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Pacer Trendpilot International ETF PTIN

i

Market dataready · fetched 2026-11-04T04:47:21.910Z

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 · 2026-11-04T01:00:00.150021285Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:47:21.305941+00:00

Share price$35.56
1D-0.6%
AH$35.52$35.59$35.65$35.72$35.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPTIN
Sold putSold callAH

Pacer Trendpilot International ETF options

Live interpolated PTIN call and put midpoint premiums by absolute delta.Pacer Trendpilot International ETF$0.57$1.07$1.58$2.08$2.59$32.22$33.99$35.76$37.53$39.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PTIN spot · $35.56PTIN PRICE$0.63$0.63$0.66$0.72$0.79$0.86$0.96$1.07$1.18$1.38$1.65$1.92$2.44$0.64$0.68$0.72$0.78$0.83$0.88$0.93$0.99$1.07$1.16$1.26$1.35$1.44
PutsExpensive2.20×
CallsExpensive2.86×
SkewBullish-5.41 pp
Implied moveBalanced±$1.90
TiltBullish7.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.7479.8%19.2%31.7270.7%12.6%
25Δ39.0958.7%11.7%33.0756.4%8.9%
30Δ37.8448.5%8.3%33.9547.4%6.5%
35Δ37.0542.4%6.2%34.5141.8%5.1%
40Δ36.5638.6%5.0%35.0336.7%3.8%
45Δ36.0835.1%3.9%35.3333.5%3.1%
50Δ35.7533.1%3.2%35.6330.3%2.4%
55Δ35.4431.4%2.7%35.9327.1%1.7%
60Δ35.1429.8%2.1%36.1425.1%1.4%
65Δ34.8029.6%1.7%36.3323.6%1.1%
70Δ34.4430.7%1.5%36.5122.0%0.8%
75Δ34.0831.8%1.2%36.7020.5%0.6%
80Δ33.4835.0%1.0%36.8819.0%0.3%

20Δ

Calls
Pseudo strike
41.74
IV
79.8%
B/E move
19.2%
Puts
Pseudo strike
31.72
IV
70.7%
B/E move
12.6%

25Δ

Calls
Pseudo strike
39.09
IV
58.7%
B/E move
11.7%
Puts
Pseudo strike
33.07
IV
56.4%
B/E move
8.9%

30Δ

Calls
Pseudo strike
37.84
IV
48.5%
B/E move
8.3%
Puts
Pseudo strike
33.95
IV
47.4%
B/E move
6.5%

35Δ

Calls
Pseudo strike
37.05
IV
42.4%
B/E move
6.2%
Puts
Pseudo strike
34.51
IV
41.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
36.56
IV
38.6%
B/E move
5.0%
Puts
Pseudo strike
35.03
IV
36.7%
B/E move
3.8%

45Δ

Calls
Pseudo strike
36.08
IV
35.1%
B/E move
3.9%
Puts
Pseudo strike
35.33
IV
33.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
35.75
IV
33.1%
B/E move
3.2%
Puts
Pseudo strike
35.63
IV
30.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
35.44
IV
31.4%
B/E move
2.7%
Puts
Pseudo strike
35.93
IV
27.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
35.14
IV
29.8%
B/E move
2.1%
Puts
Pseudo strike
36.14
IV
25.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
34.80
IV
29.6%
B/E move
1.7%
Puts
Pseudo strike
36.33
IV
23.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
34.44
IV
30.7%
B/E move
1.5%
Puts
Pseudo strike
36.51
IV
22.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
34.08
IV
31.8%
B/E move
1.2%
Puts
Pseudo strike
36.70
IV
20.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
33.48
IV
35.0%
B/E move
1.0%
Puts
Pseudo strike
36.88
IV
19.0%
B/E move
0.3%

Options history

IV · four-Friday blend25.30%
Daily EOD
PTIN23.0%24.2%25.5%2026-10-19: 23.89%2026-10-20: 23.16%2026-10-21: 23.58%2026-10-22: 24.65%2026-10-23: 24.78%2026-10-26: 24.71%2026-10-27: 24.73%2026-10-28: 24.76%2026-10-29: 24.12%2026-10-30: 25.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.89%
23.16%
23.58%
24.65%
24.78%
24.71%
24.73%
24.76%
24.12%
25.30%