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Invesco LTD IVZ

i

Market dataready · fetched 2026-11-11T14:49:51.588Z

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 · 2026-11-11T14:49:45.357634829Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:49:51.191247+00:00

Share price$28.28
1D-1.7%
$27.90$28.11$28.32$28.53$28.745:30 AM6:30 AM9:00 AM1:00 PMIVZ
Sold putSold call

Invesco LTD options

Live interpolated IVZ call and put midpoint premiums by absolute delta.Invesco LTD$0.08$1.20$2.32$3.44$4.56$24.99$26.46$27.93$29.39$30.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVZ spot · $28.28IVZ PRICE$0.20$0.25$0.29$0.35$0.42$0.49$0.56$0.63$0.70$0.84$0.97$1.11$1.24$0.29$0.39$0.50$0.61$0.73$0.88$1.11$1.33$1.59$1.89$2.19$2.65$4.24
PutsExpensive1.19×
CallsCheap0.74×
SkewBearish+27.54 pp
Implied moveBearish±$1.67
TiltBearish39.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.9941.9%6.8%26.4752.7%7.4%
25Δ29.6239.0%5.6%26.8054.6%6.6%
30Δ29.2636.1%4.5%27.1355.5%5.8%
35Δ28.9433.8%3.6%27.4654.8%5.1%
40Δ28.7533.1%3.2%27.7954.1%4.3%
45Δ28.5732.4%2.7%28.1254.6%3.7%
50Δ28.3831.7%2.3%28.4657.0%3.3%
55Δ28.1930.9%1.9%28.7959.5%2.9%
60Δ28.0030.2%1.5%29.1661.5%2.5%
65Δ27.8129.9%1.3%29.5762.6%2.1%
70Δ27.6129.6%1.1%29.9963.8%1.7%
75Δ27.4229.3%0.9%30.5465.6%1.4%
80Δ27.2329.0%0.7%32.1488.5%1.3%

20Δ

Calls
Pseudo strike
29.99
IV
41.9%
B/E move
6.8%
Puts
Pseudo strike
26.47
IV
52.7%
B/E move
7.4%

25Δ

Calls
Pseudo strike
29.62
IV
39.0%
B/E move
5.6%
Puts
Pseudo strike
26.80
IV
54.6%
B/E move
6.6%

30Δ

Calls
Pseudo strike
29.26
IV
36.1%
B/E move
4.5%
Puts
Pseudo strike
27.13
IV
55.5%
B/E move
5.8%

35Δ

Calls
Pseudo strike
28.94
IV
33.8%
B/E move
3.6%
Puts
Pseudo strike
27.46
IV
54.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
28.75
IV
33.1%
B/E move
3.2%
Puts
Pseudo strike
27.79
IV
54.1%
B/E move
4.3%

45Δ

Calls
Pseudo strike
28.57
IV
32.4%
B/E move
2.7%
Puts
Pseudo strike
28.12
IV
54.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
28.38
IV
31.7%
B/E move
2.3%
Puts
Pseudo strike
28.46
IV
57.0%
B/E move
3.3%

55Δ

Calls
Pseudo strike
28.19
IV
30.9%
B/E move
1.9%
Puts
Pseudo strike
28.79
IV
59.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
28.00
IV
30.2%
B/E move
1.5%
Puts
Pseudo strike
29.16
IV
61.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
27.81
IV
29.9%
B/E move
1.3%
Puts
Pseudo strike
29.57
IV
62.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
27.61
IV
29.6%
B/E move
1.1%
Puts
Pseudo strike
29.99
IV
63.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
27.42
IV
29.3%
B/E move
0.9%
Puts
Pseudo strike
30.54
IV
65.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
27.23
IV
29.0%
B/E move
0.7%
Puts
Pseudo strike
32.14
IV
88.5%
B/E move
1.3%

Options history

IV · four-Friday blend35.16%
Daily EOD
IVZ33.0%35.4%37.8%2026-10-19: 34.87%2026-10-20: 35.46%2026-10-21: 35.06%2026-10-22: 36.00%2026-10-23: 36.42%2026-10-26: 37.42%2026-10-27: 33.70%2026-10-28: 34.81%2026-10-29: 33.34%2026-10-30: 35.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.87%
35.46%
35.06%
36.00%
36.42%
37.42%
33.70%
34.81%
33.34%
35.16%