Pacer Trendpilot International ETF PTIN
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Market dataready · fetched 2026-11-04T05:49:34.081Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-04T01:00:00.150021285Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T05:49:32.920291+00:00
Pacer Trendpilot International ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.74 | 79.9% | 19.2% | 31.72 | 70.8% | 12.6% |
| 25Δ | 39.09 | 58.8% | 11.7% | 33.07 | 56.5% | 8.9% |
| 30Δ | 37.84 | 48.5% | 8.3% | 33.95 | 47.5% | 6.5% |
| 35Δ | 37.05 | 42.4% | 6.2% | 34.51 | 41.9% | 5.1% |
| 40Δ | 36.56 | 38.7% | 5.0% | 35.03 | 36.7% | 3.8% |
| 45Δ | 36.08 | 35.1% | 3.9% | 35.33 | 33.5% | 3.1% |
| 50Δ | 35.75 | 33.4% | 3.2% | 35.63 | 30.3% | 2.4% |
| 55Δ | 35.44 | 32.0% | 2.7% | 35.93 | 27.1% | 1.7% |
| 60Δ | 35.13 | 30.6% | 2.1% | 36.14 | 25.2% | 1.4% |
| 65Δ | 34.79 | 30.7% | 1.7% | 36.32 | 23.8% | 1.1% |
| 70Δ | 34.43 | 31.8% | 1.5% | 36.51 | 22.3% | 0.8% |
| 75Δ | 34.07 | 32.9% | 1.2% | 36.69 | 20.8% | 0.6% |
| 80Δ | 33.46 | 36.3% | 1.0% | 36.87 | 19.4% | 0.3% |
20Δ
- Pseudo strike
- 41.74
- IV
- 79.9%
- B/E move
- 19.2%
- Pseudo strike
- 31.72
- IV
- 70.8%
- B/E move
- 12.6%
25Δ
- Pseudo strike
- 39.09
- IV
- 58.8%
- B/E move
- 11.7%
- Pseudo strike
- 33.07
- IV
- 56.5%
- B/E move
- 8.9%
30Δ
- Pseudo strike
- 37.84
- IV
- 48.5%
- B/E move
- 8.3%
- Pseudo strike
- 33.95
- IV
- 47.5%
- B/E move
- 6.5%
35Δ
- Pseudo strike
- 37.05
- IV
- 42.4%
- B/E move
- 6.2%
- Pseudo strike
- 34.51
- IV
- 41.9%
- B/E move
- 5.1%
40Δ
- Pseudo strike
- 36.56
- IV
- 38.7%
- B/E move
- 5.0%
- Pseudo strike
- 35.03
- IV
- 36.7%
- B/E move
- 3.8%
45Δ
- Pseudo strike
- 36.08
- IV
- 35.1%
- B/E move
- 3.9%
- Pseudo strike
- 35.33
- IV
- 33.5%
- B/E move
- 3.1%
50Δ
- Pseudo strike
- 35.75
- IV
- 33.4%
- B/E move
- 3.2%
- Pseudo strike
- 35.63
- IV
- 30.3%
- B/E move
- 2.4%
55Δ
- Pseudo strike
- 35.44
- IV
- 32.0%
- B/E move
- 2.7%
- Pseudo strike
- 35.93
- IV
- 27.1%
- B/E move
- 1.7%
60Δ
- Pseudo strike
- 35.13
- IV
- 30.6%
- B/E move
- 2.1%
- Pseudo strike
- 36.14
- IV
- 25.2%
- B/E move
- 1.4%
65Δ
- Pseudo strike
- 34.79
- IV
- 30.7%
- B/E move
- 1.7%
- Pseudo strike
- 36.32
- IV
- 23.8%
- B/E move
- 1.1%
70Δ
- Pseudo strike
- 34.43
- IV
- 31.8%
- B/E move
- 1.5%
- Pseudo strike
- 36.51
- IV
- 22.3%
- B/E move
- 0.8%
75Δ
- Pseudo strike
- 34.07
- IV
- 32.9%
- B/E move
- 1.2%
- Pseudo strike
- 36.69
- IV
- 20.8%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 33.46
- IV
- 36.3%
- B/E move
- 1.0%
- Pseudo strike
- 36.87
- IV
- 19.4%
- B/E move
- 0.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 23.89% | |
| 23.16% | |
| 23.58% | |
| 24.65% | |
| 24.78% | |
| 24.71% | |
| 24.73% | |
| 24.76% | |
| 24.12% | |
| 25.30% |