IntraAlpha
Create free account Start free

Pacer Data and Digital Revolution ETF TRFK

i

Market datapartial · fetched 2026-10-23T05:06:37.737Z

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 · 2026-10-23T00:00:00.086692771Z

FundamentalsAlpha Vantage · unavailable

Share price$85.39
1D-4.2%
AH$85$86$87$88$895:30 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$0.94$3.99$7.03$10.08$13.13$69.76$79.47$89.19$98.91$108.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRFK spot · $85.39TRFK PRICE$1.27$1.58$2.05$2.52$3.04$3.65$4.25$4.86$5.79$6.72$7.65$9.17$10.91$1.68$2.04$2.49$3.23$3.96$4.70$5.15$5.61$6.06$6.58$8.72$10.86$12.25
PutsExpensive1.22×
CallsExpensive1.42×
SkewBearish+0.51 pp
Implied moveBearish±$9.41
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.6452.3%17.0%75.5658.5%13.5%
25Δ94.4446.6%12.4%78.0754.0%11.0%
30Δ92.7347.2%11.0%80.3550.7%8.8%
35Δ91.0347.8%9.6%81.9051.6%7.9%
40Δ89.4148.1%8.3%83.4552.5%6.9%
45Δ87.9348.1%7.2%84.9953.4%6.0%
50Δ86.4548.1%6.2%86.2650.3%5.0%
55Δ84.9848.1%5.2%87.5247.1%4.1%
60Δ83.4548.6%4.5%88.7844.0%3.1%
65Δ81.9349.2%3.8%90.0941.1%2.2%
70Δ80.4149.7%3.1%92.4945.4%1.9%
75Δ78.4151.5%2.6%94.8949.7%1.6%
80Δ76.2353.7%2.1%96.6947.5%1.1%

20Δ

Calls
Pseudo strike
98.64
IV
52.3%
B/E move
17.0%
Puts
Pseudo strike
75.56
IV
58.5%
B/E move
13.5%

25Δ

Calls
Pseudo strike
94.44
IV
46.6%
B/E move
12.4%
Puts
Pseudo strike
78.07
IV
54.0%
B/E move
11.0%

30Δ

Calls
Pseudo strike
92.73
IV
47.2%
B/E move
11.0%
Puts
Pseudo strike
80.35
IV
50.7%
B/E move
8.8%

35Δ

Calls
Pseudo strike
91.03
IV
47.8%
B/E move
9.6%
Puts
Pseudo strike
81.90
IV
51.6%
B/E move
7.9%

40Δ

Calls
Pseudo strike
89.41
IV
48.1%
B/E move
8.3%
Puts
Pseudo strike
83.45
IV
52.5%
B/E move
6.9%

45Δ

Calls
Pseudo strike
87.93
IV
48.1%
B/E move
7.2%
Puts
Pseudo strike
84.99
IV
53.4%
B/E move
6.0%

50Δ

Calls
Pseudo strike
86.45
IV
48.1%
B/E move
6.2%
Puts
Pseudo strike
86.26
IV
50.3%
B/E move
5.0%

55Δ

Calls
Pseudo strike
84.98
IV
48.1%
B/E move
5.2%
Puts
Pseudo strike
87.52
IV
47.1%
B/E move
4.1%

60Δ

Calls
Pseudo strike
83.45
IV
48.6%
B/E move
4.5%
Puts
Pseudo strike
88.78
IV
44.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
81.93
IV
49.2%
B/E move
3.8%
Puts
Pseudo strike
90.09
IV
41.1%
B/E move
2.2%

70Δ

Calls
Pseudo strike
80.41
IV
49.7%
B/E move
3.1%
Puts
Pseudo strike
92.49
IV
45.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
78.41
IV
51.5%
B/E move
2.6%
Puts
Pseudo strike
94.89
IV
49.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
76.23
IV
53.7%
B/E move
2.1%
Puts
Pseudo strike
96.69
IV
47.5%
B/E move
1.1%

Options history

No recorded observations