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Invesco Next Gen Media and Gaming ETF GGME

i

Market dataready · fetched 2026-11-12T02:43:02.959Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-12T01:00:00.034816941Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:43:01.671404+00:00

Share price$63.85
1D+0.7%
AH$63.34$63.49$63.64$63.78$63.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGGME
Sold putSold callAH

Invesco Next Gen Media and Gaming ETF options

Live interpolated GGME call and put midpoint premiums by absolute delta.Invesco Next Gen Media and Gaming ETF$3.72$4.95$6.19$7.42$8.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGGME PRICE$5.47$6.19$6.92$8.30$3.86$4.60$5.35$6.09$6.84$7.88
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ64.3227.0%5.3%
50Δ65.6226.7%4.4%
55Δ66.9326.4%3.6%
60Δ68.2326.1%2.7%
65Δ61.8025.8%5.3%69.5425.8%1.8%
70Δ60.5525.3%4.5%71.0325.9%1.1%
75Δ59.3124.8%3.7%
80Δ57.5425.2%3.1%

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.32
IV
27.0%
B/E move
5.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.62
IV
26.7%
B/E move
4.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.93
IV
26.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.23
IV
26.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
61.80
IV
25.8%
B/E move
5.3%
Puts
Pseudo strike
69.54
IV
25.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
60.55
IV
25.3%
B/E move
4.5%
Puts
Pseudo strike
71.03
IV
25.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
59.31
IV
24.8%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
57.54
IV
25.2%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.23%
Daily EOD
GGME22.9%24.2%25.6%2026-10-19: 24.06%2026-10-20: 25.25%2026-10-21: 25.37%2026-10-22: 24.42%2026-10-23: 23.85%2026-10-26: 23.77%2026-10-27: 23.80%2026-10-28: 25.24%2026-10-29: 23.05%2026-10-30: 24.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.06%
25.25%
25.37%
24.42%
23.85%
23.77%
23.80%
25.24%
23.05%
24.23%