IntraAlpha
Create free account Start free

Invesco LTD IVZ

i

Market datapartial · fetched 2026-10-22T06:26:07.778Z

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 · 2026-10-21T23:00:00.002570193Z

FundamentalsAlpha Vantage · unavailable

Share price$29.25
1D-0.4%
AH$28.80$28.97$29.14$29.30$29.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIVZ
Sold putSold callAH

Invesco LTD options

Live interpolated IVZ call and put midpoint premiums by absolute delta.Invesco LTD$0.19$1.38$2.58$3.78$4.97$24.81$26.85$28.88$30.92$32.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVZ spot · $29.25IVZ PRICE$0.32$0.41$0.51$0.63$0.76$0.90$1.07$1.24$1.47$1.72$1.99$2.35$2.71$0.44$0.58$0.72$0.89$1.07$1.26$1.50$1.75$2.07$2.40$2.86$3.68$4.63
PutsExpensive1.17×
CallsExpensive1.09×
SkewBearish+8.84 pp
Implied moveBearish±$2.58
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.1836.2%11.1%26.5744.7%10.7%
25Δ31.5334.7%9.2%27.1943.8%9.0%
30Δ30.9833.8%7.7%27.7243.0%7.7%
35Δ30.6033.8%6.8%28.2142.3%6.6%
40Δ30.2133.8%5.9%28.6742.0%5.6%
45Δ29.8333.9%5.1%29.1141.8%4.8%
50Δ29.4834.1%4.4%29.5541.9%4.1%
55Δ29.1234.3%3.8%29.9942.0%3.4%
60Δ28.7434.8%3.3%30.4842.5%2.9%
65Δ28.3535.5%2.8%30.9742.9%2.3%
70Δ27.9536.2%2.4%31.5643.7%1.9%
75Δ27.4736.9%1.9%32.4848.1%1.5%
80Δ26.9937.6%1.5%33.5351.5%1.2%

20Δ

Calls
Pseudo strike
32.18
IV
36.2%
B/E move
11.1%
Puts
Pseudo strike
26.57
IV
44.7%
B/E move
10.7%

25Δ

Calls
Pseudo strike
31.53
IV
34.7%
B/E move
9.2%
Puts
Pseudo strike
27.19
IV
43.8%
B/E move
9.0%

30Δ

Calls
Pseudo strike
30.98
IV
33.8%
B/E move
7.7%
Puts
Pseudo strike
27.72
IV
43.0%
B/E move
7.7%

35Δ

Calls
Pseudo strike
30.60
IV
33.8%
B/E move
6.8%
Puts
Pseudo strike
28.21
IV
42.3%
B/E move
6.6%

40Δ

Calls
Pseudo strike
30.21
IV
33.8%
B/E move
5.9%
Puts
Pseudo strike
28.67
IV
42.0%
B/E move
5.6%

45Δ

Calls
Pseudo strike
29.83
IV
33.9%
B/E move
5.1%
Puts
Pseudo strike
29.11
IV
41.8%
B/E move
4.8%

50Δ

Calls
Pseudo strike
29.48
IV
34.1%
B/E move
4.4%
Puts
Pseudo strike
29.55
IV
41.9%
B/E move
4.1%

55Δ

Calls
Pseudo strike
29.12
IV
34.3%
B/E move
3.8%
Puts
Pseudo strike
29.99
IV
42.0%
B/E move
3.4%

60Δ

Calls
Pseudo strike
28.74
IV
34.8%
B/E move
3.3%
Puts
Pseudo strike
30.48
IV
42.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
28.35
IV
35.5%
B/E move
2.8%
Puts
Pseudo strike
30.97
IV
42.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
27.95
IV
36.2%
B/E move
2.4%
Puts
Pseudo strike
31.56
IV
43.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
27.47
IV
36.9%
B/E move
1.9%
Puts
Pseudo strike
32.48
IV
48.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
26.99
IV
37.6%
B/E move
1.5%
Puts
Pseudo strike
33.53
IV
51.5%
B/E move
1.2%

Options history

No recorded observations