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Invesco Total Return Bond ETF GTO

i

Market dataready · fetched 2026-11-11T14:03:36.040Z

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 · 2026-11-11T01:00:00.103026925Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:03:35.316789+00:00

Share price$45.23
1D-0.1%
AH$45.13$45.17$45.21$45.25$45.295:30 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$0.01$0.38$0.75$1.13$1.50$44.46$45.10$45.75$46.39$47.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GTO spot · $45.23GTO PRICE$0.17$0.28$0.39$0.50$0.61$0.72$0.84$0.95$1.04$1.13$1.22$1.30$1.39$0.05$0.08$0.13$0.19$0.25$0.31$0.36$0.42$0.48$0.54$0.59$0.65$0.71
PutsExpensive1.15×
CallsExpensive5.54×
SkewBullish-14.37 pp
Implied moveBullish±$1.20
TiltBullish37.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.8711.8%1.8%44.797.2%1.1%
25Δ45.7514.2%1.8%45.045.4%0.6%
30Δ45.6316.5%1.8%45.125.7%0.5%
35Δ45.5118.8%1.7%45.206.1%0.5%
40Δ45.3921.2%1.7%45.276.4%0.5%
45Δ45.2723.5%1.7%45.356.7%0.4%
50Δ45.1525.9%1.7%45.437.1%0.4%
55Δ45.0328.2%1.7%45.517.4%0.3%
60Δ44.8627.6%1.5%45.597.7%0.3%
65Δ44.6625.9%1.2%45.678.1%0.2%
70Δ44.4724.1%1.0%45.758.4%0.2%
75Δ44.2722.4%0.8%45.838.7%0.1%
80Δ44.0720.7%0.5%45.919.1%0.1%

20Δ

Calls
Pseudo strike
45.87
IV
11.8%
B/E move
1.8%
Puts
Pseudo strike
44.79
IV
7.2%
B/E move
1.1%

25Δ

Calls
Pseudo strike
45.75
IV
14.2%
B/E move
1.8%
Puts
Pseudo strike
45.04
IV
5.4%
B/E move
0.6%

30Δ

Calls
Pseudo strike
45.63
IV
16.5%
B/E move
1.8%
Puts
Pseudo strike
45.12
IV
5.7%
B/E move
0.5%

35Δ

Calls
Pseudo strike
45.51
IV
18.8%
B/E move
1.7%
Puts
Pseudo strike
45.20
IV
6.1%
B/E move
0.5%

40Δ

Calls
Pseudo strike
45.39
IV
21.2%
B/E move
1.7%
Puts
Pseudo strike
45.27
IV
6.4%
B/E move
0.5%

45Δ

Calls
Pseudo strike
45.27
IV
23.5%
B/E move
1.7%
Puts
Pseudo strike
45.35
IV
6.7%
B/E move
0.4%

50Δ

Calls
Pseudo strike
45.15
IV
25.9%
B/E move
1.7%
Puts
Pseudo strike
45.43
IV
7.1%
B/E move
0.4%

55Δ

Calls
Pseudo strike
45.03
IV
28.2%
B/E move
1.7%
Puts
Pseudo strike
45.51
IV
7.4%
B/E move
0.3%

60Δ

Calls
Pseudo strike
44.86
IV
27.6%
B/E move
1.5%
Puts
Pseudo strike
45.59
IV
7.7%
B/E move
0.3%

65Δ

Calls
Pseudo strike
44.66
IV
25.9%
B/E move
1.2%
Puts
Pseudo strike
45.67
IV
8.1%
B/E move
0.2%

70Δ

Calls
Pseudo strike
44.47
IV
24.1%
B/E move
1.0%
Puts
Pseudo strike
45.75
IV
8.4%
B/E move
0.2%

75Δ

Calls
Pseudo strike
44.27
IV
22.4%
B/E move
0.8%
Puts
Pseudo strike
45.83
IV
8.7%
B/E move
0.1%

80Δ

Calls
Pseudo strike
44.07
IV
20.7%
B/E move
0.5%
Puts
Pseudo strike
45.91
IV
9.1%
B/E move
0.1%

Options history

IV · four-Friday blend17.55%
Daily EOD
GTO12.3%50.4%88.4%2026-10-19: 65.36%2026-10-20: 58.39%2026-10-21: 66.26%2026-10-22: 63.49%2026-10-23: 83.18%2026-10-26: 64.98%2026-10-27: 32.31%2026-10-28: 73.26%2026-10-29: 40.03%2026-10-30: 17.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.36%
58.39%
66.26%
63.49%
83.18%
64.98%
32.31%
73.26%
40.03%
17.55%