IntraAlpha
Create free account Start free

Pacer Trendpilot US Bond ETF PTBD

i

Market dataready · fetched 2026-11-04T09:43:27.166Z

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 · 2026-11-04T01:00:00.18499145Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:43:25.186958+00:00

Share price$18.38
1D-0.1%
AH$18.35$18.37$18.38$18.39$18.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPTBD
Sold putSold callAH

Pacer Trendpilot US Bond ETF options

Live interpolated PTBD call and put midpoint premiums by absolute delta.Pacer Trendpilot US Bond ETF$0.24$0.50$0.76$1.02$1.28$17.79$18.47$19.15$19.83$20.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PTBD spot · $18.38PTBD PRICE$0.45$0.45$0.45$0.45$0.46$0.51$0.56$0.60$0.65$0.70$0.81$0.93$1.05$0.27$0.34$0.41$0.47$0.53$0.59$0.64$0.70$0.76$0.85$1.03$1.21
Puts——
CallsExpensive5.59×
Skew——
Implied moveBearish±$1.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.36115.7%29.5%
25Δ21.1484.5%17.5%17.3542.8%7.1%
30Δ19.9965.0%11.2%17.6042.3%6.1%
35Δ19.4353.4%8.2%17.8541.7%5.1%
40Δ18.9643.8%5.6%18.0640.5%4.3%
45Δ18.7741.1%4.9%18.2338.4%3.7%
50Δ18.5838.3%4.1%18.3936.3%3.1%
55Δ18.3935.6%3.3%18.5634.2%2.6%
60Δ18.2032.9%2.5%18.7232.1%2.0%
65Δ18.0130.1%1.8%18.8830.0%1.4%
70Δ17.8428.9%1.5%19.0628.5%0.9%
75Δ17.6727.7%1.2%19.2828.3%0.7%
80Δ17.5026.5%0.9%19.4928.2%0.5%

20Δ

Calls
Pseudo strike
23.36
IV
115.7%
B/E move
29.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
21.14
IV
84.5%
B/E move
17.5%
Puts
Pseudo strike
17.35
IV
42.8%
B/E move
7.1%

30Δ

Calls
Pseudo strike
19.99
IV
65.0%
B/E move
11.2%
Puts
Pseudo strike
17.60
IV
42.3%
B/E move
6.1%

35Δ

Calls
Pseudo strike
19.43
IV
53.4%
B/E move
8.2%
Puts
Pseudo strike
17.85
IV
41.7%
B/E move
5.1%

40Δ

Calls
Pseudo strike
18.96
IV
43.8%
B/E move
5.6%
Puts
Pseudo strike
18.06
IV
40.5%
B/E move
4.3%

45Δ

Calls
Pseudo strike
18.77
IV
41.1%
B/E move
4.9%
Puts
Pseudo strike
18.23
IV
38.4%
B/E move
3.7%

50Δ

Calls
Pseudo strike
18.58
IV
38.3%
B/E move
4.1%
Puts
Pseudo strike
18.39
IV
36.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
18.39
IV
35.6%
B/E move
3.3%
Puts
Pseudo strike
18.56
IV
34.2%
B/E move
2.6%

60Δ

Calls
Pseudo strike
18.20
IV
32.9%
B/E move
2.5%
Puts
Pseudo strike
18.72
IV
32.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
18.01
IV
30.1%
B/E move
1.8%
Puts
Pseudo strike
18.88
IV
30.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
17.84
IV
28.9%
B/E move
1.5%
Puts
Pseudo strike
19.06
IV
28.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
17.67
IV
27.7%
B/E move
1.2%
Puts
Pseudo strike
19.28
IV
28.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
17.50
IV
26.5%
B/E move
0.9%
Puts
Pseudo strike
19.49
IV
28.2%
B/E move
0.5%

Options history

IV · four-Friday blend24.23%
Daily EOD
PTBD19.8%52.0%84.2%2026-10-21: 79.72%2026-10-29: 79.10%2026-10-30: 24.23%Oct 21Oct 29Oct 30
3 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
79.72%
79.10%
24.23%