IntraAlpha
Create free account Start free

Invesco Exchange-Traded Fund Trust II Invesco KBW Premium Yield Equity REIT ETF KBWY

i

Market datapartial · fetched 2026-11-13T17:12:19.004Z

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 · 2026-11-13T17:11:53.367719349Z

FundamentalsAlpha Vantage · unavailable

Share price$16.46
1D-0.2%
$16.35$16.39$16.44$16.48$16.535:30 AM6:30 AM9:00 AM1:00 PMKBWY
Sold putSold call

Invesco Exchange-Traded Fund Trust II Invesco KBW Premium Yield Equity REIT ETF options

Live interpolated KBWY call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco KBW Premium Yield Equity REIT ETF$0.90$1.16$1.43$1.70$1.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEKBWY PRICE$0.93$0.93$0.93$0.93$0.93$0.93$1.32$1.45$1.57$1.69$1.89
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.61298.1%29.0%
25Δ13.98227.2%20.7%
30Δ21.83262.6%38.2%
35Δ19.77209.4%25.7%
40Δ17.90159.9%14.4%
45Δ17.19132.7%10.1%
50Δ
55Δ
60Δ17.1996.5%3.6%
65Δ17.4291.4%2.9%
70Δ17.6686.2%2.3%
75Δ17.8981.0%1.6%
80Δ18.1776.9%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.61
IV
298.1%
B/E move
29.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.98
IV
227.2%
B/E move
20.7%

30Δ

Calls
Pseudo strike
21.83
IV
262.6%
B/E move
38.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
19.77
IV
209.4%
B/E move
25.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
17.90
IV
159.9%
B/E move
14.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
17.19
IV
132.7%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.19
IV
96.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.42
IV
91.4%
B/E move
2.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.66
IV
86.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.89
IV
81.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.17
IV
76.9%
B/E move
1.1%

Options history

IV · four-Friday blend85.49%
Daily EOD
KBWY54.2%71.0%87.8%2026-10-20: 63.90%2026-10-21: 76.31%2026-10-22: 79.60%2026-10-23: 68.68%2026-10-26: 76.76%2026-10-27: 77.87%2026-10-28: 84.73%2026-10-29: 56.56%2026-10-30: 85.49%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
63.90%
76.31%
79.60%
68.68%
76.76%
77.87%
84.73%
56.56%
85.49%