Pacer Data & Infrastructure Real Estate ETF SRVR
i
Market dataready · fetched 2026-11-03T21:09:05.239Z
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 · 2026-11-03T21:00:00.381785468Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-03T21:09:01.436293+00:00
Pacer Data & Infrastructure Real Estate ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.16 | 121.1% | 31.8% | 24.02 | 97.1% | 16.7% |
| 25Δ | 32.50 | 88.5% | 18.7% | 25.34 | 78.6% | 12.2% |
| 30Δ | 30.69 | 69.1% | 12.3% | 26.23 | 67.1% | 9.2% |
| 35Δ | 29.71 | 58.5% | 8.9% | 26.88 | 59.7% | 7.2% |
| 40Δ | 29.01 | 51.0% | 6.6% | 27.35 | 53.8% | 5.7% |
| 45Δ | 28.60 | 48.6% | 5.6% | 27.79 | 48.2% | 4.4% |
| 50Δ | 28.19 | 46.2% | 4.5% | 28.13 | 43.9% | 3.4% |
| 55Δ | 27.91 | 42.8% | 3.7% | 28.39 | 40.6% | 2.8% |
| 60Δ | 27.72 | 38.5% | 3.1% | 28.64 | 37.4% | 2.2% |
| 65Δ | 27.54 | 34.2% | 2.5% | 28.90 | 34.2% | 1.5% |
| 70Δ | 27.36 | 29.8% | 1.9% | 29.22 | 33.2% | 1.1% |
| 75Δ | 27.18 | 25.5% | 1.3% | 29.57 | 33.7% | 0.9% |
| 80Δ | 27.00 | 21.2% | 0.7% | 29.93 | 34.3% | 0.6% |
20Δ
- Pseudo strike
- 36.16
- IV
- 121.1%
- B/E move
- 31.8%
- Pseudo strike
- 24.02
- IV
- 97.1%
- B/E move
- 16.7%
25Δ
- Pseudo strike
- 32.50
- IV
- 88.5%
- B/E move
- 18.7%
- Pseudo strike
- 25.34
- IV
- 78.6%
- B/E move
- 12.2%
30Δ
- Pseudo strike
- 30.69
- IV
- 69.1%
- B/E move
- 12.3%
- Pseudo strike
- 26.23
- IV
- 67.1%
- B/E move
- 9.2%
35Δ
- Pseudo strike
- 29.71
- IV
- 58.5%
- B/E move
- 8.9%
- Pseudo strike
- 26.88
- IV
- 59.7%
- B/E move
- 7.2%
40Δ
- Pseudo strike
- 29.01
- IV
- 51.0%
- B/E move
- 6.6%
- Pseudo strike
- 27.35
- IV
- 53.8%
- B/E move
- 5.7%
45Δ
- Pseudo strike
- 28.60
- IV
- 48.6%
- B/E move
- 5.6%
- Pseudo strike
- 27.79
- IV
- 48.2%
- B/E move
- 4.4%
50Δ
- Pseudo strike
- 28.19
- IV
- 46.2%
- B/E move
- 4.5%
- Pseudo strike
- 28.13
- IV
- 43.9%
- B/E move
- 3.4%
55Δ
- Pseudo strike
- 27.91
- IV
- 42.8%
- B/E move
- 3.7%
- Pseudo strike
- 28.39
- IV
- 40.6%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 27.72
- IV
- 38.5%
- B/E move
- 3.1%
- Pseudo strike
- 28.64
- IV
- 37.4%
- B/E move
- 2.2%
65Δ
- Pseudo strike
- 27.54
- IV
- 34.2%
- B/E move
- 2.5%
- Pseudo strike
- 28.90
- IV
- 34.2%
- B/E move
- 1.5%
70Δ
- Pseudo strike
- 27.36
- IV
- 29.8%
- B/E move
- 1.9%
- Pseudo strike
- 29.22
- IV
- 33.2%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 27.18
- IV
- 25.5%
- B/E move
- 1.3%
- Pseudo strike
- 29.57
- IV
- 33.7%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 27.00
- IV
- 21.2%
- B/E move
- 0.7%
- Pseudo strike
- 29.93
- IV
- 34.3%
- B/E move
- 0.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 86.47% | |
| 107.66% | |
| 26.72% | |
| 27.43% | |
| 113.18% | |
| 114.68% | |
| 29.88% | |
| 29.58% | |
| 30.19% | |
| 31.25% |