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Pacer American Energy Infrastructure ETF USAI

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Market datapartial · fetched 2026-10-22T20:47:53.090Z

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 · 2026-10-22T20:10:00.003350937Z

FundamentalsAlpha Vantage · unavailable

Share price$45.31
1D-0.4%
AH$44.74$44.93$45.13$45.33$45.525:30 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$1.13$1.52$1.91$2.30$2.69$39.90$42.54$45.17$47.81$50.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USAI spot · $45.31USAI PRICE$1.18$1.22$1.34$1.42$1.53$1.66$1.80$1.96$2.13$2.35$2.57$1.21$1.28$1.40$1.55$1.76$1.94$2.05$2.16
PutsExpensive1.54×
CallsExpensive1.85×
SkewBearish+2.10 pp
Implied moveBearish±$3.29
TiltBullish17.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ49.6752.2%12.2%42.7946.7%8.2%
35Δ48.0343.5%8.7%43.7940.2%6.2%
40Δ47.0639.3%6.8%44.5036.4%4.9%
45Δ46.2934.9%5.3%45.1233.7%3.8%
50Δ45.6931.8%4.2%45.6532.5%3.1%
55Δ45.1729.5%3.4%46.1230.9%2.5%
60Δ44.7427.7%2.7%46.4928.4%1.9%
65Δ44.3526.0%2.2%46.8725.9%1.3%
70Δ43.9624.5%1.7%
75Δ43.5823.3%1.4%
80Δ43.2122.1%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
49.67
IV
52.2%
B/E move
12.2%
Puts
Pseudo strike
42.79
IV
46.7%
B/E move
8.2%

35Δ

Calls
Pseudo strike
48.03
IV
43.5%
B/E move
8.7%
Puts
Pseudo strike
43.79
IV
40.2%
B/E move
6.2%

40Δ

Calls
Pseudo strike
47.06
IV
39.3%
B/E move
6.8%
Puts
Pseudo strike
44.50
IV
36.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
46.29
IV
34.9%
B/E move
5.3%
Puts
Pseudo strike
45.12
IV
33.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
45.69
IV
31.8%
B/E move
4.2%
Puts
Pseudo strike
45.65
IV
32.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
45.17
IV
29.5%
B/E move
3.4%
Puts
Pseudo strike
46.12
IV
30.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
44.74
IV
27.7%
B/E move
2.7%
Puts
Pseudo strike
46.49
IV
28.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
44.35
IV
26.0%
B/E move
2.2%
Puts
Pseudo strike
46.87
IV
25.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
43.96
IV
24.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
43.58
IV
23.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
43.21
IV
22.1%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations