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

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Market datapartial · fetched 2026-10-22T16:54:21.306Z

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$1.39$3.52$5.65$7.78$9.91$93.26$98.90$104.53$110.17$115.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DWAS spot · $103.86DWAS PRICE$1.62$2.06$2.22$2.50$2.45$2.59$2.88$3.24$3.83$4.66$5.57$7.27$8.72$2.33$2.50$2.52$2.53$2.65$2.89$3.19$3.48$4.18$4.56$5.70$9.29
PutsExpensive1.40×
CallsExpensive1.50×
SkewBullish-4.58 pp
Implied moveBalanced±$5.77
TiltBullish4.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.6547.6%14.8%
25Δ115.9050.3%13.6%95.6250.0%10.2%
30Δ111.7842.3%9.8%98.5042.3%7.6%
35Δ109.2738.4%7.6%100.8034.7%5.4%
40Δ106.9630.8%5.3%102.3629.0%3.9%
45Δ105.5427.2%4.1%103.4925.6%2.9%
50Δ104.4825.8%3.4%104.4023.7%2.3%
55Δ103.5324.8%2.8%105.2222.5%1.8%
60Δ102.5625.4%2.4%105.9621.2%1.3%
65Δ101.4627.0%2.2%106.9122.0%1.1%
70Δ100.2428.2%1.9%107.6120.8%0.8%
75Δ98.3631.9%1.7%108.9522.4%0.6%
80Δ96.5833.0%1.4%112.5830.2%0.6%

20Δ

Calls
Pseudo strike
117.65
IV
47.6%
B/E move
14.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
115.90
IV
50.3%
B/E move
13.6%
Puts
Pseudo strike
95.62
IV
50.0%
B/E move
10.2%

30Δ

Calls
Pseudo strike
111.78
IV
42.3%
B/E move
9.8%
Puts
Pseudo strike
98.50
IV
42.3%
B/E move
7.6%

35Δ

Calls
Pseudo strike
109.27
IV
38.4%
B/E move
7.6%
Puts
Pseudo strike
100.80
IV
34.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
106.96
IV
30.8%
B/E move
5.3%
Puts
Pseudo strike
102.36
IV
29.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
105.54
IV
27.2%
B/E move
4.1%
Puts
Pseudo strike
103.49
IV
25.6%
B/E move
2.9%

50Δ

Calls
Pseudo strike
104.48
IV
25.8%
B/E move
3.4%
Puts
Pseudo strike
104.40
IV
23.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
103.53
IV
24.8%
B/E move
2.8%
Puts
Pseudo strike
105.22
IV
22.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
102.56
IV
25.4%
B/E move
2.4%
Puts
Pseudo strike
105.96
IV
21.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
101.46
IV
27.0%
B/E move
2.2%
Puts
Pseudo strike
106.91
IV
22.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
100.24
IV
28.2%
B/E move
1.9%
Puts
Pseudo strike
107.61
IV
20.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
98.36
IV
31.9%
B/E move
1.7%
Puts
Pseudo strike
108.95
IV
22.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
96.58
IV
33.0%
B/E move
1.4%
Puts
Pseudo strike
112.58
IV
30.2%
B/E move
0.6%

Options history

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