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Invesco Ultra Short Duration ETF GSY

i

Market dataready · fetched 2026-11-12T01:06:09.389Z

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 · 2026-11-12T01:00:00.148168753Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:06:09.053930+00:00

Share price$50.07
1D+0.0%
AH$50.02$50.04$50.06$50.08$50.105:30 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$0.02$0.26$0.50$0.74$0.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGSY PRICE$0.14$0.20$0.27$0.33$0.40$0.46$0.52$0.59$0.65$0.72$0.78$0.85$0.91$0.05$0.05$0.05
Puts——
CallsExpensive5.29×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.839.7%1.8%49.458.0%1.3%
25Δ50.719.6%1.7%49.705.8%0.8%
30Δ50.609.4%1.6%49.953.6%0.3%
35Δ50.489.3%1.5%
40Δ50.369.2%1.4%
45Δ50.249.1%1.3%
50Δ50.129.0%1.1%
55Δ50.008.9%1.0%
60Δ49.888.7%0.9%
65Δ49.768.6%0.8%
70Δ49.648.5%0.7%
75Δ49.528.4%0.6%
80Δ49.408.3%0.5%

20Δ

Calls
Pseudo strike
50.83
IV
9.7%
B/E move
1.8%
Puts
Pseudo strike
49.45
IV
8.0%
B/E move
1.3%

25Δ

Calls
Pseudo strike
50.71
IV
9.6%
B/E move
1.7%
Puts
Pseudo strike
49.70
IV
5.8%
B/E move
0.8%

30Δ

Calls
Pseudo strike
50.60
IV
9.4%
B/E move
1.6%
Puts
Pseudo strike
49.95
IV
3.6%
B/E move
0.3%

35Δ

Calls
Pseudo strike
50.48
IV
9.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
50.36
IV
9.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
50.24
IV
9.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
50.12
IV
9.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
50.00
IV
8.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
49.88
IV
8.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
49.76
IV
8.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
49.64
IV
8.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
49.52
IV
8.4%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
49.40
IV
8.3%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend15.72%
Daily close
GSY12.9%29.6%46.2%2026-08-13: 22.99%2026-08-14: 24.88%2026-08-17: 27.00%2026-08-18: 29.63%2026-08-19: 34.56%2026-08-20: 43.91%2026-08-21: 18.05%2026-08-24: 18.45%2026-08-25: 18.46%2026-08-26: 18.62%2026-08-27: 18.92%2026-08-31: 19.72%2026-09-01: 19.98%2026-09-02: 19.93%2026-09-03: 20.46%2026-09-04: 20.67%2026-09-08: 22.85%2026-09-09: 23.29%2026-09-10: 23.97%2026-09-11: 23.80%2026-09-14: 27.51%2026-09-15: 29.54%2026-09-16: 33.14%2026-09-17: 41.28%2026-09-18: 17.86%2026-09-23: 15.20%2026-09-24: 15.72%Aug 13Sep 2Sep 24
27 observations2026-08-13 — 2026-09-24
Table
DateIV (%)
22.99%
24.88%
27.00%
29.63%
34.56%
43.91%
18.05%
18.45%
18.46%
18.62%
18.92%
19.72%
19.98%
19.93%
20.46%
20.67%
22.85%
23.29%
23.97%
23.80%
27.51%
29.54%
33.14%
41.28%
17.86%
15.20%
15.72%