Invesco Dow Jones Industrial Average Dividend ETF DJD
i
Market dataready · fetched 2026-11-12T03:06:52.770Z
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 · 2026-11-12T01:00:00.080874654Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:06:52.394646+00:00
Invesco Dow Jones Industrial Average Dividend ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 72.78 | 43.7% | 7.0% | 65.11 | 41.3% | 5.7% |
| 25Δ | 71.04 | 32.4% | 4.4% | 66.28 | 33.5% | 4.0% |
| 30Δ | 70.08 | 25.4% | 3.0% | |||
| 35Δ | 69.59 | 21.8% | 2.3% | |||
| 40Δ | 69.15 | 18.5% | 1.7% | 68.12 | 17.7% | 1.4% |
| 45Δ | 68.89 | 16.6% | 1.4% | 68.34 | 17.1% | 1.2% |
| 50Δ | 68.72 | 15.3% | 1.2% | 68.57 | 16.6% | 1.0% |
| 55Δ | 68.55 | 14.1% | 1.0% | 68.80 | 16.0% | 0.8% |
| 60Δ | 68.38 | 12.8% | 0.8% | 69.04 | 15.7% | 0.6% |
| 65Δ | 68.21 | 11.6% | 0.6% | 69.40 | 17.5% | 0.5% |
| 70Δ | 68.04 | 10.3% | 0.4% | 69.76 | 19.3% | 0.5% |
| 75Δ | ||||||
| 80Δ | 71.76 | 33.1% | 0.5% | |||
20Δ
- Pseudo strike
- 72.78
- IV
- 43.7%
- B/E move
- 7.0%
- Pseudo strike
- 65.11
- IV
- 41.3%
- B/E move
- 5.7%
25Δ
- Pseudo strike
- 71.04
- IV
- 32.4%
- B/E move
- 4.4%
- Pseudo strike
- 66.28
- IV
- 33.5%
- B/E move
- 4.0%
30Δ
- Pseudo strike
- 70.08
- IV
- 25.4%
- B/E move
- 3.0%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 69.59
- IV
- 21.8%
- B/E move
- 2.3%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 69.15
- IV
- 18.5%
- B/E move
- 1.7%
- Pseudo strike
- 68.12
- IV
- 17.7%
- B/E move
- 1.4%
45Δ
- Pseudo strike
- 68.89
- IV
- 16.6%
- B/E move
- 1.4%
- Pseudo strike
- 68.34
- IV
- 17.1%
- B/E move
- 1.2%
50Δ
- Pseudo strike
- 68.72
- IV
- 15.3%
- B/E move
- 1.2%
- Pseudo strike
- 68.57
- IV
- 16.6%
- B/E move
- 1.0%
55Δ
- Pseudo strike
- 68.55
- IV
- 14.1%
- B/E move
- 1.0%
- Pseudo strike
- 68.80
- IV
- 16.0%
- B/E move
- 0.8%
60Δ
- Pseudo strike
- 68.38
- IV
- 12.8%
- B/E move
- 0.8%
- Pseudo strike
- 69.04
- IV
- 15.7%
- B/E move
- 0.6%
65Δ
- Pseudo strike
- 68.21
- IV
- 11.6%
- B/E move
- 0.6%
- Pseudo strike
- 69.40
- IV
- 17.5%
- B/E move
- 0.5%
70Δ
- Pseudo strike
- 68.04
- IV
- 10.3%
- B/E move
- 0.4%
- Pseudo strike
- 69.76
- IV
- 19.3%
- B/E move
- 0.5%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 71.76
- IV
- 33.1%
- B/E move
- 0.5%
Options history
Table
| Date | IV (%) |
|---|---|
| 12.03% | |
| 12.12% | |
| 11.90% | |
| 12.34% | |
| 12.61% | |
| 13.58% | |
| 13.83% | |
| 13.75% | |
| 13.77% | |
| 13.38% |