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Invesco Bloomberg Enhanced Fallen Angels ETF IFLN

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Market datapartial · fetched 2026-10-22T21:54:26.653Z

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 · 2026-10-22T20:10:00.003981526Z

FundamentalsAlpha Vantage · unavailable

Share price$17.27
1D+0.7%
AH$17.14$17.18$17.21$17.24$17.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIFLN
Sold putSold callAH

Invesco Bloomberg Enhanced Fallen Angels ETF options

Live interpolated IFLN call and put midpoint premiums by absolute delta.Invesco Bloomberg Enhanced Fallen Angels ETF$0.39$0.44$0.48$0.52$0.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIFLN PRICE$0.40$0.40$0.40$0.40$0.42$0.45$0.48$0.52$0.55$0.40$0.42$0.42$0.42
PutsExpensive6.06×
CallsExpensive6.17×
SkewBearish+10.28 pp
Implied move——
TiltBullish41.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.6482.1%27.6%15.0367.4%15.3%
25Δ19.7560.3%16.7%15.7954.3%11.0%
30Δ18.7947.0%11.1%16.2844.8%8.2%
35Δ18.2037.6%7.7%16.6736.8%6.0%
40Δ17.8832.8%6.0%
45Δ17.7030.2%5.1%
50Δ17.5227.6%4.2%
55Δ17.3425.0%3.4%
60Δ17.1622.4%2.5%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
21.64
IV
82.1%
B/E move
27.6%
Puts
Pseudo strike
15.03
IV
67.4%
B/E move
15.3%

25Δ

Calls
Pseudo strike
19.75
IV
60.3%
B/E move
16.7%
Puts
Pseudo strike
15.79
IV
54.3%
B/E move
11.0%

30Δ

Calls
Pseudo strike
18.79
IV
47.0%
B/E move
11.1%
Puts
Pseudo strike
16.28
IV
44.8%
B/E move
8.2%

35Δ

Calls
Pseudo strike
18.20
IV
37.6%
B/E move
7.7%
Puts
Pseudo strike
16.67
IV
36.8%
B/E move
6.0%

40Δ

Calls
Pseudo strike
17.88
IV
32.8%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
17.70
IV
30.2%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
17.52
IV
27.6%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
17.34
IV
25.0%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
17.16
IV
22.4%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations