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Invesco AI and Next Gen Software ETF IGPT

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Market datapartial · fetched 2026-10-22T23:01:04.573Z

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 · 2026-10-22T22:30:00.000939722Z

FundamentalsAlpha Vantage · unavailable

Share price$87.27
1D-1.8%
AH$86.65$87.45$88.25$89.05$89.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIGPT
Sold putSold callAH

Invesco AI and Next Gen Software ETF options

Live interpolated IGPT call and put midpoint premiums by absolute delta.Invesco AI and Next Gen Software ETF$0.89$3.49$6.09$8.69$11.30$69.34$80.60$91.85$103.10$114.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGPT spot · $87.27IGPT PRICE$1.17$1.43$1.79$2.23$2.73$3.25$3.84$4.56$5.32$6.19$7.24$2.22$2.83$3.38$3.71$4.52$5.18$6.06$6.79$7.91$8.59$10.55
PutsCheap0.76×
CallsCheap0.76×
SkewBullish-0.55 pp
Implied moveBearish±$8.36
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.3545.4%14.0%
25Δ95.4141.5%11.0%
30Δ93.5440.4%9.2%82.6944.0%7.8%
35Δ92.1440.9%8.1%84.0145.4%7.0%
40Δ90.8041.6%7.2%85.4744.7%5.9%
45Δ89.4741.7%6.2%86.8541.5%4.7%
50Δ88.1642.1%5.4%88.1742.6%4.1%
55Δ86.8543.0%4.7%89.4741.8%3.4%
60Δ85.5043.6%4.1%90.8542.1%2.8%
65Δ84.0944.2%3.4%92.1340.8%2.2%
70Δ82.5545.1%2.9%93.6541.1%1.7%
75Δ94.8038.8%1.2%
80Δ97.0640.7%0.9%

20Δ

Calls
Pseudo strike
98.35
IV
45.4%
B/E move
14.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
95.41
IV
41.5%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
93.54
IV
40.4%
B/E move
9.2%
Puts
Pseudo strike
82.69
IV
44.0%
B/E move
7.8%

35Δ

Calls
Pseudo strike
92.14
IV
40.9%
B/E move
8.1%
Puts
Pseudo strike
84.01
IV
45.4%
B/E move
7.0%

40Δ

Calls
Pseudo strike
90.80
IV
41.6%
B/E move
7.2%
Puts
Pseudo strike
85.47
IV
44.7%
B/E move
5.9%

45Δ

Calls
Pseudo strike
89.47
IV
41.7%
B/E move
6.2%
Puts
Pseudo strike
86.85
IV
41.5%
B/E move
4.7%

50Δ

Calls
Pseudo strike
88.16
IV
42.1%
B/E move
5.4%
Puts
Pseudo strike
88.17
IV
42.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
86.85
IV
43.0%
B/E move
4.7%
Puts
Pseudo strike
89.47
IV
41.8%
B/E move
3.4%

60Δ

Calls
Pseudo strike
85.50
IV
43.6%
B/E move
4.1%
Puts
Pseudo strike
90.85
IV
42.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
84.09
IV
44.2%
B/E move
3.4%
Puts
Pseudo strike
92.13
IV
40.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
82.55
IV
45.1%
B/E move
2.9%
Puts
Pseudo strike
93.65
IV
41.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.80
IV
38.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.06
IV
40.7%
B/E move
0.9%

Options history

No recorded observations