Invesco Exchange-Traded Fund Trust II Invesco KBW High Dividend Yield Financial ETF KBWD
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Market dataready · fetched 2026-11-11T13:47:37.485Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-10T21:00:00.336231749Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:47:37.080277+00:00
Invesco Exchange-Traded Fund Trust II Invesco KBW High Dividend Yield Financial ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.46 | 214.7% | 25.1% | |||
| 25Δ | 11.99 | 79.3% | 14.5% | 9.21 | 166.9% | 18.2% |
| 30Δ | 11.73 | 81.1% | 12.7% | 9.72 | 134.6% | 13.4% |
| 35Δ | 11.48 | 82.8% | 10.8% | 10.09 | 112.9% | 10.1% |
| 40Δ | 11.22 | 84.6% | 8.9% | 10.29 | 103.4% | 8.6% |
| 45Δ | 10.96 | 86.3% | 7.2% | 10.48 | 94.0% | 7.0% |
| 50Δ | 10.68 | 87.3% | 6.5% | 10.68 | 84.6% | 5.5% |
| 55Δ | 10.40 | 88.3% | 5.9% | 10.87 | 75.2% | 4.0% |
| 60Δ | 10.12 | 89.3% | 5.2% | 11.06 | 68.3% | 2.9% |
| 65Δ | 9.83 | 90.3% | 4.5% | 11.21 | 65.9% | 2.5% |
| 70Δ | 9.55 | 91.3% | 3.9% | 11.36 | 63.5% | 2.0% |
| 75Δ | 9.27 | 92.3% | 3.2% | 11.51 | 61.0% | 1.6% |
| 80Δ | 8.99 | 93.3% | 2.6% | 11.66 | 58.6% | 1.2% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.46
- IV
- 214.7%
- B/E move
- 25.1%
25Δ
- Pseudo strike
- 11.99
- IV
- 79.3%
- B/E move
- 14.5%
- Pseudo strike
- 9.21
- IV
- 166.9%
- B/E move
- 18.2%
30Δ
- Pseudo strike
- 11.73
- IV
- 81.1%
- B/E move
- 12.7%
- Pseudo strike
- 9.72
- IV
- 134.6%
- B/E move
- 13.4%
35Δ
- Pseudo strike
- 11.48
- IV
- 82.8%
- B/E move
- 10.8%
- Pseudo strike
- 10.09
- IV
- 112.9%
- B/E move
- 10.1%
40Δ
- Pseudo strike
- 11.22
- IV
- 84.6%
- B/E move
- 8.9%
- Pseudo strike
- 10.29
- IV
- 103.4%
- B/E move
- 8.6%
45Δ
- Pseudo strike
- 10.96
- IV
- 86.3%
- B/E move
- 7.2%
- Pseudo strike
- 10.48
- IV
- 94.0%
- B/E move
- 7.0%
50Δ
- Pseudo strike
- 10.68
- IV
- 87.3%
- B/E move
- 6.5%
- Pseudo strike
- 10.68
- IV
- 84.6%
- B/E move
- 5.5%
55Δ
- Pseudo strike
- 10.40
- IV
- 88.3%
- B/E move
- 5.9%
- Pseudo strike
- 10.87
- IV
- 75.2%
- B/E move
- 4.0%
60Δ
- Pseudo strike
- 10.12
- IV
- 89.3%
- B/E move
- 5.2%
- Pseudo strike
- 11.06
- IV
- 68.3%
- B/E move
- 2.9%
65Δ
- Pseudo strike
- 9.83
- IV
- 90.3%
- B/E move
- 4.5%
- Pseudo strike
- 11.21
- IV
- 65.9%
- B/E move
- 2.5%
70Δ
- Pseudo strike
- 9.55
- IV
- 91.3%
- B/E move
- 3.9%
- Pseudo strike
- 11.36
- IV
- 63.5%
- B/E move
- 2.0%
75Δ
- Pseudo strike
- 9.27
- IV
- 92.3%
- B/E move
- 3.2%
- Pseudo strike
- 11.51
- IV
- 61.0%
- B/E move
- 1.6%
80Δ
- Pseudo strike
- 8.99
- IV
- 93.3%
- B/E move
- 2.6%
- Pseudo strike
- 11.66
- IV
- 58.6%
- B/E move
- 1.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 41.08% | |
| 48.71% | |
| 54.04% | |
| 81.78% | |
| 67.06% | |
| 75.30% | |
| 91.85% | |
| 51.49% | |
| 54.02% | |
| 52.27% | |
| 57.00% | |
| 56.24% | |
| 61.27% | |
| 62.93% | |
| 70.28% | |
| 73.89% | |
| 80.93% | |
| 56.00% | |
| 58.05% | |
| 56.06% | |
| 58.93% |