IntraAlpha
Create free account Start free

Invesco AI and Next Gen Software ETF IGPT

i

Market dataready · fetched 2026-11-12T03:02:56.742Z

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 · 2026-11-12T01:00:00.03793116Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:02:56.320733+00:00

Share price$82.06
1D+0.9%
AH$80.35$81.08$81.81$82.54$83.275:30 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$0.62$2.53$4.43$6.34$8.24$68.80$75.87$82.94$90.01$97.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGPT spot · $82.06IGPT PRICE$0.83$0.96$1.16$1.46$1.83$2.25$2.72$3.29$3.83$4.43$5.42$6.31$7.69$0.99$1.19$1.48$1.80$1.94$2.19$2.48$2.76$3.20$3.60$4.03$4.56$4.96
PutsCheap0.59×
CallsCheap0.59×
SkewBullish-8.65 pp
Implied moveBullish±$5.20
TiltBullish9.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.3961.3%9.9%75.7466.3%8.9%
25Δ87.1253.0%7.3%77.4958.9%7.0%
30Δ85.7749.3%5.9%78.6757.2%5.9%
35Δ84.9350.1%5.3%79.6956.3%5.1%
40Δ84.1452.1%4.8%80.7450.5%4.0%
45Δ83.3153.8%4.3%81.5947.7%3.2%
50Δ82.4555.6%3.8%82.3446.0%2.7%
55Δ81.5358.0%3.4%83.0543.9%2.1%
60Δ80.5958.7%2.9%83.7943.8%1.8%
65Δ79.5958.9%2.4%84.4842.8%1.4%
70Δ78.3563.2%2.1%85.1841.5%1.1%
75Δ77.1264.3%1.7%85.9440.8%0.8%
80Δ75.4868.2%1.4%86.5638.3%0.6%

20Δ

Calls
Pseudo strike
89.39
IV
61.3%
B/E move
9.9%
Puts
Pseudo strike
75.74
IV
66.3%
B/E move
8.9%

25Δ

Calls
Pseudo strike
87.12
IV
53.0%
B/E move
7.3%
Puts
Pseudo strike
77.49
IV
58.9%
B/E move
7.0%

30Δ

Calls
Pseudo strike
85.77
IV
49.3%
B/E move
5.9%
Puts
Pseudo strike
78.67
IV
57.2%
B/E move
5.9%

35Δ

Calls
Pseudo strike
84.93
IV
50.1%
B/E move
5.3%
Puts
Pseudo strike
79.69
IV
56.3%
B/E move
5.1%

40Δ

Calls
Pseudo strike
84.14
IV
52.1%
B/E move
4.8%
Puts
Pseudo strike
80.74
IV
50.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
83.31
IV
53.8%
B/E move
4.3%
Puts
Pseudo strike
81.59
IV
47.7%
B/E move
3.2%

50Δ

Calls
Pseudo strike
82.45
IV
55.6%
B/E move
3.8%
Puts
Pseudo strike
82.34
IV
46.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
81.53
IV
58.0%
B/E move
3.4%
Puts
Pseudo strike
83.05
IV
43.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
80.59
IV
58.7%
B/E move
2.9%
Puts
Pseudo strike
83.79
IV
43.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
79.59
IV
58.9%
B/E move
2.4%
Puts
Pseudo strike
84.48
IV
42.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
78.35
IV
63.2%
B/E move
2.1%
Puts
Pseudo strike
85.18
IV
41.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
77.12
IV
64.3%
B/E move
1.7%
Puts
Pseudo strike
85.94
IV
40.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
75.48
IV
68.2%
B/E move
1.4%
Puts
Pseudo strike
86.56
IV
38.3%
B/E move
0.6%

Options history

IV · four-Friday blend41.59%
Daily close
IGPT30.4%37.6%44.9%2026-08-13: 37.30%2026-08-14: 35.85%2026-08-17: 37.68%2026-08-18: 38.92%2026-08-19: 40.21%2026-08-20: 43.88%2026-08-21: 36.71%2026-08-24: 37.96%2026-08-25: 37.61%2026-08-26: 37.37%2026-08-27: 35.68%2026-08-28: 35.25%2026-08-31: 34.05%2026-09-01: 33.58%2026-09-02: 33.29%2026-09-03: 32.45%2026-09-04: 32.45%2026-09-08: 36.13%2026-09-09: 36.60%2026-09-10: 35.20%2026-09-11: 32.77%2026-09-14: 34.76%2026-09-15: 35.61%2026-09-16: 37.41%2026-09-17: 36.98%2026-09-18: 33.43%2026-09-21: 33.94%2026-09-23: 35.08%2026-09-24: 35.27%2026-09-25: 34.80%2026-09-28: 34.75%2026-09-29: 34.99%2026-09-30: 34.41%2026-10-01: 34.07%2026-10-02: 33.89%2026-10-05: 32.92%2026-10-06: 31.51%2026-10-07: 31.42%2026-10-08: 34.78%2026-10-09: 32.61%2026-10-12: 33.97%2026-10-13: 35.27%2026-10-14: 38.66%2026-10-15: 41.54%2026-10-16: 36.64%2026-10-19: 35.30%2026-10-20: 35.94%2026-10-21: 34.86%2026-10-22: 38.03%2026-10-23: 37.79%2026-10-26: 37.10%2026-10-27: 36.45%2026-10-28: 36.50%2026-10-29: 36.28%2026-10-30: 41.59%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
37.30%
35.85%
37.68%
38.92%
40.21%
43.88%
36.71%
37.96%
37.61%
37.37%
35.68%
35.25%
34.05%
33.58%
33.29%
32.45%
32.45%
36.13%
36.60%
35.20%
32.77%
34.76%
35.61%
37.41%
36.98%
33.43%
33.94%
35.08%
35.27%
34.80%
34.75%
34.99%
34.41%
34.07%
33.89%
32.92%
31.51%
31.42%
34.78%
32.61%
33.97%
35.27%
38.66%
41.54%
36.64%
35.30%
35.94%
34.86%
38.03%
37.79%
37.10%
36.45%
36.50%
36.28%
41.59%