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

i

Market dataready · fetched 2026-11-12T02:06:51.335Z

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 · 2026-11-11T21:00:00.118533455Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:06:50.956998+00:00

Share price$142.48
1D+0.1%
AH$140.72$141.20$141.69$142.17$142.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKBWP
Sold putSold callAH

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$1.35$2.28$3.22$4.15$5.09$135.82$139.27$142.72$146.17$149.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive KBWP spot · $142.48KBWP PRICE$1.55$1.60$1.72$1.82$1.88$1.98$2.12$2.25$2.33$2.41$1.45$1.56$1.67$1.72$1.92$2.10$2.24$2.54$2.98$3.63$4.82
Puts——
Calls——
Skew——
Implied moveBearish±$4.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ133.0256.4%7.7%
25Δ136.2945.8%5.4%
30Δ138.4638.6%4.0%
35Δ145.4630.7%3.2%140.0932.1%2.9%
40Δ144.2526.1%2.4%141.1229.7%2.3%
45Δ143.4123.5%1.9%142.0127.3%1.8%
50Δ142.7621.3%1.5%142.7224.9%1.4%
55Δ142.2218.7%1.1%143.4023.9%1.1%
60Δ141.7717.0%0.9%144.1024.0%1.0%
65Δ141.3815.7%0.7%144.9525.4%0.8%
70Δ141.0014.5%0.5%146.2429.0%0.7%
75Δ140.7513.1%0.4%
80Δ140.5011.7%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
133.02
IV
56.4%
B/E move
7.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
136.29
IV
45.8%
B/E move
5.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
138.46
IV
38.6%
B/E move
4.0%

35Δ

Calls
Pseudo strike
145.46
IV
30.7%
B/E move
3.2%
Puts
Pseudo strike
140.09
IV
32.1%
B/E move
2.9%

40Δ

Calls
Pseudo strike
144.25
IV
26.1%
B/E move
2.4%
Puts
Pseudo strike
141.12
IV
29.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
143.41
IV
23.5%
B/E move
1.9%
Puts
Pseudo strike
142.01
IV
27.3%
B/E move
1.8%

50Δ

Calls
Pseudo strike
142.76
IV
21.3%
B/E move
1.5%
Puts
Pseudo strike
142.72
IV
24.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
142.22
IV
18.7%
B/E move
1.1%
Puts
Pseudo strike
143.40
IV
23.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
141.77
IV
17.0%
B/E move
0.9%
Puts
Pseudo strike
144.10
IV
24.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
141.38
IV
15.7%
B/E move
0.7%
Puts
Pseudo strike
144.95
IV
25.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
141.00
IV
14.5%
B/E move
0.5%
Puts
Pseudo strike
146.24
IV
29.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
140.75
IV
13.1%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
140.50
IV
11.7%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.74%
Daily EOD
KBWP18.1%21.0%23.8%2026-10-19: 19.57%2026-10-20: 19.94%2026-10-21: 19.14%2026-10-23: 19.27%2026-10-26: 23.41%2026-10-27: 18.76%2026-10-28: 18.63%2026-10-29: 18.53%2026-10-30: 18.74%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.57%
19.94%
19.14%
19.27%
23.41%
18.76%
18.63%
18.53%
18.74%