Implied Volatility (Mean) (30-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Pacer Lunt Large Cap Multi-Factor Alternator ETF (PALC) had 30-Day Implied Volatility (Mean) of 0.2341 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1167
Historical Volatility (Parkinson)	0.0849
Implied Volatility (Calls)	0.2138
Implied Volatility (Puts)	0.2544
Implied Volatility (Mean)	0.2341
Put-Call Implied Volatility Ratio	1.1898
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--