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Pacer Lunt MidCap Multi-Factor Alternator ETF PAMC

i

Market datapartial · fetched 2026-11-03T18:49:00.073Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-03T16:24:41.760091097Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T18:48:56.512726+00:00

Share price$49.26
1D+1.6%
$48.43$48.65$48.88$49.10$49.325:30 AM6:30 AM9:00 AM1:00 PMPAMC
Sold putSold call

Pacer Lunt MidCap Multi-Factor Alternator ETF options

Live interpolated PAMC call and put midpoint premiums by absolute delta.Pacer Lunt MidCap Multi-Factor Alternator ETF$1.56$2.26$2.96$3.66$4.36$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEPAMC PRICE$1.64$1.89$2.14$2.39$2.64$2.90$3.15$3.40$3.65$3.90$4.16
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ63.0148.2%31.2%
30Δ61.4645.6%28.6%
35Δ59.9142.9%26.0%
40Δ58.3640.2%23.3%
45Δ56.8137.5%20.7%
50Δ55.2634.8%18.1%
55Δ53.7132.1%15.4%
60Δ52.1629.5%12.8%
65Δ50.6126.8%10.1%
70Δ49.0624.1%7.5%
75Δ47.5121.4%4.9%
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
63.01
IV
48.2%
B/E move
31.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
61.46
IV
45.6%
B/E move
28.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
59.91
IV
42.9%
B/E move
26.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
58.36
IV
40.2%
B/E move
23.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
56.81
IV
37.5%
B/E move
20.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
55.26
IV
34.8%
B/E move
18.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
53.71
IV
32.1%
B/E move
15.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
52.16
IV
29.5%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
50.61
IV
26.8%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
49.06
IV
24.1%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
47.51
IV
21.4%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend25.98%
Daily EOD
PAMC20.1%23.3%26.4%2026-10-19: 20.56%2026-10-20: 21.82%2026-10-21: 21.34%2026-10-22: 22.98%2026-10-23: 23.70%2026-10-26: 24.12%2026-10-27: 25.03%2026-10-28: 23.81%2026-10-29: 24.80%2026-10-30: 25.98%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.56%
21.82%
21.34%
22.98%
23.70%
24.12%
25.03%
23.81%
24.80%
25.98%