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Invesco S&P Global Water Index ETF CGW

i

Market dataready · fetched 2026-11-12T03:13:10.505Z

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 · 2026-11-12T01:00:00.099137145Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:13:10.170461+00:00

Share price$65.46
1D+0.1%
AH$65.11$65.21$65.32$65.43$65.535:30 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$0.81$1.14$1.48$1.81$2.14$61.36$63.25$65.13$67.02$68.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CGW spot · $65.46CGW PRICE$0.85$0.85$0.87$0.92$0.98$1.05$1.13$1.20$1.27$1.34$1.41$1.48$0.85$0.88$0.91$0.94$1.00$1.06$1.13$1.20$1.30$1.41$1.52$1.63$2.04
PutsExpensive1.34×
Calls——
Skew——
Implied moveBearish±$2.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.0771.4%9.5%
25Δ69.9758.9%8.2%62.0655.6%6.5%
30Δ68.2045.9%5.5%63.2845.6%4.7%
35Δ67.1637.8%3.9%64.1438.3%3.5%
40Δ66.5333.2%3.0%64.7233.8%2.7%
45Δ65.9829.3%2.3%65.1830.3%2.1%
50Δ65.6527.1%1.9%65.5227.6%1.6%
55Δ65.3224.8%1.5%65.8725.0%1.2%
60Δ65.0022.6%1.1%66.1523.1%0.9%
65Δ64.8220.9%1.0%66.3921.8%0.7%
70Δ64.6519.1%0.8%66.6220.4%0.5%
75Δ64.4817.4%0.6%66.8619.1%0.4%
80Δ64.3015.7%0.5%67.3520.1%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.07
IV
71.4%
B/E move
9.5%

25Δ

Calls
Pseudo strike
69.97
IV
58.9%
B/E move
8.2%
Puts
Pseudo strike
62.06
IV
55.6%
B/E move
6.5%

30Δ

Calls
Pseudo strike
68.20
IV
45.9%
B/E move
5.5%
Puts
Pseudo strike
63.28
IV
45.6%
B/E move
4.7%

35Δ

Calls
Pseudo strike
67.16
IV
37.8%
B/E move
3.9%
Puts
Pseudo strike
64.14
IV
38.3%
B/E move
3.5%

40Δ

Calls
Pseudo strike
66.53
IV
33.2%
B/E move
3.0%
Puts
Pseudo strike
64.72
IV
33.8%
B/E move
2.7%

45Δ

Calls
Pseudo strike
65.98
IV
29.3%
B/E move
2.3%
Puts
Pseudo strike
65.18
IV
30.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
65.65
IV
27.1%
B/E move
1.9%
Puts
Pseudo strike
65.52
IV
27.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
65.32
IV
24.8%
B/E move
1.5%
Puts
Pseudo strike
65.87
IV
25.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
65.00
IV
22.6%
B/E move
1.1%
Puts
Pseudo strike
66.15
IV
23.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
64.82
IV
20.9%
B/E move
1.0%
Puts
Pseudo strike
66.39
IV
21.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
64.65
IV
19.1%
B/E move
0.8%
Puts
Pseudo strike
66.62
IV
20.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
64.48
IV
17.4%
B/E move
0.6%
Puts
Pseudo strike
66.86
IV
19.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
64.30
IV
15.7%
B/E move
0.5%
Puts
Pseudo strike
67.35
IV
20.1%
B/E move
0.2%

Options history

IV · four-Friday blend18.18%
Daily EOD
CGW16.6%27.8%38.9%2026-10-19: 21.15%2026-10-20: 25.13%2026-10-21: 37.35%2026-10-22: 27.29%2026-10-23: 19.90%2026-10-26: 21.05%2026-10-27: 25.31%2026-10-28: 26.01%2026-10-29: 28.13%2026-10-30: 18.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.15%
25.13%
37.35%
27.29%
19.90%
21.05%
25.31%
26.01%
28.13%
18.18%