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

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Market datapartial · fetched 2026-10-22T20:47:18.804Z

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 · 2026-10-22T20:00:00.668683572Z

FundamentalsAlpha Vantage · unavailable

Share price$138.89
1D+1.9%
AH$135.78$136.59$137.40$138.21$139.025:30 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$1.89$3.17$4.45$5.73$7.01$119.67$127.23$134.79$142.35$149.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KBWP spot · $138.89KBWP PRICE$3.04$3.30$3.61$4.16$4.85$5.72$6.64$2.03$2.19$2.39$2.65$2.90$3.18$3.42
PutsExpensive2.21×
CallsCheap0.89×
SkewBearish+11.06 pp
Implied moveBearish±$6.46
TiltBullish25.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.6043.8%10.3%
25Δ130.9035.7%7.3%
30Δ133.7130.6%5.4%
35Δ135.6827.5%4.2%
40Δ137.2525.0%3.3%
45Δ138.5323.0%2.6%
50Δ139.6320.2%2.7%139.6121.1%1.9%
55Δ138.6818.8%2.2%
60Δ137.7917.7%1.8%
65Δ136.8317.7%1.5%
70Δ135.8418.0%1.3%
75Δ134.7018.4%1.1%
80Δ133.5018.5%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
126.60
IV
43.8%
B/E move
10.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
130.90
IV
35.7%
B/E move
7.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
133.71
IV
30.6%
B/E move
5.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
135.68
IV
27.5%
B/E move
4.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
137.25
IV
25.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
138.53
IV
23.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
139.63
IV
20.2%
B/E move
2.7%
Puts
Pseudo strike
139.61
IV
21.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
138.68
IV
18.8%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
137.79
IV
17.7%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
136.83
IV
17.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
135.84
IV
18.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
134.70
IV
18.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
133.50
IV
18.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations