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Invesco Food & Beverage ETF PBJ

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Market dataready · fetched 2026-10-22T23:54:16.278Z

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 · 2026-10-22T22:30:00.001397937Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:54:15.900499+00:00

Share price$48.43
1D+1.6%
AH$47.59$47.81$48.04$48.27$48.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPBJ
Sold putSold callAH

Invesco Food & Beverage ETF options

Live interpolated PBJ call and put midpoint premiums by absolute delta.Invesco Food & Beverage ETF$0.27$1.27$2.27$3.27$4.27$43.97$45.79$47.61$49.43$51.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PBJ spot · $48.43PBJ PRICE$0.40$0.38$0.41$0.50$0.58$0.68$0.79$0.90$1.01$1.13$1.25$1.38$1.51$0.38$0.42$0.54$0.69$0.83$0.97$1.10$1.24$1.46$1.69$2.06$3.35$3.98
PutsExpensive1.76×
CallsExpensive1.06×
SkewBearish+5.78 pp
Implied moveBearish±$1.89
TiltBearish26.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.0027.3%8.2%46.0224.0%5.7%
25Δ50.5319.3%5.1%46.8420.1%4.1%
30Δ49.8516.2%3.8%47.2719.7%3.5%
35Δ49.5215.7%3.3%47.6120.1%3.1%
40Δ49.1815.2%2.8%47.9520.6%2.7%
45Δ48.8914.8%2.3%48.2920.1%2.3%
50Δ48.6414.6%2.1%48.6319.5%1.9%
55Δ48.3914.3%1.8%48.9718.8%1.4%
60Δ48.1414.0%1.5%49.3218.8%1.2%
65Δ47.9113.6%1.3%49.6718.9%0.9%
70Δ47.7012.9%1.1%50.1420.1%0.7%
75Δ47.4912.2%0.9%51.4027.8%0.8%
80Δ47.2811.6%0.7%52.1628.5%0.5%

20Δ

Calls
Pseudo strike
52.00
IV
27.3%
B/E move
8.2%
Puts
Pseudo strike
46.02
IV
24.0%
B/E move
5.7%

25Δ

Calls
Pseudo strike
50.53
IV
19.3%
B/E move
5.1%
Puts
Pseudo strike
46.84
IV
20.1%
B/E move
4.1%

30Δ

Calls
Pseudo strike
49.85
IV
16.2%
B/E move
3.8%
Puts
Pseudo strike
47.27
IV
19.7%
B/E move
3.5%

35Δ

Calls
Pseudo strike
49.52
IV
15.7%
B/E move
3.3%
Puts
Pseudo strike
47.61
IV
20.1%
B/E move
3.1%

40Δ

Calls
Pseudo strike
49.18
IV
15.2%
B/E move
2.8%
Puts
Pseudo strike
47.95
IV
20.6%
B/E move
2.7%

45Δ

Calls
Pseudo strike
48.89
IV
14.8%
B/E move
2.3%
Puts
Pseudo strike
48.29
IV
20.1%
B/E move
2.3%

50Δ

Calls
Pseudo strike
48.64
IV
14.6%
B/E move
2.1%
Puts
Pseudo strike
48.63
IV
19.5%
B/E move
1.9%

55Δ

Calls
Pseudo strike
48.39
IV
14.3%
B/E move
1.8%
Puts
Pseudo strike
48.97
IV
18.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
48.14
IV
14.0%
B/E move
1.5%
Puts
Pseudo strike
49.32
IV
18.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
47.91
IV
13.6%
B/E move
1.3%
Puts
Pseudo strike
49.67
IV
18.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
47.70
IV
12.9%
B/E move
1.1%
Puts
Pseudo strike
50.14
IV
20.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
47.49
IV
12.2%
B/E move
0.9%
Puts
Pseudo strike
51.40
IV
27.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
47.28
IV
11.6%
B/E move
0.7%
Puts
Pseudo strike
52.16
IV
28.5%
B/E move
0.5%

Options history

No recorded observations