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Invesco Ultra Short Duration ETF GSY

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Market dataready · fetched 2026-10-22T22:01:29.942Z

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 · 2026-10-22T20:10:00.003876692Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:01:29.496816+00:00

Share price$49.95
1D+0.1%
AH$49.89$49.91$49.93$49.95$49.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSY
Sold putSold callAH

Invesco Ultra Short Duration ETF options

Live interpolated GSY call and put midpoint premiums by absolute delta.Invesco Ultra Short Duration ETF$0.12$0.61$1.10$1.59$2.08$46.96$48.84$50.72$52.60$54.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSY spot · $49.95GSY PRICE$0.80$1.02$1.02$1.02$1.02$1.09$1.20$1.30$1.41$1.51$1.62$1.78$1.94$0.83$1.02$1.02$1.02$0.17$0.26$0.38$0.49$0.60$0.72$0.83$0.95$1.26
PutsExpensive8.87×
CallsExpensive17.49×
SkewBullish-10.94 pp
Implied moveBullish±$1.57
TiltBullish27.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.2346.1%14.2%45.8042.7%10.0%
25Δ55.9952.5%14.2%46.3145.9%9.3%
30Δ53.6140.7%9.4%47.7336.4%6.5%
35Δ52.1732.6%6.5%48.6729.8%4.6%
40Δ51.2826.9%4.7%49.974.3%0.3%
45Δ50.7624.1%3.8%50.134.2%0.2%
50Δ50.4022.6%3.3%50.264.8%0.1%
55Δ50.0421.1%2.8%50.395.3%0.1%
60Δ49.6819.6%2.3%50.525.8%0.1%
65Δ49.3118.1%1.7%50.656.4%0.0%
70Δ48.9616.7%1.3%50.786.9%0.0%
75Δ48.6415.7%0.9%50.917.5%0.0%
80Δ48.3314.8%0.6%51.238.9%0.1%

20Δ

Calls
Pseudo strike
56.23
IV
46.1%
B/E move
14.2%
Puts
Pseudo strike
45.80
IV
42.7%
B/E move
10.0%

25Δ

Calls
Pseudo strike
55.99
IV
52.5%
B/E move
14.2%
Puts
Pseudo strike
46.31
IV
45.9%
B/E move
9.3%

30Δ

Calls
Pseudo strike
53.61
IV
40.7%
B/E move
9.4%
Puts
Pseudo strike
47.73
IV
36.4%
B/E move
6.5%

35Δ

Calls
Pseudo strike
52.17
IV
32.6%
B/E move
6.5%
Puts
Pseudo strike
48.67
IV
29.8%
B/E move
4.6%

40Δ

Calls
Pseudo strike
51.28
IV
26.9%
B/E move
4.7%
Puts
Pseudo strike
49.97
IV
4.3%
B/E move
0.3%

45Δ

Calls
Pseudo strike
50.76
IV
24.1%
B/E move
3.8%
Puts
Pseudo strike
50.13
IV
4.2%
B/E move
0.2%

50Δ

Calls
Pseudo strike
50.40
IV
22.6%
B/E move
3.3%
Puts
Pseudo strike
50.26
IV
4.8%
B/E move
0.1%

55Δ

Calls
Pseudo strike
50.04
IV
21.1%
B/E move
2.8%
Puts
Pseudo strike
50.39
IV
5.3%
B/E move
0.1%

60Δ

Calls
Pseudo strike
49.68
IV
19.6%
B/E move
2.3%
Puts
Pseudo strike
50.52
IV
5.8%
B/E move
0.1%

65Δ

Calls
Pseudo strike
49.31
IV
18.1%
B/E move
1.7%
Puts
Pseudo strike
50.65
IV
6.4%
B/E move
0.0%

70Δ

Calls
Pseudo strike
48.96
IV
16.7%
B/E move
1.3%
Puts
Pseudo strike
50.78
IV
6.9%
B/E move
0.0%

75Δ

Calls
Pseudo strike
48.64
IV
15.7%
B/E move
0.9%
Puts
Pseudo strike
50.91
IV
7.5%
B/E move
0.0%

80Δ

Calls
Pseudo strike
48.33
IV
14.8%
B/E move
0.6%
Puts
Pseudo strike
51.23
IV
8.9%
B/E move
0.1%

Options history

No recorded observations