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Invesco India ETF IMVP

i

Market datapartial · fetched 2026-11-11T14:05:25.144Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-11T01:00:00.12634017Z

FundamentalsAlpha Vantage · unavailable

Share price$20.38
1D-0.4%
AH$20.32$20.36$20.40$20.44$20.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIMVP
Sold putSold callAH

Invesco India ETF options

Live interpolated IMVP call and put midpoint premiums by absolute delta.Invesco India ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIMVP PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
IV
B/E move
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

IV · four-Friday blend25.71%
Daily close
IMVP19.0%44.9%70.8%2026-08-13: 36.45%2026-08-14: 28.04%2026-08-17: 36.61%2026-08-18: 36.66%2026-08-19: 34.83%2026-08-20: 47.37%2026-08-21: 25.59%2026-08-24: 29.25%2026-08-25: 27.70%2026-08-26: 26.76%2026-08-27: 33.44%2026-08-28: 22.58%2026-08-31: 27.32%2026-09-01: 27.40%2026-09-02: 34.87%2026-09-03: 34.40%2026-09-04: 30.70%2026-09-08: 32.66%2026-09-10: 30.65%2026-09-11: 33.94%2026-09-14: 44.06%2026-09-15: 46.82%2026-09-16: 40.65%2026-09-17: 67.18%2026-09-18: 34.32%2026-09-21: 27.57%2026-09-22: 30.33%2026-09-23: 30.12%2026-09-24: 26.23%2026-09-25: 27.00%2026-09-28: 32.20%2026-09-29: 25.84%2026-09-30: 32.36%2026-10-01: 28.08%2026-10-02: 30.56%2026-10-05: 26.87%2026-10-07: 38.07%2026-10-08: 32.79%2026-10-12: 46.94%2026-10-13: 44.25%2026-10-14: 49.27%2026-10-15: 52.03%2026-10-16: 27.63%2026-10-19: 31.79%2026-10-20: 26.36%2026-10-21: 25.93%2026-10-22: 29.13%2026-10-23: 29.73%2026-10-26: 25.54%2026-10-27: 35.48%2026-10-28: 33.63%2026-10-29: 29.49%2026-10-30: 25.71%Aug 13Sep 22Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
36.45%
28.04%
36.61%
36.66%
34.83%
47.37%
25.59%
29.25%
27.70%
26.76%
33.44%
22.58%
27.32%
27.40%
34.87%
34.40%
30.70%
32.66%
30.65%
33.94%
44.06%
46.82%
40.65%
67.18%
34.32%
27.57%
30.33%
30.12%
26.23%
27.00%
32.20%
25.84%
32.36%
28.08%
30.56%
26.87%
38.07%
32.79%
46.94%
44.25%
49.27%
52.03%
27.63%
31.79%
26.36%
25.93%
29.13%
29.73%
25.54%
35.48%
33.63%
29.49%
25.71%