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Invesco Senior Loan ETF BKLN

i

Market dataready · fetched 2026-11-11T15:39:36.538Z

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 · 2026-11-11T15:39:23.049659356Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:39:35.894000+00:00

Share price$20.56
1D-0.0%
$20.54$20.55$20.56$20.57$20.585:30 AM6:30 AM9:00 AM1:00 PMBKLN
Sold putSold call

Invesco Senior Loan ETF options

Live interpolated BKLN call and put midpoint premiums by absolute delta.Invesco Senior Loan ETF$0.02$0.65$1.28$1.91$2.54$20.17$20.39$20.60$20.82$21.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BKLN spot · $20.55BKLN PRICE$0.19$0.26$0.33$0.40$0.48$0.55$0.62$0.69$0.76$2.36$0.08$0.12$0.15$0.18$0.21$0.24$0.28$0.31$0.34$0.37$0.41$0.44
Puts——
Calls——
Skew——
Implied moveBullish±$0.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.1314.6%2.5%
25Δ20.7916.8%2.1%20.2014.7%2.3%
30Δ20.7019.2%2.0%20.2714.7%2.1%
35Δ20.6121.5%1.9%20.3514.7%1.9%
40Δ20.5323.8%1.8%20.4214.7%1.7%
45Δ20.4426.1%1.7%20.4914.7%1.5%
50Δ20.3528.5%1.7%20.5614.7%1.3%
55Δ20.2630.8%1.6%20.6314.7%1.1%
60Δ20.1733.1%1.5%20.7014.7%0.9%
65Δ20.0835.5%1.4%20.7714.7%0.7%
70Δ20.8514.8%0.6%
75Δ20.9214.8%0.4%
80Δ18.5384.0%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.13
IV
14.6%
B/E move
2.5%

25Δ

Calls
Pseudo strike
20.79
IV
16.8%
B/E move
2.1%
Puts
Pseudo strike
20.20
IV
14.7%
B/E move
2.3%

30Δ

Calls
Pseudo strike
20.70
IV
19.2%
B/E move
2.0%
Puts
Pseudo strike
20.27
IV
14.7%
B/E move
2.1%

35Δ

Calls
Pseudo strike
20.61
IV
21.5%
B/E move
1.9%
Puts
Pseudo strike
20.35
IV
14.7%
B/E move
1.9%

40Δ

Calls
Pseudo strike
20.53
IV
23.8%
B/E move
1.8%
Puts
Pseudo strike
20.42
IV
14.7%
B/E move
1.7%

45Δ

Calls
Pseudo strike
20.44
IV
26.1%
B/E move
1.7%
Puts
Pseudo strike
20.49
IV
14.7%
B/E move
1.5%

50Δ

Calls
Pseudo strike
20.35
IV
28.5%
B/E move
1.7%
Puts
Pseudo strike
20.56
IV
14.7%
B/E move
1.3%

55Δ

Calls
Pseudo strike
20.26
IV
30.8%
B/E move
1.6%
Puts
Pseudo strike
20.63
IV
14.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
20.17
IV
33.1%
B/E move
1.5%
Puts
Pseudo strike
20.70
IV
14.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
20.08
IV
35.5%
B/E move
1.4%
Puts
Pseudo strike
20.77
IV
14.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.85
IV
14.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.92
IV
14.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
18.53
IV
84.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations