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Invesco India ETF IMVP

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Market dataready · fetched 2026-10-22T08:41:28.927Z

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 · 2026-10-22T00:00:00.153440279Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T08:41:28.067464+00:00

Share price$18.77
1D-0.7%
AH$18.66$18.73$18.80$18.86$18.935:30 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$0.34$1.07$1.81$2.54$3.28$16.24$17.64$19.04$20.44$21.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMVP spot · $18.77IMVP PRICE$0.57$0.57$0.57$0.57$0.50$0.42$0.52$0.67$0.83$0.98$1.13$2.03$3.07$0.57$0.57$0.60$0.62$0.58$0.54$0.50$0.46$0.64$0.92$1.20$1.48$1.76
PutsExpensive2.23×
CallsExpensive3.63×
SkewBullish-10.20 pp
Implied moveBullish±$1.03
TiltBullish8.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.86111.3%40.8%15.7986.0%19.0%
25Δ22.6180.9%23.5%16.8865.9%13.1%
30Δ20.9961.9%14.9%17.5155.5%9.9%
35Δ20.1049.6%10.2%18.0346.5%7.2%
40Δ19.5737.0%6.9%18.2639.6%5.8%
45Δ19.0924.5%3.9%18.4832.8%4.4%
50Δ18.8323.8%3.1%18.7025.9%3.0%
55Δ18.6325.8%2.9%18.9319.1%1.6%
60Δ18.4327.7%2.6%19.2118.4%1.1%
65Δ18.2329.6%2.3%19.5220.5%0.9%
70Δ18.0331.5%2.1%19.8322.7%0.7%
75Δ17.1447.5%2.1%20.1424.8%0.6%
80Δ16.1166.1%2.2%20.4527.0%0.4%

20Δ

Calls
Pseudo strike
25.86
IV
111.3%
B/E move
40.8%
Puts
Pseudo strike
15.79
IV
86.0%
B/E move
19.0%

25Δ

Calls
Pseudo strike
22.61
IV
80.9%
B/E move
23.5%
Puts
Pseudo strike
16.88
IV
65.9%
B/E move
13.1%

30Δ

Calls
Pseudo strike
20.99
IV
61.9%
B/E move
14.9%
Puts
Pseudo strike
17.51
IV
55.5%
B/E move
9.9%

35Δ

Calls
Pseudo strike
20.10
IV
49.6%
B/E move
10.2%
Puts
Pseudo strike
18.03
IV
46.5%
B/E move
7.2%

40Δ

Calls
Pseudo strike
19.57
IV
37.0%
B/E move
6.9%
Puts
Pseudo strike
18.26
IV
39.6%
B/E move
5.8%

45Δ

Calls
Pseudo strike
19.09
IV
24.5%
B/E move
3.9%
Puts
Pseudo strike
18.48
IV
32.8%
B/E move
4.4%

50Δ

Calls
Pseudo strike
18.83
IV
23.8%
B/E move
3.1%
Puts
Pseudo strike
18.70
IV
25.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
18.63
IV
25.8%
B/E move
2.9%
Puts
Pseudo strike
18.93
IV
19.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
18.43
IV
27.7%
B/E move
2.6%
Puts
Pseudo strike
19.21
IV
18.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
18.23
IV
29.6%
B/E move
2.3%
Puts
Pseudo strike
19.52
IV
20.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
18.03
IV
31.5%
B/E move
2.1%
Puts
Pseudo strike
19.83
IV
22.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
17.14
IV
47.5%
B/E move
2.1%
Puts
Pseudo strike
20.14
IV
24.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
16.11
IV
66.1%
B/E move
2.2%
Puts
Pseudo strike
20.45
IV
27.0%
B/E move
0.4%

Options history

No recorded observations