4%
75Δ58.1217.2%0.5%60.4615.6%0.3%
80Δ57.8117.5%0.4%60.7015.5%0.2%

20Δ

Calls
Pseudo strike
64.40
IV
58.6%
B/E move
9.5%
Puts
Pseudo strike
55.53
IV
54.1%
B/E move
7.4%

25Δ

Calls
Pseudo strike
62.34
IV
43.6%
B/E move
6.0%
Puts
Pseudo strike
56.95
IV
42.3%
B/E move
5.0%

30Δ

Calls
Pseudo strike
61.17
IV
34.0%
B/E move
4.1%
Puts
Pseudo strike
57.87
IV
33.6%
B/E move
3.5%

35Δ

Calls
Pseudo strike
60.56
IV
28.8%
B/E move
3.1%
Puts
Pseudo strike
58.38
IV
29.0%
B/E move
2.7%

40Δ

Calls
Pseudo strike
60.02
IV
24.4%
B/E move
2.2%
Puts
Pseudo strike
58.83
IV
25.1%
B/E move
2.0%

45Δ

Calls
Pseudo strike
59.77
IV
22.4%
B/E move
1.9%
Puts
Pseudo strike
59.13
IV
22.5%
B/E move
1.5%

50Δ

Calls
Pseudo strike
59.53
IV
20.6%
B/E move
1.5%
Puts
Pseudo strike
59.34
IV
20.9%
B/E move
1.3%

55Δ

Calls
Pseudo strike
59.29
IV
18.7%
B/E move
1.2%
Puts
Pseudo strike
59.56
IV
19.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
59.05
IV
16.9%
B/E move
0.9%
Puts
Pseudo strike
59.77
IV
17.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
58.75
IV
16.7%
B/E move
0.7%
Puts
Pseudo strike
59.98
IV
15.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
58.44
IV
16.9%
B/E move
0.6%
Puts
Pseudo strike
60.22
IV
15.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
58.12
IV
17.2%
B/E move
0.5%
Puts
Pseudo strike
60.46
IV
15.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
57.81
IV
17.5%
B/E move
0.4%
Puts
Pseudo strike
60.70
IV
15.5%
B/E move
0.2%

Options history

IV · four-Friday blend12.84%
Daily EOD
PTLC9.8%32.1%54.4%2026-10-19: 46.14%2026-10-20: 46.83%2026-10-21: 46.66%2026-10-22: 46.55%2026-10-23: 48.36%2026-10-26: 49.31%2026-10-27: 38.54%2026-10-28: 51.29%2026-10-29: 51.35%2026-10-30: 12.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.14%
46.83%
46.66%
46.55%
48.36%
49.31%
38.54%
51.29%
51.35%
12.84%