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Invesco S and P 500 BuyWrite ETF PBP

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Market dataready · fetched 2026-10-22T23:45:07.685Z

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 · 2026-10-22T22:30:05.798330512Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:45:05.622468+00:00

Share price$23.16
1D-0.3%
AH$23.09$23.13$23.17$23.20$23.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPBP
Sold putSold callAH

Invesco S and P 500 BuyWrite ETF options

Live interpolated PBP call and put midpoint premiums by absolute delta.Invesco S and P 500 BuyWrite ETF$0.38$0.78$1.17$1.56$1.96$20.62$21.90$23.18$24.46$25.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PBP spot · $23.16PBP PRICE$0.42$0.42$0.42$0.42$0.47$0.52$0.57$0.62$0.68$0.78$0.88$0.98$1.07$0.42$0.44$0.46$0.49$0.51$0.56$0.62$0.68$0.75$0.81$0.87$1.08$1.84
PutsCheap0.89×
CallsCheap0.88×
SkewBullish-0.39 pp
Implied moveBearish±$1.19
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.4863.7%20.5%20.6354.8%12.7%
25Δ25.7747.9%13.1%21.5343.3%8.9%
30Δ24.9438.7%9.5%22.1235.7%6.5%
35Δ24.1229.4%6.0%22.4731.4%5.1%
40Δ23.8126.6%4.8%22.8227.0%3.7%
45Δ23.5924.8%4.1%23.0824.1%2.8%
50Δ23.3723.1%3.4%23.2322.9%2.3%
55Δ23.1521.3%2.6%23.3921.7%1.9%
60Δ22.9519.9%2.0%23.5520.5%1.5%
65Δ22.7919.1%1.8%23.7119.3%1.1%
70Δ22.6418.3%1.5%23.8718.0%0.7%
75Δ22.4817.6%1.3%24.1518.4%0.4%
80Δ22.3216.8%1.0%24.9325.0%0.3%

20Δ

Calls
Pseudo strike
27.48
IV
63.7%
B/E move
20.5%
Puts
Pseudo strike
20.63
IV
54.8%
B/E move
12.7%

25Δ

Calls
Pseudo strike
25.77
IV
47.9%
B/E move
13.1%
Puts
Pseudo strike
21.53
IV
43.3%
B/E move
8.9%

30Δ

Calls
Pseudo strike
24.94
IV
38.7%
B/E move
9.5%
Puts
Pseudo strike
22.12
IV
35.7%
B/E move
6.5%

35Δ

Calls
Pseudo strike
24.12
IV
29.4%
B/E move
6.0%
Puts
Pseudo strike
22.47
IV
31.4%
B/E move
5.1%

40Δ

Calls
Pseudo strike
23.81
IV
26.6%
B/E move
4.8%
Puts
Pseudo strike
22.82
IV
27.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
23.59
IV
24.8%
B/E move
4.1%
Puts
Pseudo strike
23.08
IV
24.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
23.37
IV
23.1%
B/E move
3.4%
Puts
Pseudo strike
23.23
IV
22.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
23.15
IV
21.3%
B/E move
2.6%
Puts
Pseudo strike
23.39
IV
21.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
22.95
IV
19.9%
B/E move
2.0%
Puts
Pseudo strike
23.55
IV
20.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
22.79
IV
19.1%
B/E move
1.8%
Puts
Pseudo strike
23.71
IV
19.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
22.64
IV
18.3%
B/E move
1.5%
Puts
Pseudo strike
23.87
IV
18.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
22.48
IV
17.6%
B/E move
1.3%
Puts
Pseudo strike
24.15
IV
18.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
22.32
IV
16.8%
B/E move
1.0%
Puts
Pseudo strike
24.93
IV
25.0%
B/E move
0.3%

Options history

No recorded observations