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Invesco Bloomberg Enhanced Fallen Angels ETF IFLN

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Market datapartial · fetched 2026-11-12T17:18:07.895Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T16:59:32.382310925Z

FundamentalsAlpha Vantage · unavailable

Share price$17.41
1D-1.2%
$17.38$17.44$17.51$17.57$17.635:30 AM6:30 AM9:00 AM1:00 PMIFLN
Sold putSold call

Invesco Bloomberg Enhanced Fallen Angels ETF options

Live interpolated IFLN call and put midpoint premiums by absolute delta.Invesco Bloomberg Enhanced Fallen Angels ETF$0.72$1.44$2.15$2.86$3.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEIFLN PRICE$0.80$1.02$1.23$1.44$1.66$1.87$2.09$2.30$2.51$2.73$2.94$3.15$3.37
PutsExpensive6.66×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.98112.0%30.0%
25Δ13.58107.3%27.8%
30Δ14.18102.6%25.6%
35Δ14.7797.8%23.4%
40Δ15.3793.1%21.2%
45Δ15.9788.4%19.0%
50Δ16.5683.6%16.8%
55Δ17.1678.9%14.6%
60Δ17.7674.1%12.4%
65Δ18.3569.4%10.2%
70Δ18.9564.7%8.0%
75Δ19.5559.9%5.8%
80Δ20.1555.2%3.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.98
IV
112.0%
B/E move
30.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.58
IV
107.3%
B/E move
27.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.18
IV
102.6%
B/E move
25.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.77
IV
97.8%
B/E move
23.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.37
IV
93.1%
B/E move
21.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.97
IV
88.4%
B/E move
19.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.56
IV
83.6%
B/E move
16.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.16
IV
78.9%
B/E move
14.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.76
IV
74.1%
B/E move
12.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.35
IV
69.4%
B/E move
10.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.95
IV
64.7%
B/E move
8.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.55
IV
59.9%
B/E move
5.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.15
IV
55.2%
B/E move
3.6%

Options history

IV · four-Friday blend22.76%
Daily close
IFLN17.4%36.9%56.4%2026-08-14: 24.68%2026-08-17: 36.78%2026-08-18: 39.58%2026-08-19: 44.84%2026-08-20: 53.75%2026-08-21: 22.32%2026-08-24: 22.23%2026-08-25: 22.70%2026-08-26: 22.97%2026-08-27: 22.81%2026-08-28: 22.34%2026-08-31: 22.98%2026-09-02: 23.21%2026-09-03: 23.75%2026-09-04: 23.96%2026-09-11: 26.43%2026-09-14: 30.68%2026-09-16: 37.92%2026-09-17: 45.22%2026-09-18: 20.43%2026-09-21: 20.11%2026-09-23: 20.43%2026-09-24: 21.50%2026-09-25: 21.71%2026-09-28: 23.01%2026-09-29: 22.93%2026-09-30: 23.93%2026-10-01: 23.91%2026-10-02: 24.70%2026-10-05: 25.33%2026-10-06: 26.21%2026-10-07: 26.49%2026-10-08: 27.88%2026-10-09: 29.01%2026-10-12: 33.59%2026-10-13: 35.98%2026-10-14: 41.49%2026-10-15: 52.80%2026-10-16: 21.08%2026-10-19: 21.53%2026-10-20: 21.57%2026-10-21: 21.68%2026-10-22: 31.33%2026-10-23: 22.21%2026-10-26: 24.40%2026-10-27: 24.22%2026-10-28: 24.40%2026-10-29: 24.60%2026-10-30: 22.76%Aug 14Sep 28Oct 30
49 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
24.68%
36.78%
39.58%
44.84%
53.75%
22.32%
22.23%
22.70%
22.97%
22.81%
22.34%
22.98%
23.21%
23.75%
23.96%
26.43%
30.68%
37.92%
45.22%
20.43%
20.11%
20.43%
21.50%
21.71%
23.01%
22.93%
23.93%
23.91%
24.70%
25.33%
26.21%
26.49%
27.88%
29.01%
33.59%
35.98%
41.49%
52.80%
21.08%
21.53%
21.57%
21.68%
31.33%
22.21%
24.40%
24.22%
24.40%
24.60%
22.76%