IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-23T16:48:03.640Z

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 · 2026-10-23T14:10:53.494338161Z

FundamentalsAlpha Vantage · unavailable

Share price$103.19
1D+0.1%
$103.04$103.09$103.14$103.19$103.245:30 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$1.63$3.63$5.63$7.63$9.64$92.45$97.60$102.75$107.91$113.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DWAS spot · $103.19DWAS PRICE$2.45$2.47$2.74$3.33$3.80$4.25$5.08$6.40$9.06$1.84$2.42$2.45$2.45$2.45$2.70$2.93$3.29$3.88$4.45$4.92$5.69$6.76
PutsExpensive1.49×
CallsExpensive1.25×
SkewBearish+3.05 pp
Implied moveBearish±$5.67
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.6147.2%11.1%
25Δ94.9252.1%10.4%
30Δ97.6143.5%7.8%
35Δ100.2434.4%5.2%
40Δ106.3031.6%5.4%101.7928.7%3.7%
45Δ104.8026.6%4.0%102.8226.6%3.0%
50Δ103.7324.9%3.2%103.7224.6%2.3%
55Δ102.8326.3%2.9%104.5823.7%1.8%
60Δ101.9025.9%2.4%105.5124.0%1.5%
65Δ101.0125.1%2.0%106.3923.9%1.2%
70Δ99.8926.2%1.7%107.2222.8%0.9%
75Δ98.3028.0%1.5%108.2622.8%0.6%
80Δ95.4332.9%1.3%109.5623.0%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.61
IV
47.2%
B/E move
11.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.92
IV
52.1%
B/E move
10.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.61
IV
43.5%
B/E move
7.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.24
IV
34.4%
B/E move
5.2%

40Δ

Calls
Pseudo strike
106.30
IV
31.6%
B/E move
5.4%
Puts
Pseudo strike
101.79
IV
28.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
104.80
IV
26.6%
B/E move
4.0%
Puts
Pseudo strike
102.82
IV
26.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
103.73
IV
24.9%
B/E move
3.2%
Puts
Pseudo strike
103.72
IV
24.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
102.83
IV
26.3%
B/E move
2.9%
Puts
Pseudo strike
104.58
IV
23.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
101.90
IV
25.9%
B/E move
2.4%
Puts
Pseudo strike
105.51
IV
24.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
101.01
IV
25.1%
B/E move
2.0%
Puts
Pseudo strike
106.39
IV
23.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
99.89
IV
26.2%
B/E move
1.7%
Puts
Pseudo strike
107.22
IV
22.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
98.30
IV
28.0%
B/E move
1.5%
Puts
Pseudo strike
108.26
IV
22.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
95.43
IV
32.9%
B/E move
1.3%
Puts
Pseudo strike
109.56
IV
23.0%
B/E move
0.4%

Options history

DWAS22.4223.1823.942026-10-20: 23.84%2026-10-21: 22.53%2026-10-22: 23.49%Oct 20Oct 22
Table
DateIV
23.84%
22.53%
23.49%