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Pacer Lunt Large Cap Multi-Factor Alternator ETF PALC

i

Market dataready · fetched 2026-11-04T04:16:59.635Z

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 · 2026-11-04T01:00:00.103136605Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:16:59.329150+00:00

Share price$52.35
1D+0.3%
AH$52.15$52.26$52.38$52.49$52.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPALC
Sold putSold callAH

Pacer Lunt Large Cap Multi-Factor Alternator ETF options

Live interpolated PALC call and put midpoint premiums by absolute delta.Pacer Lunt Large Cap Multi-Factor Alternator ETF$1.00$1.44$1.88$2.33$2.77$47.22$49.14$51.06$52.98$54.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PALC spot · $52.35PALC PRICE$1.05$1.05$1.12$1.21$1.32$1.46$1.61$1.72$1.82$1.92$2.20$2.57$1.10$1.15$1.20$1.30$1.38$1.47$1.56$1.65$1.75$1.84$1.94$2.23$2.64
PutsExpensive2.27×
Calls——
Skew——
Implied moveBearish±$3.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.0380.9%14.2%
25Δ58.4567.5%13.7%48.2564.3%10.0%
30Δ55.9852.2%8.9%49.7253.3%7.3%
35Δ54.7244.9%6.7%50.7146.7%5.6%
40Δ53.8239.8%5.1%51.4641.4%4.3%
45Δ53.1636.5%4.1%52.0936.9%3.3%
50Δ52.6334.2%3.3%52.5533.7%2.6%
55Δ52.1532.3%2.7%53.0030.4%1.9%
60Δ51.7729.9%2.2%53.3028.0%1.5%
65Δ51.4427.5%1.7%53.5925.6%1.2%
70Δ51.1125.0%1.3%53.8823.2%0.8%
75Δ50.6824.4%1.0%54.3022.6%0.5%
80Δ50.2024.7%0.8%54.8123.2%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.03
IV
80.9%
B/E move
14.2%

25Δ

Calls
Pseudo strike
58.45
IV
67.5%
B/E move
13.7%
Puts
Pseudo strike
48.25
IV
64.3%
B/E move
10.0%

30Δ

Calls
Pseudo strike
55.98
IV
52.2%
B/E move
8.9%
Puts
Pseudo strike
49.72
IV
53.3%
B/E move
7.3%

35Δ

Calls
Pseudo strike
54.72
IV
44.9%
B/E move
6.7%
Puts
Pseudo strike
50.71
IV
46.7%
B/E move
5.6%

40Δ

Calls
Pseudo strike
53.82
IV
39.8%
B/E move
5.1%
Puts
Pseudo strike
51.46
IV
41.4%
B/E move
4.3%

45Δ

Calls
Pseudo strike
53.16
IV
36.5%
B/E move
4.1%
Puts
Pseudo strike
52.09
IV
36.9%
B/E move
3.3%

50Δ

Calls
Pseudo strike
52.63
IV
34.2%
B/E move
3.3%
Puts
Pseudo strike
52.55
IV
33.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
52.15
IV
32.3%
B/E move
2.7%
Puts
Pseudo strike
53.00
IV
30.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
51.77
IV
29.9%
B/E move
2.2%
Puts
Pseudo strike
53.30
IV
28.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
51.44
IV
27.5%
B/E move
1.7%
Puts
Pseudo strike
53.59
IV
25.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
51.11
IV
25.0%
B/E move
1.3%
Puts
Pseudo strike
53.88
IV
23.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
50.68
IV
24.4%
B/E move
1.0%
Puts
Pseudo strike
54.30
IV
22.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
50.20
IV
24.7%
B/E move
0.8%
Puts
Pseudo strike
54.81
IV
23.2%
B/E move
0.4%

Options history

IV · four-Friday blend25.79%
Daily EOD
PALC21.7%25.0%28.3%2026-10-19: 25.00%2026-10-20: 23.23%2026-10-21: 25.36%2026-10-22: 22.18%2026-10-23: 24.56%2026-10-26: 24.44%2026-10-27: 26.03%2026-10-28: 27.81%2026-10-29: 26.34%2026-10-30: 25.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.00%
23.23%
25.36%
22.18%
24.56%
24.44%
26.03%
27.81%
26.34%
25.79%