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Invesco Exchange-Traded Fund Trust II Invesco Nasdaq Biotechnology ETF IBBQ

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Market datapartial · fetched 2026-10-22T22:23:33.002Z

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 · 2026-10-22T20:00:00.297155739Z

FundamentalsAlpha Vantage · unavailable

Share price$34.92
1D-0.3%
AH$34.55$34.78$35.01$35.25$35.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBBQ
Sold putSold callAH

Invesco Exchange-Traded Fund Trust II Invesco Nasdaq Biotechnology ETF options

Live interpolated IBBQ call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco Nasdaq Biotechnology ETF$0.50$1.29$2.07$2.85$3.64$30.96$32.95$34.94$36.93$38.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBBQ spot · $34.92IBBQ PRICE$0.62$0.69$0.76$0.83$0.93$1.04$1.20$1.39$1.59$2.03$2.57$3.41$0.59$0.64$0.73$0.83$0.94$1.04$1.18$1.37$1.56$1.79$2.04$2.29
PutsExpensive1.25×
CallsExpensive1.37×
SkewBullish-0.36 pp
Implied moveBearish±$2.21
TiltBullish6.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.4150.1%11.7%
25Δ38.5445.4%12.1%32.5841.6%8.6%
30Δ37.4139.5%9.1%33.3237.2%6.7%
35Δ36.6235.0%7.1%33.9134.2%5.3%
40Δ35.9831.2%5.4%34.3531.9%4.3%
45Δ35.5729.4%4.5%34.7629.7%3.4%
50Δ35.1627.7%3.6%35.1428.3%2.7%
55Δ34.7927.1%3.1%35.4928.0%2.3%
60Δ34.4527.2%2.6%35.8427.7%1.8%
65Δ34.1027.3%2.2%36.2027.4%1.4%
70Δ33.5830.2%2.0%36.5826.9%1.1%
75Δ32.9834.1%1.8%36.9526.5%0.8%
80Δ32.0739.8%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.41
IV
50.1%
B/E move
11.7%

25Δ

Calls
Pseudo strike
38.54
IV
45.4%
B/E move
12.1%
Puts
Pseudo strike
32.58
IV
41.6%
B/E move
8.6%

30Δ

Calls
Pseudo strike
37.41
IV
39.5%
B/E move
9.1%
Puts
Pseudo strike
33.32
IV
37.2%
B/E move
6.7%

35Δ

Calls
Pseudo strike
36.62
IV
35.0%
B/E move
7.1%
Puts
Pseudo strike
33.91
IV
34.2%
B/E move
5.3%

40Δ

Calls
Pseudo strike
35.98
IV
31.2%
B/E move
5.4%
Puts
Pseudo strike
34.35
IV
31.9%
B/E move
4.3%

45Δ

Calls
Pseudo strike
35.57
IV
29.4%
B/E move
4.5%
Puts
Pseudo strike
34.76
IV
29.7%
B/E move
3.4%

50Δ

Calls
Pseudo strike
35.16
IV
27.7%
B/E move
3.6%
Puts
Pseudo strike
35.14
IV
28.3%
B/E move
2.7%

55Δ

Calls
Pseudo strike
34.79
IV
27.1%
B/E move
3.1%
Puts
Pseudo strike
35.49
IV
28.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
34.45
IV
27.2%
B/E move
2.6%
Puts
Pseudo strike
35.84
IV
27.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
34.10
IV
27.3%
B/E move
2.2%
Puts
Pseudo strike
36.20
IV
27.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
33.58
IV
30.2%
B/E move
2.0%
Puts
Pseudo strike
36.58
IV
26.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
32.98
IV
34.1%
B/E move
1.8%
Puts
Pseudo strike
36.95
IV
26.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
32.07
IV
39.8%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations