Pacer Funds Trust Pacer Trendpilot 100 ETF PTNQ
i
Market dataready · fetched 2026-11-13T00:55:07.205Z
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 · 2026-11-12T21:00:00.122060348Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T00:55:06.827361+00:00
Pacer Funds Trust Pacer Trendpilot 100 ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 87.65 | 41.8% | 6.3% | 78.80 | 44.4% | 5.8% |
| 25Δ | 85.93 | 32.9% | 4.2% | 80.18 | 37.1% | 4.2% |
| 30Δ | 85.06 | 29.6% | 3.3% | 81.11 | 32.3% | 3.2% |
| 35Δ | 84.46 | 27.2% | 2.7% | 81.76 | 29.0% | 2.5% |
| 40Δ | 83.91 | 25.2% | 2.2% | 82.27 | 26.5% | 2.0% |
| 45Δ | 83.52 | 24.9% | 1.9% | 82.70 | 24.5% | 1.6% |
| 50Δ | 83.12 | 24.5% | 1.6% | 83.15 | 24.4% | 1.3% |
| 55Δ | 82.71 | 25.1% | 1.4% | 83.65 | 29.0% | 1.3% |
| 60Δ | 82.29 | 26.1% | 1.2% | 84.08 | 31.2% | 1.2% |
| 65Δ | 84.33 | 28.0% | 1.0% | |||
| 70Δ | 84.57 | 24.8% | 0.7% | |||
| 75Δ | ||||||
| 80Δ | 86.33 | 30.6% | 0.5% | |||
20Δ
- Pseudo strike
- 87.65
- IV
- 41.8%
- B/E move
- 6.3%
- Pseudo strike
- 78.80
- IV
- 44.4%
- B/E move
- 5.8%
25Δ
- Pseudo strike
- 85.93
- IV
- 32.9%
- B/E move
- 4.2%
- Pseudo strike
- 80.18
- IV
- 37.1%
- B/E move
- 4.2%
30Δ
- Pseudo strike
- 85.06
- IV
- 29.6%
- B/E move
- 3.3%
- Pseudo strike
- 81.11
- IV
- 32.3%
- B/E move
- 3.2%
35Δ
- Pseudo strike
- 84.46
- IV
- 27.2%
- B/E move
- 2.7%
- Pseudo strike
- 81.76
- IV
- 29.0%
- B/E move
- 2.5%
40Δ
- Pseudo strike
- 83.91
- IV
- 25.2%
- B/E move
- 2.2%
- Pseudo strike
- 82.27
- IV
- 26.5%
- B/E move
- 2.0%
45Δ
- Pseudo strike
- 83.52
- IV
- 24.9%
- B/E move
- 1.9%
- Pseudo strike
- 82.70
- IV
- 24.5%
- B/E move
- 1.6%
50Δ
- Pseudo strike
- 83.12
- IV
- 24.5%
- B/E move
- 1.6%
- Pseudo strike
- 83.15
- IV
- 24.4%
- B/E move
- 1.3%
55Δ
- Pseudo strike
- 82.71
- IV
- 25.1%
- B/E move
- 1.4%
- Pseudo strike
- 83.65
- IV
- 29.0%
- B/E move
- 1.3%
60Δ
- Pseudo strike
- 82.29
- IV
- 26.1%
- B/E move
- 1.2%
- Pseudo strike
- 84.08
- IV
- 31.2%
- B/E move
- 1.2%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 84.33
- IV
- 28.0%
- B/E move
- 1.0%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 84.57
- IV
- 24.8%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 86.33
- IV
- 30.6%
- B/E move
- 0.5%
Options history
Table
| Date | IV (%) |
|---|---|
| 18.68% | |
| 24.38% | |
| 20.79% | |
| 20.47% | |
| 20.61% | |
| 31.49% | |
| 34.00% | |
| 34.75% | |
| 33.44% | |
| 19.65% |