IntraAlpha
Create free account Start free

Invesco Exchange-Traded Fund Trust II Invesco Bloomberg Financial Data Providers ETF FDIQ

i

Market dataready · fetched 2026-11-11T13:49:09.851Z

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 · 2026-11-10T21:00:00.736932439Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:49:09.497126+00:00

Share price$76.82
1D+0.6%
AH$75.85$76.09$76.34$76.58$76.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDIQ
Sold putSold callAH

Invesco Exchange-Traded Fund Trust II Invesco Bloomberg Financial Data Providers ETF options

Live interpolated FDIQ call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco Bloomberg Financial Data Providers ETF$0.75$1.64$2.53$3.42$4.31$73.36$74.90$76.44$77.98$79.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FDIQ spot · $76.82FDIQ PRICE$1.12$1.31$1.50$1.69$1.87$2.06$2.25$0.84$0.97$1.12$1.27$1.42$1.57$1.94$2.31$2.68$3.22$4.05
Puts——
Calls——
Skew——
Implied moveBearish±$2.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ73.3945.1%5.6%
30Δ74.3940.4%4.4%
35Δ75.0438.2%3.8%
40Δ75.6936.0%3.1%
45Δ76.3433.8%2.5%
50Δ76.9723.3%1.6%76.9931.7%1.8%
55Δ76.6422.2%1.5%77.5432.3%1.6%
60Δ76.3221.2%1.3%78.0933.0%1.4%
65Δ76.0020.1%1.1%78.6433.7%1.1%
70Δ75.6719.1%0.9%79.3335.5%0.9%
75Δ75.3518.0%0.8%80.2738.7%0.8%
80Δ75.0317.0%0.6%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.39
IV
45.1%
B/E move
5.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.39
IV
40.4%
B/E move
4.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.04
IV
38.2%
B/E move
3.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.69
IV
36.0%
B/E move
3.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.34
IV
33.8%
B/E move
2.5%

50Δ

Calls
Pseudo strike
76.97
IV
23.3%
B/E move
1.6%
Puts
Pseudo strike
76.99
IV
31.7%
B/E move
1.8%

55Δ

Calls
Pseudo strike
76.64
IV
22.2%
B/E move
1.5%
Puts
Pseudo strike
77.54
IV
32.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
76.32
IV
21.2%
B/E move
1.3%
Puts
Pseudo strike
78.09
IV
33.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
76.00
IV
20.1%
B/E move
1.1%
Puts
Pseudo strike
78.64
IV
33.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
75.67
IV
19.1%
B/E move
0.9%
Puts
Pseudo strike
79.33
IV
35.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
75.35
IV
18.0%
B/E move
0.8%
Puts
Pseudo strike
80.27
IV
38.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
75.03
IV
17.0%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.37%
Daily close
FDIQ21.4%28.9%36.4%2026-08-13: 24.51%2026-08-14: 25.51%2026-08-17: 28.01%2026-08-18: 30.55%2026-08-19: 29.51%2026-08-20: 33.63%2026-08-21: 22.45%2026-08-24: 23.27%2026-08-25: 23.61%2026-08-26: 23.52%2026-08-27: 23.85%2026-08-28: 23.39%2026-08-31: 23.80%2026-09-01: 22.59%2026-09-02: 23.56%2026-09-03: 24.06%2026-09-04: 23.52%2026-09-08: 24.63%2026-09-09: 24.71%2026-09-10: 25.35%2026-09-11: 24.95%2026-09-14: 27.03%2026-09-15: 29.03%2026-09-16: 31.71%2026-09-17: 35.35%2026-09-18: 23.18%2026-09-21: 23.15%2026-09-22: 24.02%2026-09-23: 24.10%2026-09-24: 24.20%2026-09-25: 23.76%2026-09-28: 22.70%2026-09-29: 23.87%2026-09-30: 24.53%2026-10-01: 25.23%2026-10-02: 25.35%2026-10-05: 24.33%2026-10-06: 24.62%2026-10-07: 25.79%2026-10-08: 26.14%2026-10-09: 26.65%2026-10-12: 28.33%2026-10-13: 28.99%2026-10-14: 30.91%2026-10-15: 34.65%2026-10-16: 23.68%2026-10-19: 24.28%2026-10-20: 23.67%2026-10-21: 23.66%2026-10-22: 23.52%2026-10-23: 23.99%2026-10-26: 24.31%2026-10-27: 23.75%2026-10-28: 23.81%2026-10-29: 22.89%2026-10-30: 23.37%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
24.51%
25.51%
28.01%
30.55%
29.51%
33.63%
22.45%
23.27%
23.61%
23.52%
23.85%
23.39%
23.80%
22.59%
23.56%
24.06%
23.52%
24.63%
24.71%
25.35%
24.95%
27.03%
29.03%
31.71%
35.35%
23.18%
23.15%
24.02%
24.10%
24.20%
23.76%
22.70%
23.87%
24.53%
25.23%
25.35%
24.33%
24.62%
25.79%
26.14%
26.65%
28.33%
28.99%
30.91%
34.65%
23.68%
24.28%
23.67%
23.66%
23.52%
23.99%
24.31%
23.75%
23.81%
22.89%
23.37%