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Invesco CEF Income Composite ETF PCEF

i

Market dataready · fetched 2026-11-12T15:16:43.042Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T15:04:55.187235978Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:16:42.204689+00:00

Share price$19.06
1D-0.2%
$19.04$19.06$19.08$19.10$19.125:30 AM6:30 AM9:00 AM1:00 PMPCEF
Sold putSold call

Invesco CEF Income Composite ETF options

Live interpolated PCEF call and put midpoint premiums by absolute delta.Invesco CEF Income Composite ETF$0.74$1.02$1.30$1.58$1.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEPCEF PRICE$0.77$0.83$0.88$0.93$0.98$1.21$1.50$1.78
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ18.8825.4%3.1%
65Δ18.7623.4%2.8%
70Δ18.6421.4%2.4%20.0726.2%1.0%
75Δ18.5219.4%2.0%20.4127.0%0.8%
80Δ18.4017.5%1.7%20.7427.9%0.5%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
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
18.88
IV
25.4%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.76
IV
23.4%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
18.64
IV
21.4%
B/E move
2.4%
Puts
Pseudo strike
20.07
IV
26.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
18.52
IV
19.4%
B/E move
2.0%
Puts
Pseudo strike
20.41
IV
27.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
18.40
IV
17.5%
B/E move
1.7%
Puts
Pseudo strike
20.74
IV
27.9%
B/E move
0.5%

Options history

IV · four-Friday blend102.55%
Daily EOD
PCEF69.8%100.8%131.8%2026-10-23: 97.88%2026-10-28: 127.50%2026-10-29: 74.11%2026-10-30: 102.55%Oct 23Oct 28Oct 30
4 observations2026-10-23 — 2026-10-30
Table
DateIV (%)
97.88%
127.50%
74.11%
102.55%