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Invesco Biotechnology & Genome ETF PBE

i

Market dataready · fetched 2026-11-12T02:52:54.245Z

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 · 2026-11-12T01:00:00.087369898Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:52:53.745104+00:00

Share price$100.27
1D+0.8%
AH$98.93$99.32$99.71$100.09$100.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPBE
Sold putSold callAH

Invesco Biotechnology & Genome ETF options

Live interpolated PBE call and put midpoint premiums by absolute delta.Invesco Biotechnology & Genome ETF$0.63$1.64$2.65$3.66$4.67$94.06$97.07$100.07$103.08$106.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PBE spot · $100.27PBE PRICE$0.74$0.81$0.89$1.02$1.11$1.22$1.41$1.61$1.85$2.09$2.37$2.66$4.25$0.82$0.94$1.05$1.20$1.39$1.61$2.01$2.45$2.92$3.15$3.32$3.74$4.37
PutsExpensive1.09×
CallsCheap0.90×
SkewBearish+5.59 pp
Implied moveBearish±$3.42
TiltBearish13.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.5543.9%7.0%94.7945.8%6.3%
25Δ104.4436.3%5.0%96.4939.4%4.7%
30Δ103.0731.1%3.7%97.7234.5%3.6%
35Δ102.2228.5%3.0%98.5731.8%2.9%
40Δ101.5225.7%2.4%99.2730.2%2.4%
45Δ100.9023.2%1.8%99.8929.3%2.0%
50Δ100.4422.8%1.6%100.5130.6%1.8%
55Δ99.9922.5%1.3%101.1432.2%1.6%
60Δ99.5522.2%1.1%101.8433.1%1.3%
65Δ99.1121.9%0.9%102.3731.2%1.1%
70Δ98.6621.4%0.8%102.8328.5%0.8%
75Δ98.2120.9%0.6%103.4727.7%0.5%
80Δ96.6429.3%0.6%104.2627.9%0.4%

20Δ

Calls
Pseudo strike
106.55
IV
43.9%
B/E move
7.0%
Puts
Pseudo strike
94.79
IV
45.8%
B/E move
6.3%

25Δ

Calls
Pseudo strike
104.44
IV
36.3%
B/E move
5.0%
Puts
Pseudo strike
96.49
IV
39.4%
B/E move
4.7%

30Δ

Calls
Pseudo strike
103.07
IV
31.1%
B/E move
3.7%
Puts
Pseudo strike
97.72
IV
34.5%
B/E move
3.6%

35Δ

Calls
Pseudo strike
102.22
IV
28.5%
B/E move
3.0%
Puts
Pseudo strike
98.57
IV
31.8%
B/E move
2.9%

40Δ

Calls
Pseudo strike
101.52
IV
25.7%
B/E move
2.4%
Puts
Pseudo strike
99.27
IV
30.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
100.90
IV
23.2%
B/E move
1.8%
Puts
Pseudo strike
99.89
IV
29.3%
B/E move
2.0%

50Δ

Calls
Pseudo strike
100.44
IV
22.8%
B/E move
1.6%
Puts
Pseudo strike
100.51
IV
30.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
99.99
IV
22.5%
B/E move
1.3%
Puts
Pseudo strike
101.14
IV
32.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
99.55
IV
22.2%
B/E move
1.1%
Puts
Pseudo strike
101.84
IV
33.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
99.11
IV
21.9%
B/E move
0.9%
Puts
Pseudo strike
102.37
IV
31.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
98.66
IV
21.4%
B/E move
0.8%
Puts
Pseudo strike
102.83
IV
28.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
98.21
IV
20.9%
B/E move
0.6%
Puts
Pseudo strike
103.47
IV
27.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
96.64
IV
29.3%
B/E move
0.6%
Puts
Pseudo strike
104.26
IV
27.9%
B/E move
0.4%

Options history

IV · four-Friday blend24.95%
Daily EOD
PBE23.5%24.3%25.1%2026-10-19: 23.58%2026-10-23: 24.95%Oct 19Oct 23
2 observations2026-10-19 — 2026-10-23
Table
DateIV (%)
23.58%
24.95%