Implied Volatility (Mean) (10-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 MidCap Multi-Factor Alternator ETF (PAMC) had 10-Day Implied Volatility (Mean) of 0.3172 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1939
Historical Volatility (Parkinson)	0.1298
Implied Volatility (Calls)	0.2913
Implied Volatility (Puts)	0.3431
Implied Volatility (Mean)	0.3172
Put-Call Implied Volatility Ratio	1.1775
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--