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

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Market dataready · fetched 2026-11-12T00:54:43.701Z

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 · 2026-11-11T21:00:00.088546281Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:54:43.070579+00:00

Share price$106.94
1D+0.3%
AH$106.76$106.95$107.13$107.32$107.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDWAS
Sold putSold callAH

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$1.25$1.91$2.56$3.21$3.86$98.14$102.27$106.41$110.55$114.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DWAS spot · $106.94DWAS PRICE$1.32$1.35$1.43$1.56$1.72$1.87$2.09$2.28$2.46$2.59$2.72$3.19$3.67$1.38$1.46$1.57$1.68$1.83$1.97$2.09$2.23$2.35$2.44$2.53$2.79$3.11
PutsExpensive1.15×
CallsExpensive1.13×
SkewBullish-1.95 pp
Implied moveBalanced±$4.18
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.0875.6%12.6%98.0870.9%9.6%
25Δ114.0956.8%7.9%101.2856.5%6.7%
30Δ111.5647.1%5.7%103.2347.8%4.9%
35Δ109.9641.1%4.3%104.6241.5%3.7%
40Δ108.8537.6%3.4%105.6537.4%2.9%
45Δ107.9334.2%2.7%106.4633.9%2.3%
50Δ107.2132.5%2.2%107.1630.6%1.8%
55Δ106.5730.4%1.8%107.7228.1%1.4%
60Δ105.9828.3%1.4%108.1825.6%1.0%
65Δ105.5425.8%1.1%108.5523.1%0.8%
70Δ105.0923.4%0.8%108.9120.6%0.5%
75Δ104.4623.5%0.7%109.3419.5%0.4%
80Δ103.8323.5%0.5%109.8018.8%0.2%

20Δ

Calls
Pseudo strike
119.08
IV
75.6%
B/E move
12.6%
Puts
Pseudo strike
98.08
IV
70.9%
B/E move
9.6%

25Δ

Calls
Pseudo strike
114.09
IV
56.8%
B/E move
7.9%
Puts
Pseudo strike
101.28
IV
56.5%
B/E move
6.7%

30Δ

Calls
Pseudo strike
111.56
IV
47.1%
B/E move
5.7%
Puts
Pseudo strike
103.23
IV
47.8%
B/E move
4.9%

35Δ

Calls
Pseudo strike
109.96
IV
41.1%
B/E move
4.3%
Puts
Pseudo strike
104.62
IV
41.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
108.85
IV
37.6%
B/E move
3.4%
Puts
Pseudo strike
105.65
IV
37.4%
B/E move
2.9%

45Δ

Calls
Pseudo strike
107.93
IV
34.2%
B/E move
2.7%
Puts
Pseudo strike
106.46
IV
33.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
107.21
IV
32.5%
B/E move
2.2%
Puts
Pseudo strike
107.16
IV
30.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
106.57
IV
30.4%
B/E move
1.8%
Puts
Pseudo strike
107.72
IV
28.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
105.98
IV
28.3%
B/E move
1.4%
Puts
Pseudo strike
108.18
IV
25.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
105.54
IV
25.8%
B/E move
1.1%
Puts
Pseudo strike
108.55
IV
23.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
105.09
IV
23.4%
B/E move
0.8%
Puts
Pseudo strike
108.91
IV
20.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
104.46
IV
23.5%
B/E move
0.7%
Puts
Pseudo strike
109.34
IV
19.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
103.83
IV
23.5%
B/E move
0.5%
Puts
Pseudo strike
109.80
IV
18.8%
B/E move
0.2%

Options history

IV · four-Friday blend24.61%
Daily EOD
DWAS22.4%23.6%24.8%2026-10-19: 22.53%2026-10-20: 23.84%2026-10-21: 22.53%2026-10-22: 23.49%2026-10-23: 23.39%2026-10-26: 23.07%2026-10-27: 23.16%2026-10-28: 22.84%2026-10-29: 22.62%2026-10-30: 24.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.53%
23.84%
22.53%
23.49%
23.39%
23.07%
23.16%
22.84%
22.62%
24.61%