Invesco MSCI Global Timber ETF CUT
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Market dataready · fetched 2026-11-12T00:55:06.975Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T23:30:00.004188049Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:55:06.643234+00:00
Invesco MSCI Global Timber ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 24.30 | 191.6% | 19.6% | |||
| 30Δ | 25.80 | 154.1% | 14.4% | |||
| 35Δ | 32.37 | 161.9% | 19.1% | 26.85 | 128.6% | 10.8% |
| 40Δ | 30.64 | 132.4% | 13.1% | 27.59 | 112.4% | 8.4% |
| 45Δ | 29.58 | 114.4% | 9.6% | 28.21 | 100.8% | 6.6% |
| 50Δ | 28.83 | 103.3% | 7.3% | 28.72 | 94.0% | 5.3% |
| 55Δ | 28.25 | 97.9% | 5.9% | 29.18 | 87.7% | 4.2% |
| 60Δ | 27.71 | 93.6% | 4.7% | 29.59 | 82.2% | 3.4% |
| 65Δ | 27.22 | 90.2% | 3.7% | 29.99 | 76.6% | 2.5% |
| 70Δ | 26.73 | 87.1% | 2.9% | 30.36 | 72.4% | 2.0% |
| 75Δ | 26.24 | 84.3% | 2.2% | 30.74 | 68.3% | 1.5% |
| 80Δ | 25.81 | 79.2% | 1.6% | 31.25 | 65.1% | 1.0% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 24.30
- IV
- 191.6%
- B/E move
- 19.6%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 25.80
- IV
- 154.1%
- B/E move
- 14.4%
35Δ
- Pseudo strike
- 32.37
- IV
- 161.9%
- B/E move
- 19.1%
- Pseudo strike
- 26.85
- IV
- 128.6%
- B/E move
- 10.8%
40Δ
- Pseudo strike
- 30.64
- IV
- 132.4%
- B/E move
- 13.1%
- Pseudo strike
- 27.59
- IV
- 112.4%
- B/E move
- 8.4%
45Δ
- Pseudo strike
- 29.58
- IV
- 114.4%
- B/E move
- 9.6%
- Pseudo strike
- 28.21
- IV
- 100.8%
- B/E move
- 6.6%
50Δ
- Pseudo strike
- 28.83
- IV
- 103.3%
- B/E move
- 7.3%
- Pseudo strike
- 28.72
- IV
- 94.0%
- B/E move
- 5.3%
55Δ
- Pseudo strike
- 28.25
- IV
- 97.9%
- B/E move
- 5.9%
- Pseudo strike
- 29.18
- IV
- 87.7%
- B/E move
- 4.2%
60Δ
- Pseudo strike
- 27.71
- IV
- 93.6%
- B/E move
- 4.7%
- Pseudo strike
- 29.59
- IV
- 82.2%
- B/E move
- 3.4%
65Δ
- Pseudo strike
- 27.22
- IV
- 90.2%
- B/E move
- 3.7%
- Pseudo strike
- 29.99
- IV
- 76.6%
- B/E move
- 2.5%
70Δ
- Pseudo strike
- 26.73
- IV
- 87.1%
- B/E move
- 2.9%
- Pseudo strike
- 30.36
- IV
- 72.4%
- B/E move
- 2.0%
75Δ
- Pseudo strike
- 26.24
- IV
- 84.3%
- B/E move
- 2.2%
- Pseudo strike
- 30.74
- IV
- 68.3%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 25.81
- IV
- 79.2%
- B/E move
- 1.6%
- Pseudo strike
- 31.25
- IV
- 65.1%
- B/E move
- 1.0%
Options history
Table
| Date | IV (%) |
|---|---|
| 50.16% | |
| 49.62% | |
| 49.48% | |
| 48.84% | |
| 50.02% | |
| 50.77% | |
| 49.56% | |
| 50.50% | |
| 51.55% | |
| 51.23% |