IntraAlpha
Create free account Start free

Pacer Funds Trust Pacer Trendpilot 100 ETF PTNQ

i

Market datapartial · fetched 2026-10-22T21:54:54.501Z

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 · 2026-10-22T20:00:00.576389477Z

FundamentalsAlpha Vantage · unavailable

Share price$84.93
1D-1.3%
AH$84.59$85.04$85.49$85.93$86.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPTNQ
Sold putSold callAH

Pacer Funds Trust Pacer Trendpilot 100 ETF options

Live interpolated PTNQ call and put midpoint premiums by absolute delta.Pacer Funds Trust Pacer Trendpilot 100 ETF$0.50$1.81$3.13$4.44$5.75$78.50$82.21$85.92$89.63$93.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PTNQ spot · $84.93PTNQ PRICE$0.64$0.77$0.87$1.01$1.24$1.49$1.84$2.21$2.64$3.14$3.69$4.46$5.38$0.83$0.94$1.08$1.25$1.46$1.68$1.94$2.23$2.54$2.86$3.31$3.82$4.41
PutsExpensive1.09×
CallsExpensive1.27×
SkewBullish-0.42 pp
Implied moveBearish±$3.77
TiltBalanced1.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.6624.9%7.5%79.6929.8%7.1%
25Δ89.0822.2%5.8%81.4025.5%5.3%
30Δ87.8919.6%4.5%82.5222.9%4.1%
35Δ87.0918.4%3.7%83.3721.5%3.3%
40Δ86.4718.5%3.3%84.0920.6%2.7%
45Δ85.8818.9%2.9%84.7219.9%2.2%
50Δ85.3119.7%2.6%85.3219.5%1.8%
55Δ84.7120.5%2.3%85.9119.3%1.5%
60Δ84.0621.3%2.1%86.4818.9%1.2%
65Δ83.3322.0%1.8%87.0518.5%0.9%
70Δ82.5622.5%1.6%87.6918.5%0.6%
75Δ81.6023.7%1.3%88.3818.5%0.4%
80Δ80.5024.9%1.1%89.1418.4%0.2%

20Δ

Calls
Pseudo strike
90.66
IV
24.9%
B/E move
7.5%
Puts
Pseudo strike
79.69
IV
29.8%
B/E move
7.1%

25Δ

Calls
Pseudo strike
89.08
IV
22.2%
B/E move
5.8%
Puts
Pseudo strike
81.40
IV
25.5%
B/E move
5.3%

30Δ

Calls
Pseudo strike
87.89
IV
19.6%
B/E move
4.5%
Puts
Pseudo strike
82.52
IV
22.9%
B/E move
4.1%

35Δ

Calls
Pseudo strike
87.09
IV
18.4%
B/E move
3.7%
Puts
Pseudo strike
83.37
IV
21.5%
B/E move
3.3%

40Δ

Calls
Pseudo strike
86.47
IV
18.5%
B/E move
3.3%
Puts
Pseudo strike
84.09
IV
20.6%
B/E move
2.7%

45Δ

Calls
Pseudo strike
85.88
IV
18.9%
B/E move
2.9%
Puts
Pseudo strike
84.72
IV
19.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
85.31
IV
19.7%
B/E move
2.6%
Puts
Pseudo strike
85.32
IV
19.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
84.71
IV
20.5%
B/E move
2.3%
Puts
Pseudo strike
85.91
IV
19.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
84.06
IV
21.3%
B/E move
2.1%
Puts
Pseudo strike
86.48
IV
18.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
83.33
IV
22.0%
B/E move
1.8%
Puts
Pseudo strike
87.05
IV
18.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
82.56
IV
22.5%
B/E move
1.6%
Puts
Pseudo strike
87.69
IV
18.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
81.60
IV
23.7%
B/E move
1.3%
Puts
Pseudo strike
88.38
IV
18.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
80.50
IV
24.9%
B/E move
1.1%
Puts
Pseudo strike
89.14
IV
18.4%
B/E move
0.2%

Options history

No recorded observations