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Pacer Data and Digital Revolution ETF TRFK

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Market datapartial · fetched 2026-10-23T17:38:27.494Z

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 · 2026-10-23T17:38:18.230453468Z

FundamentalsAlpha Vantage · unavailable

Share price$86.71
1D+1.5%
$85.23$85.80$86.37$86.94$87.515:30 AM6:30 AM9:00 AM1:00 PMTRFK
Sold putSold call

Pacer Data and Digital Revolution ETF options

Live interpolated TRFK call and put midpoint premiums by absolute delta.Pacer Data and Digital Revolution ETF$0.92$3.75$6.59$9.42$12.26$71.49$80.73$89.97$99.21$108.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRFK spot · $86.71TRFK PRICE$1.22$1.47$1.89$2.32$2.75$3.48$4.27$5.07$5.91$7.05$8.18$9.48$11.44$1.68$2.10$2.61$3.14$3.68$4.33$5.00$5.66$6.47$7.54$8.61$9.71$11.11
PutsExpensive1.18×
CallsExpensive1.40×
SkewBearish+0.53 pp
Implied moveBearish±$9.27
TiltBearish5.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.5750.1%16.2%76.7558.1%13.4%
25Δ95.1143.5%11.4%79.3854.4%10.9%
30Δ93.4543.1%10.0%81.3252.4%9.2%
35Δ91.8742.9%8.6%83.0450.9%7.9%
40Δ90.2942.8%7.3%84.7749.5%6.5%
45Δ88.8944.3%6.5%86.2348.4%5.5%
50Δ87.5346.2%5.9%87.6547.3%4.7%
55Δ86.1748.1%5.2%89.0746.2%3.8%
60Δ84.7749.8%4.6%90.5345.3%3.1%
65Δ83.0750.9%3.9%92.0845.0%2.5%
70Δ81.3752.0%3.3%93.6344.7%1.9%
75Δ79.5353.3%2.7%95.2144.3%1.4%
80Δ77.1155.5%2.1%96.9742.7%1.0%

20Δ

Calls
Pseudo strike
99.57
IV
50.1%
B/E move
16.2%
Puts
Pseudo strike
76.75
IV
58.1%
B/E move
13.4%

25Δ

Calls
Pseudo strike
95.11
IV
43.5%
B/E move
11.4%
Puts
Pseudo strike
79.38
IV
54.4%
B/E move
10.9%

30Δ

Calls
Pseudo strike
93.45
IV
43.1%
B/E move
10.0%
Puts
Pseudo strike
81.32
IV
52.4%
B/E move
9.2%

35Δ

Calls
Pseudo strike
91.87
IV
42.9%
B/E move
8.6%
Puts
Pseudo strike
83.04
IV
50.9%
B/E move
7.9%

40Δ

Calls
Pseudo strike
90.29
IV
42.8%
B/E move
7.3%
Puts
Pseudo strike
84.77
IV
49.5%
B/E move
6.5%

45Δ

Calls
Pseudo strike
88.89
IV
44.3%
B/E move
6.5%
Puts
Pseudo strike
86.23
IV
48.4%
B/E move
5.5%

50Δ

Calls
Pseudo strike
87.53
IV
46.2%
B/E move
5.9%
Puts
Pseudo strike
87.65
IV
47.3%
B/E move
4.7%

55Δ

Calls
Pseudo strike
86.17
IV
48.1%
B/E move
5.2%
Puts
Pseudo strike
89.07
IV
46.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
84.77
IV
49.8%
B/E move
4.6%
Puts
Pseudo strike
90.53
IV
45.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
83.07
IV
50.9%
B/E move
3.9%
Puts
Pseudo strike
92.08
IV
45.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
81.37
IV
52.0%
B/E move
3.3%
Puts
Pseudo strike
93.63
IV
44.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
79.53
IV
53.3%
B/E move
2.7%
Puts
Pseudo strike
95.21
IV
44.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
77.11
IV
55.5%
B/E move
2.1%
Puts
Pseudo strike
96.97
IV
42.7%
B/E move
1.0%

Options history

No recorded observations