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Invesco Total Return Bond ETF GTO

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Market dataready · fetched 2026-10-22T11:51:04.248Z

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 · 2026-10-22T00:00:00.146089947Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T11:51:01.766040+00:00

Share price$44.83
1D-0.1%
AH$44.71$44.75$44.80$44.85$44.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGTO
Sold putSold callAH

Invesco Total Return Bond ETF options

Live interpolated GTO call and put midpoint premiums by absolute delta.Invesco Total Return Bond ETF$0.04$0.54$1.04$1.54$2.04$43.71$44.22$44.73$45.24$45.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GTO spot · $44.83GTO PRICE$0.09$0.12$0.15$0.18$0.20$0.23$0.28$0.37$0.46$0.54$0.63$0.72$0.81$0.09$0.12$0.14$0.17$0.19$0.22$0.24$0.38$0.58$0.79$0.99$1.19$1.90
PutsExpensive1.32×
CallsFair1.02×
SkewBearish+1.61 pp
Implied moveBullish±$0.52
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.786.3%2.3%44.206.3%1.6%
25Δ45.656.1%2.1%44.336.0%1.4%
30Δ45.515.9%1.8%44.455.8%1.2%
35Δ45.375.8%1.6%44.585.5%0.9%
40Δ45.235.6%1.4%44.715.3%0.7%
45Δ45.105.4%1.1%44.835.0%0.5%
50Δ44.965.3%0.9%44.964.7%0.3%
55Δ44.855.4%0.9%45.135.5%0.2%
60Δ44.735.4%0.8%45.346.9%0.2%
65Δ44.615.5%0.7%45.558.2%0.1%
70Δ44.495.6%0.7%45.769.6%0.1%
75Δ44.375.7%0.6%45.9611.0%0.1%
80Δ44.255.7%0.5%46.6714.9%0.1%

20Δ

Calls
Pseudo strike
45.78
IV
6.3%
B/E move
2.3%
Puts
Pseudo strike
44.20
IV
6.3%
B/E move
1.6%

25Δ

Calls
Pseudo strike
45.65
IV
6.1%
B/E move
2.1%
Puts
Pseudo strike
44.33
IV
6.0%
B/E move
1.4%

30Δ

Calls
Pseudo strike
45.51
IV
5.9%
B/E move
1.8%
Puts
Pseudo strike
44.45
IV
5.8%
B/E move
1.2%

35Δ

Calls
Pseudo strike
45.37
IV
5.8%
B/E move
1.6%
Puts
Pseudo strike
44.58
IV
5.5%
B/E move
0.9%

40Δ

Calls
Pseudo strike
45.23
IV
5.6%
B/E move
1.4%
Puts
Pseudo strike
44.71
IV
5.3%
B/E move
0.7%

45Δ

Calls
Pseudo strike
45.10
IV
5.4%
B/E move
1.1%
Puts
Pseudo strike
44.83
IV
5.0%
B/E move
0.5%

50Δ

Calls
Pseudo strike
44.96
IV
5.3%
B/E move
0.9%
Puts
Pseudo strike
44.96
IV
4.7%
B/E move
0.3%

55Δ

Calls
Pseudo strike
44.85
IV
5.4%
B/E move
0.9%
Puts
Pseudo strike
45.13
IV
5.5%
B/E move
0.2%

60Δ

Calls
Pseudo strike
44.73
IV
5.4%
B/E move
0.8%
Puts
Pseudo strike
45.34
IV
6.9%
B/E move
0.2%

65Δ

Calls
Pseudo strike
44.61
IV
5.5%
B/E move
0.7%
Puts
Pseudo strike
45.55
IV
8.2%
B/E move
0.1%

70Δ

Calls
Pseudo strike
44.49
IV
5.6%
B/E move
0.7%
Puts
Pseudo strike
45.76
IV
9.6%
B/E move
0.1%

75Δ

Calls
Pseudo strike
44.37
IV
5.7%
B/E move
0.6%
Puts
Pseudo strike
45.96
IV
11.0%
B/E move
0.1%

80Δ

Calls
Pseudo strike
44.25
IV
5.7%
B/E move
0.5%
Puts
Pseudo strike
46.67
IV
14.9%
B/E move
0.1%

Options history

No recorded observations