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Invesco Exchange-Traded Fund Trust II Invesco Dorsey Wright SmallCap Momentum ETF DWAS

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Market datapartial · fetched 2026-10-22T16:27:14.788Z

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 · 2026-10-22T15:18:00.893263192Z

FundamentalsAlpha Vantage · unavailable

Share price$103.86
1D-0.1%
$103.81$103.92$104.04$104.16$104.275:30 AM6:30 AM9:00 AM1:00 PMDWAS
Sold putSold call

Invesco Exchange-Traded Fund Trust II Invesco Dorsey Wright SmallCap Momentum ETF options

Live interpolated DWAS call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco Dorsey Wright SmallCap Momentum ETF$1.82$4.01$6.21$8.41$10.61$94.28$99.74$105.19$110.64$116.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DWAS spot · $103.86DWAS PRICE$2.05$2.27$2.50$2.77$3.05$3.33$3.61$4.08$4.74$6.07$7.61$9.97$2.52$2.57$2.73$2.88$3.09$3.45$3.82
PutsExpensive1.20×
CallsExpensive1.56×
SkewBullish-9.06 pp
Implied moveBullish±$6.21
TiltBullish42.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ115.9050.3%13.6%
30Δ112.1943.7%10.2%
35Δ109.2738.4%7.6%100.7234.9%5.5%
40Δ107.7935.7%6.5%102.2829.6%4.0%
45Δ106.4233.2%5.4%103.2726.8%3.2%
50Δ105.0530.7%4.4%104.2524.0%2.4%
55Δ103.6828.2%3.3%105.1821.8%1.7%
60Δ102.4727.1%2.6%105.9120.9%1.4%
65Δ101.4227.4%2.2%106.6420.1%1.0%
70Δ99.9130.9%2.0%
75Δ98.0432.7%1.7%
80Δ95.3735.9%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
115.90
IV
50.3%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
112.19
IV
43.7%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
109.27
IV
38.4%
B/E move
7.6%
Puts
Pseudo strike
100.72
IV
34.9%
B/E move
5.5%

40Δ

Calls
Pseudo strike
107.79
IV
35.7%
B/E move
6.5%
Puts
Pseudo strike
102.28
IV
29.6%
B/E move
4.0%

45Δ

Calls
Pseudo strike
106.42
IV
33.2%
B/E move
5.4%
Puts
Pseudo strike
103.27
IV
26.8%
B/E move
3.2%

50Δ

Calls
Pseudo strike
105.05
IV
30.7%
B/E move
4.4%
Puts
Pseudo strike
104.25
IV
24.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
103.68
IV
28.2%
B/E move
3.3%
Puts
Pseudo strike
105.18
IV
21.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
102.47
IV
27.1%
B/E move
2.6%
Puts
Pseudo strike
105.91
IV
20.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
101.42
IV
27.4%
B/E move
2.2%
Puts
Pseudo strike
106.64
IV
20.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
99.91
IV
30.9%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
98.04
IV
32.7%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
95.37
IV
35.9%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

DWAS22.4223.1823.942026-10-20: 23.84%2026-10-21: 22.53%Oct 20Oct 21
Table
DateIV
23.84%
22.53%