IntraAlpha
Create free account Start free

Pacer American Energy Infrastructure ETF USAI

i

Market dataready · fetched 2026-10-24T17:19:01.675Z

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 · 2026-10-24T00:00:00.077881681Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T17:19:01.410414+00:00

Share price$46.46
1D+1.2%
AH$45.84$46.01$46.18$46.34$46.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSAI
Sold putSold callAH

Pacer American Energy Infrastructure ETF options

Live interpolated USAI call and put midpoint premiums by absolute delta.Pacer American Energy Infrastructure ETF$0.60$1.47$2.34$3.21$4.08$41.08$43.75$46.42$49.09$51.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USAI spot · $46.46USAI PRICE$0.69$0.93$1.11$1.19$1.31$1.42$1.55$1.70$1.83$1.91$1.99$2.12$2.42$1.11$1.20$1.29$1.43$1.57$1.73$1.87$1.98$2.10$2.52$3.00$3.83
PutsExpensive1.55×
CallsExpensive1.70×
SkewBearish+0.67 pp
Implied moveBearish±$3.29
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.4241.9%12.2%
25Δ51.1847.7%12.1%42.6354.4%10.6%
30Δ50.5249.6%11.1%43.9746.4%7.9%
35Δ49.0942.6%8.2%44.9340.8%6.1%
40Δ48.1538.5%6.4%45.6437.4%4.8%
45Δ47.4335.2%5.2%46.2534.7%3.8%
50Δ46.8232.5%4.1%46.7832.5%3.0%
55Δ46.3230.6%3.4%47.2230.2%2.4%
60Δ45.8828.4%2.7%47.6027.8%1.8%
65Δ45.5625.8%2.2%47.9925.4%1.2%
70Δ45.2423.2%1.7%48.5226.0%1.0%
75Δ44.9021.1%1.2%49.1127.1%0.8%
80Δ44.4920.7%1.0%50.0329.6%0.6%

20Δ

Calls
Pseudo strike
51.42
IV
41.9%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
51.18
IV
47.7%
B/E move
12.1%
Puts
Pseudo strike
42.63
IV
54.4%
B/E move
10.6%

30Δ

Calls
Pseudo strike
50.52
IV
49.6%
B/E move
11.1%
Puts
Pseudo strike
43.97
IV
46.4%
B/E move
7.9%

35Δ

Calls
Pseudo strike
49.09
IV
42.6%
B/E move
8.2%
Puts
Pseudo strike
44.93
IV
40.8%
B/E move
6.1%

40Δ

Calls
Pseudo strike
48.15
IV
38.5%
B/E move
6.4%
Puts
Pseudo strike
45.64
IV
37.4%
B/E move
4.8%

45Δ

Calls
Pseudo strike
47.43
IV
35.2%
B/E move
5.2%
Puts
Pseudo strike
46.25
IV
34.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
46.82
IV
32.5%
B/E move
4.1%
Puts
Pseudo strike
46.78
IV
32.5%
B/E move
3.0%

55Δ

Calls
Pseudo strike
46.32
IV
30.6%
B/E move
3.4%
Puts
Pseudo strike
47.22
IV
30.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
45.88
IV
28.4%
B/E move
2.7%
Puts
Pseudo strike
47.60
IV
27.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
45.56
IV
25.8%
B/E move
2.2%
Puts
Pseudo strike
47.99
IV
25.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
45.24
IV
23.2%
B/E move
1.7%
Puts
Pseudo strike
48.52
IV
26.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
44.90
IV
21.1%
B/E move
1.2%
Puts
Pseudo strike
49.11
IV
27.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
44.49
IV
20.7%
B/E move
1.0%
Puts
Pseudo strike
50.03
IV
29.6%
B/E move
0.6%

Options history

No recorded observations