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Invesco Exchange-Traded Fd Tr II Invesco KBW Property & Casualty Insurance ETF KBWP

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Market datapartial · fetched 2026-10-22T16:49:51.746Z

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 · 2026-10-22T16:36:44.72827763Z

FundamentalsAlpha Vantage · unavailable

Share price$138.20
1D+1.6%
$135.82$136.46$137.10$137.74$138.385:30 AM6:30 AM9:00 AM1:00 PMKBWP
Sold putSold call

Invesco Exchange-Traded Fd Tr II Invesco KBW Property & Casualty Insurance ETF options

Live interpolated KBWP call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fd Tr II Invesco KBW Property & Casualty Insurance ETF$1.83$3.42$5.00$6.58$8.17$119.75$127.11$134.48$141.84$149.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KBWP spot · $138.20KBWP PRICE$3.21$3.53$3.96$4.63$5.45$6.49$7.71$2.00$2.17$2.36$2.61$2.82$3.12$3.38$3.61
PutsExpensive1.95×
CallsFair0.99×
SkewBearish+7.26 pp
Implied moveBearish±$6.60
TiltBullish22.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.0643.3%10.2%
25Δ130.3035.3%7.3%
30Δ133.0930.3%5.4%
35Δ135.0527.1%4.2%
40Δ136.6124.4%3.2%
45Δ137.8622.6%2.5%
50Δ138.9521.4%2.9%138.9420.9%1.9%
55Δ137.9320.2%2.4%139.8419.2%1.4%
60Δ136.9119.6%1.9%
65Δ135.8719.9%1.7%
70Δ134.7320.4%1.4%
75Δ133.4021.1%1.2%
80Δ131.8821.8%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
126.06
IV
43.3%
B/E move
10.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
130.30
IV
35.3%
B/E move
7.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
133.09
IV
30.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
135.05
IV
27.1%
B/E move
4.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
136.61
IV
24.4%
B/E move
3.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
137.86
IV
22.6%
B/E move
2.5%

50Δ

Calls
Pseudo strike
138.95
IV
21.4%
B/E move
2.9%
Puts
Pseudo strike
138.94
IV
20.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
137.93
IV
20.2%
B/E move
2.4%
Puts
Pseudo strike
139.84
IV
19.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
136.91
IV
19.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
135.87
IV
19.9%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
134.73
IV
20.4%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
133.40
IV
21.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
131.88
IV
21.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations