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Invesco S&P Global Water Index ETF CGW

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Market datapartial · fetched 2026-10-22T21:06:36.030Z

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 · 2026-10-22T20:10:00.003969113Z

FundamentalsAlpha Vantage · unavailable

Share price$65.50
1D+1.7%
AH$64.29$64.62$64.94$65.26$65.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCGW
Sold putSold callAH

Invesco S&P Global Water Index ETF options

Live interpolated CGW call and put midpoint premiums by absolute delta.Invesco S&P Global Water Index ETF$0.65$1.38$2.11$2.84$3.57$60.60$62.80$65.01$67.22$69.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CGW spot · $65.50CGW PRICE$0.72$0.74$0.77$0.83$0.90$0.97$1.01$1.03$1.05$1.06$1.17$1.39$1.61$0.79$0.83$0.91$0.98$1.04$1.21$1.38$1.66$2.04$2.46$2.91$3.36$3.04
PutsExpensive1.65×
CallsFair1.04×
SkewBearish+5.20 pp
Implied moveBearish±$2.39
TiltBearish26.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.1537.0%11.3%60.5836.6%8.7%
25Δ69.5527.9%7.3%62.3929.0%6.0%
30Δ68.1422.8%5.2%63.4725.1%4.5%
35Δ67.2919.7%4.0%64.2821.9%3.4%
40Δ66.6917.7%3.2%64.9219.2%2.5%
45Δ66.2116.0%2.6%65.3718.6%2.0%
50Δ65.8614.4%2.1%65.7918.1%1.7%
55Δ65.6212.8%1.8%66.2518.4%1.4%
60Δ65.3811.3%1.4%66.7519.5%1.2%
65Δ65.149.7%1.1%67.3120.2%1.0%
70Δ64.858.9%0.8%67.9120.3%0.8%
75Δ64.489.1%0.6%68.5120.5%0.5%
80Δ64.119.2%0.3%68.4216.3%0.2%

20Δ

Calls
Pseudo strike
72.15
IV
37.0%
B/E move
11.3%
Puts
Pseudo strike
60.58
IV
36.6%
B/E move
8.7%

25Δ

Calls
Pseudo strike
69.55
IV
27.9%
B/E move
7.3%
Puts
Pseudo strike
62.39
IV
29.0%
B/E move
6.0%

30Δ

Calls
Pseudo strike
68.14
IV
22.8%
B/E move
5.2%
Puts
Pseudo strike
63.47
IV
25.1%
B/E move
4.5%

35Δ

Calls
Pseudo strike
67.29
IV
19.7%
B/E move
4.0%
Puts
Pseudo strike
64.28
IV
21.9%
B/E move
3.4%

40Δ

Calls
Pseudo strike
66.69
IV
17.7%
B/E move
3.2%
Puts
Pseudo strike
64.92
IV
19.2%
B/E move
2.5%

45Δ

Calls
Pseudo strike
66.21
IV
16.0%
B/E move
2.6%
Puts
Pseudo strike
65.37
IV
18.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
65.86
IV
14.4%
B/E move
2.1%
Puts
Pseudo strike
65.79
IV
18.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
65.62
IV
12.8%
B/E move
1.8%
Puts
Pseudo strike
66.25
IV
18.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
65.38
IV
11.3%
B/E move
1.4%
Puts
Pseudo strike
66.75
IV
19.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
65.14
IV
9.7%
B/E move
1.1%
Puts
Pseudo strike
67.31
IV
20.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
64.85
IV
8.9%
B/E move
0.8%
Puts
Pseudo strike
67.91
IV
20.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
64.48
IV
9.1%
B/E move
0.6%
Puts
Pseudo strike
68.51
IV
20.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
64.11
IV
9.2%
B/E move
0.3%
Puts
Pseudo strike
68.42
IV
16.3%
B/E move
0.2%

Options history

CGW24.1531.2438.322026-10-20: 25.13%2026-10-21: 37.35%Oct 20Oct 21
Table
DateIV
25.13%
37.35%