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Invesco Exchange-Traded Fund Trust II Invesco KBW Bank ETF KBWB

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Market dataready · fetched 2026-11-11T15:49:04.962Z

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 · 2026-11-11T15:49:02.179958512Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:49:04.537201+00:00

Share price$89.86
1D+0.3%
$89.51$89.67$89.83$89.99$90.155:30 AM6:30 AM9:00 AM1:00 PMKBWB
Sold putSold call

Invesco Exchange-Traded Fund Trust II Invesco KBW Bank ETF options

Live interpolated KBWB call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco KBW Bank ETF$0.48$1.49$2.50$3.51$4.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEKBWB PRICE$0.89$1.06$0.87$1.03$1.08$2.15$2.32$2.48$4.23$0.59$0.90$1.20$1.31$1.41$1.70$2.02$2.14$2.29$2.52$2.75$3.78$4.15
PutsCheap0.88×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.2333.5%4.7%
25Δ94.2342.1%5.9%86.6238.1%4.6%
30Δ93.2441.0%4.9%87.0142.6%4.5%
35Δ91.5126.7%2.8%88.0637.7%3.5%
40Δ90.9726.2%2.4%88.8533.9%2.7%
45Δ90.4823.3%1.9%89.4834.0%2.3%
50Δ90.0634.6%2.0%
55Δ90.5831.8%1.6%
60Δ89.0029.2%1.4%91.0829.2%1.2%
65Δ88.5827.3%1.2%91.5427.8%0.9%
70Δ88.1725.4%0.9%92.0026.4%0.7%
75Δ93.0831.2%0.6%
80Δ86.2332.7%0.7%93.6329.5%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.23
IV
33.5%
B/E move
4.7%

25Δ

Calls
Pseudo strike
94.23
IV
42.1%
B/E move
5.9%
Puts
Pseudo strike
86.62
IV
38.1%
B/E move
4.6%

30Δ

Calls
Pseudo strike
93.24
IV
41.0%
B/E move
4.9%
Puts
Pseudo strike
87.01
IV
42.6%
B/E move
4.5%

35Δ

Calls
Pseudo strike
91.51
IV
26.7%
B/E move
2.8%
Puts
Pseudo strike
88.06
IV
37.7%
B/E move
3.5%

40Δ

Calls
Pseudo strike
90.97
IV
26.2%
B/E move
2.4%
Puts
Pseudo strike
88.85
IV
33.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
90.48
IV
23.3%
B/E move
1.9%
Puts
Pseudo strike
89.48
IV
34.0%
B/E move
2.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.06
IV
34.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.58
IV
31.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
89.00
IV
29.2%
B/E move
1.4%
Puts
Pseudo strike
91.08
IV
29.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
88.58
IV
27.3%
B/E move
1.2%
Puts
Pseudo strike
91.54
IV
27.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
88.17
IV
25.4%
B/E move
0.9%
Puts
Pseudo strike
92.00
IV
26.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.08
IV
31.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
86.23
IV
32.7%
B/E move
0.7%
Puts
Pseudo strike
93.63
IV
29.5%
B/E move
0.4%

Options history

IV · four-Friday blend23.60%
Daily EOD
KBWB22.9%23.6%24.4%2026-10-19: 23.86%2026-10-20: 23.34%2026-10-21: 23.19%2026-10-22: 24.25%2026-10-23: 23.77%2026-10-26: 24.20%2026-10-27: 24.06%2026-10-28: 23.16%2026-10-29: 22.96%2026-10-30: 23.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.86%
23.34%
23.19%
24.25%
23.77%
24.20%
24.06%
23.16%
22.96%
23.60%