IntraAlpha
Create free account Start free

Invesco Senior Loan ETF BKLN

i

Market dataready · fetched 2026-10-22T10:49:13.788Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.142738327Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T10:49:11.594678+00:00

Share price$20.32
1D+0.1%
AH$20.28$20.30$20.31$20.33$20.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBKLN
Sold putSold callAH

Invesco Senior Loan ETF options

Live interpolated BKLN call and put midpoint premiums by absolute delta.Invesco Senior Loan ETF$0.00$1.00$1.99$2.99$3.98$19.05$19.82$20.58$21.35$22.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BKLN spot · $20.32BKLN PRICE$0.19$0.38$0.38$0.39$0.40$0.41$0.42$0.43$0.44$0.45$0.47$0.50$0.80$0.13$0.11$0.15$0.21$0.27$0.34$0.40$0.46$0.52$0.58$0.64$0.71$3.69
PutsExpensive3.06×
CallsExpensive6.16×
SkewBullish-9.15 pp
Implied moveBullish±$0.82
TiltBearish18.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.1431.1%9.9%19.3322.0%5.5%
25Δ22.5647.1%12.8%19.8912.6%2.6%
30Δ21.8939.1%9.6%20.0811.2%1.9%
35Δ21.6835.9%8.6%20.1811.5%1.7%
40Δ21.4732.7%7.6%20.2811.8%1.6%
45Δ21.2629.4%6.6%20.3812.2%1.4%
50Δ21.0426.2%5.6%20.4812.5%1.2%
55Δ20.8323.0%4.6%20.5812.8%1.0%
60Δ20.6219.8%3.7%20.6713.2%0.8%
65Δ20.4116.6%2.7%20.7713.5%0.6%
70Δ20.1913.4%1.7%20.8713.8%0.5%
75Δ19.9710.7%0.7%20.9714.2%0.3%
80Δ19.6413.6%0.6%23.7458.3%1.3%

20Δ

Calls
Pseudo strike
22.14
IV
31.1%
B/E move
9.9%
Puts
Pseudo strike
19.33
IV
22.0%
B/E move
5.5%

25Δ

Calls
Pseudo strike
22.56
IV
47.1%
B/E move
12.8%
Puts
Pseudo strike
19.89
IV
12.6%
B/E move
2.6%

30Δ

Calls
Pseudo strike
21.89
IV
39.1%
B/E move
9.6%
Puts
Pseudo strike
20.08
IV
11.2%
B/E move
1.9%

35Δ

Calls
Pseudo strike
21.68
IV
35.9%
B/E move
8.6%
Puts
Pseudo strike
20.18
IV
11.5%
B/E move
1.7%

40Δ

Calls
Pseudo strike
21.47
IV
32.7%
B/E move
7.6%
Puts
Pseudo strike
20.28
IV
11.8%
B/E move
1.6%

45Δ

Calls
Pseudo strike
21.26
IV
29.4%
B/E move
6.6%
Puts
Pseudo strike
20.38
IV
12.2%
B/E move
1.4%

50Δ

Calls
Pseudo strike
21.04
IV
26.2%
B/E move
5.6%
Puts
Pseudo strike
20.48
IV
12.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
20.83
IV
23.0%
B/E move
4.6%
Puts
Pseudo strike
20.58
IV
12.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
20.62
IV
19.8%
B/E move
3.7%
Puts
Pseudo strike
20.67
IV
13.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
20.41
IV
16.6%
B/E move
2.7%
Puts
Pseudo strike
20.77
IV
13.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
20.19
IV
13.4%
B/E move
1.7%
Puts
Pseudo strike
20.87
IV
13.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
19.97
IV
10.7%
B/E move
0.7%
Puts
Pseudo strike
20.97
IV
14.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
19.64
IV
13.6%
B/E move
0.6%
Puts
Pseudo strike
23.74
IV
58.3%
B/E move
1.3%

Options history

No recorded observations