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Pacer Data and Digital Revolution ETF TRFK

i

Market dataready · fetched 2026-11-13T02:12:53.288Z

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 · 2026-11-13T01:00:00.069499986Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:12:52.929072+00:00

Share price$81.15
1D+2.7%
AH$78.58$79.38$80.18$80.98$81.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRFK
Sold putSold callAH

Pacer Data and Digital Revolution ETF options

Live interpolated TRFK call and put midpoint premiums by absolute delta.Pacer Data and Digital Revolution ETF$0.74$2.45$4.16$5.88$7.59$68.95$74.61$80.26$85.92$91.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRFK spot · $81.15TRFK PRICE$0.93$1.08$1.23$1.54$1.87$2.19$2.52$2.84$3.24$4.07$4.91$5.74$6.57$1.11$1.33$1.56$1.79$2.02$2.49$3.02$3.54$4.07$4.60$5.19$6.14$7.09
PutsCheap0.83×
CallsCheap0.83×
SkewBearish+2.50 pp
Implied moveBearish±$5.53
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.6274.3%11.6%74.1679.5%10.0%
25Δ87.4365.8%9.1%75.8372.1%8.2%
30Δ85.2357.4%6.6%77.1366.9%6.9%
35Δ84.2255.8%5.7%78.4261.8%5.6%
40Δ83.3555.0%5.0%79.7256.6%4.3%
45Δ82.4954.2%4.3%80.6955.6%3.6%
50Δ81.6253.4%3.7%81.5855.8%3.2%
55Δ80.7552.6%3.0%82.4755.9%2.7%
60Δ79.8552.2%2.4%83.3556.0%2.3%
65Δ78.7654.2%2.1%84.2456.2%1.9%
70Δ77.6756.2%1.8%85.1756.2%1.4%
75Δ76.5858.2%1.4%86.3655.1%1.1%
80Δ75.4960.2%1.1%87.5654.1%0.8%

20Δ

Calls
Pseudo strike
89.62
IV
74.3%
B/E move
11.6%
Puts
Pseudo strike
74.16
IV
79.5%
B/E move
10.0%

25Δ

Calls
Pseudo strike
87.43
IV
65.8%
B/E move
9.1%
Puts
Pseudo strike
75.83
IV
72.1%
B/E move
8.2%

30Δ

Calls
Pseudo strike
85.23
IV
57.4%
B/E move
6.6%
Puts
Pseudo strike
77.13
IV
66.9%
B/E move
6.9%

35Δ

Calls
Pseudo strike
84.22
IV
55.8%
B/E move
5.7%
Puts
Pseudo strike
78.42
IV
61.8%
B/E move
5.6%

40Δ

Calls
Pseudo strike
83.35
IV
55.0%
B/E move
5.0%
Puts
Pseudo strike
79.72
IV
56.6%
B/E move
4.3%

45Δ

Calls
Pseudo strike
82.49
IV
54.2%
B/E move
4.3%
Puts
Pseudo strike
80.69
IV
55.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
81.62
IV
53.4%
B/E move
3.7%
Puts
Pseudo strike
81.58
IV
55.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
80.75
IV
52.6%
B/E move
3.0%
Puts
Pseudo strike
82.47
IV
55.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
79.85
IV
52.2%
B/E move
2.4%
Puts
Pseudo strike
83.35
IV
56.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
78.76
IV
54.2%
B/E move
2.1%
Puts
Pseudo strike
84.24
IV
56.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
77.67
IV
56.2%
B/E move
1.8%
Puts
Pseudo strike
85.17
IV
56.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
76.58
IV
58.2%
B/E move
1.4%
Puts
Pseudo strike
86.36
IV
55.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
75.49
IV
60.2%
B/E move
1.1%
Puts
Pseudo strike
87.56
IV
54.1%
B/E move
0.8%

Options history

IV · four-Friday blend46.33%
Daily EOD
TRFK39.0%42.9%46.9%2026-10-19: 40.22%2026-10-20: 40.90%2026-10-21: 39.53%2026-10-22: 43.35%2026-10-23: 43.36%2026-10-26: 41.73%2026-10-27: 40.87%2026-10-28: 40.38%2026-10-29: 40.49%2026-10-30: 46.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.22%
40.90%
39.53%
43.35%
43.36%
41.73%
40.87%
40.38%
40.49%
46.33%