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

i

Market dataready · fetched 2026-11-12T03:03:36.818Z

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 · 2026-11-11T21:00:00.713900629Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:03:36.396595+00:00

Share price$36.67
1D+0.4%
AH$36.32$36.42$36.53$36.63$36.745:30 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$0.58$1.00$1.41$1.82$2.24$32.34$34.86$37.37$39.89$42.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IBBQ spot · $36.67IBBQ PRICE$0.63$0.64$0.65$0.73$0.81$0.89$0.97$1.06$1.19$1.32$0.73$0.81$0.88$0.96$1.12$1.28$1.44$1.64$2.12
Puts——
Calls——
Skew——
Implied moveBearish±$1.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ37.9349.1%5.2%
40Δ37.4741.8%3.9%36.1443.9%3.5%
45Δ37.0134.4%2.7%36.4340.9%2.9%
50Δ36.7932.7%2.3%36.7237.9%2.3%
55Δ36.5831.2%2.0%37.0235.0%1.7%
60Δ36.3729.7%1.6%37.2734.4%1.4%
65Δ36.1628.1%1.2%37.5233.7%1.2%
70Δ35.9526.6%0.9%37.7833.1%0.9%
75Δ35.7624.9%0.8%38.0732.9%0.6%
80Δ35.5723.3%0.6%38.6035.8%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
37.93
IV
49.1%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
37.47
IV
41.8%
B/E move
3.9%
Puts
Pseudo strike
36.14
IV
43.9%
B/E move
3.5%

45Δ

Calls
Pseudo strike
37.01
IV
34.4%
B/E move
2.7%
Puts
Pseudo strike
36.43
IV
40.9%
B/E move
2.9%

50Δ

Calls
Pseudo strike
36.79
IV
32.7%
B/E move
2.3%
Puts
Pseudo strike
36.72
IV
37.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
36.58
IV
31.2%
B/E move
2.0%
Puts
Pseudo strike
37.02
IV
35.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
36.37
IV
29.7%
B/E move
1.6%
Puts
Pseudo strike
37.27
IV
34.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
36.16
IV
28.1%
B/E move
1.2%
Puts
Pseudo strike
37.52
IV
33.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
35.95
IV
26.6%
B/E move
0.9%
Puts
Pseudo strike
37.78
IV
33.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
35.76
IV
24.9%
B/E move
0.8%
Puts
Pseudo strike
38.07
IV
32.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
35.57
IV
23.3%
B/E move
0.6%
Puts
Pseudo strike
38.60
IV
35.8%
B/E move
0.5%

Options history

IV · four-Friday blend27.68%
Daily close
IBBQ22.9%33.0%43.2%2026-08-13: 28.10%2026-08-14: 28.55%2026-08-21: 24.86%2026-08-24: 25.58%2026-08-25: 24.84%2026-08-26: 25.95%2026-08-27: 25.50%2026-08-28: 25.78%2026-08-31: 25.98%2026-09-01: 25.59%2026-09-02: 25.70%2026-09-03: 25.32%2026-09-04: 25.89%2026-09-08: 27.79%2026-09-09: 27.52%2026-09-10: 29.15%2026-09-11: 28.99%2026-09-14: 31.16%2026-09-15: 33.66%2026-09-16: 35.76%2026-09-17: 41.20%2026-09-18: 24.76%2026-09-21: 24.87%2026-09-22: 24.78%2026-09-23: 24.30%2026-09-24: 24.67%2026-09-25: 25.23%2026-09-28: 25.88%2026-09-29: 25.53%2026-09-30: 25.36%2026-10-01: 26.64%2026-10-02: 27.35%2026-10-05: 27.46%2026-10-06: 26.40%2026-10-07: 28.56%2026-10-08: 28.63%2026-10-09: 30.22%2026-10-12: 32.60%2026-10-13: 34.11%2026-10-15: 41.77%2026-10-16: 24.91%2026-10-19: 25.96%2026-10-20: 25.79%2026-10-21: 26.37%2026-10-22: 26.98%2026-10-23: 27.90%2026-10-26: 27.36%2026-10-27: 28.60%2026-10-28: 26.80%2026-10-29: 26.98%2026-10-30: 27.68%Aug 13Sep 24Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
28.10%
28.55%
24.86%
25.58%
24.84%
25.95%
25.50%
25.78%
25.98%
25.59%
25.70%
25.32%
25.89%
27.79%
27.52%
29.15%
28.99%
31.16%
33.66%
35.76%
41.20%
24.76%
24.87%
24.78%
24.30%
24.67%
25.23%
25.88%
25.53%
25.36%
26.64%
27.35%
27.46%
26.40%
28.56%
28.63%
30.22%
32.60%
34.11%
41.77%
24.91%
25.96%
25.79%
26.37%
26.98%
27.90%
27.36%
28.60%
26.80%
26.98%
27.68%