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Invesco CEF Income Composite ETF PCEF

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Market datapartial · fetched 2026-10-23T04:42:39.148Z

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 · 2026-10-23T00:00:00.178353714Z

FundamentalsAlpha Vantage · unavailable

Share price$19.08
1D-0.4%
AH$19.00$19.04$19.08$19.12$19.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPCEF
Sold putSold callAH

Invesco CEF Income Composite ETF options

Live interpolated PCEF call and put midpoint premiums by absolute delta.Invesco CEF Income Composite ETF$0.47$0.75$1.02$1.30$1.58$16.63$17.89$19.15$20.40$21.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PCEF spot · $19.08PCEF PRICE$0.50$0.50$0.50$0.50$0.53$0.58$0.62$0.67$0.74$0.81$0.88$0.95$1.02$0.50$0.51$0.53$0.55$0.58$0.60$0.67$0.75$0.82$0.89$0.96$1.05$1.50
PutsExpensive2.57×
CallsExpensive2.99×
SkewBullish-2.45 pp
Implied moveBearish±$1.30
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8094.5%32.6%16.3476.3%17.0%
25Δ22.2969.4%19.4%17.3159.5%11.9%
30Δ20.9553.2%12.4%18.0048.0%8.4%
35Δ20.2442.9%8.7%18.3442.4%6.8%
40Δ19.8337.4%6.7%18.6836.9%5.1%
45Δ19.5634.4%5.5%19.0131.5%3.5%
50Δ19.2931.4%4.4%19.1830.0%3.0%
55Δ19.0228.5%3.2%19.3428.4%2.5%
60Δ18.8726.7%2.8%19.5126.9%2.0%
65Δ18.7325.2%2.4%19.6825.3%1.5%
70Δ18.5923.6%2.0%19.8423.8%1.0%
75Δ18.4422.0%1.7%20.0322.6%0.5%
80Δ18.3020.5%1.3%20.5026.5%0.4%

20Δ

Calls
Pseudo strike
24.80
IV
94.5%
B/E move
32.6%
Puts
Pseudo strike
16.34
IV
76.3%
B/E move
17.0%

25Δ

Calls
Pseudo strike
22.29
IV
69.4%
B/E move
19.4%
Puts
Pseudo strike
17.31
IV
59.5%
B/E move
11.9%

30Δ

Calls
Pseudo strike
20.95
IV
53.2%
B/E move
12.4%
Puts
Pseudo strike
18.00
IV
48.0%
B/E move
8.4%

35Δ

Calls
Pseudo strike
20.24
IV
42.9%
B/E move
8.7%
Puts
Pseudo strike
18.34
IV
42.4%
B/E move
6.8%

40Δ

Calls
Pseudo strike
19.83
IV
37.4%
B/E move
6.7%
Puts
Pseudo strike
18.68
IV
36.9%
B/E move
5.1%

45Δ

Calls
Pseudo strike
19.56
IV
34.4%
B/E move
5.5%
Puts
Pseudo strike
19.01
IV
31.5%
B/E move
3.5%

50Δ

Calls
Pseudo strike
19.29
IV
31.4%
B/E move
4.4%
Puts
Pseudo strike
19.18
IV
30.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
19.02
IV
28.5%
B/E move
3.2%
Puts
Pseudo strike
19.34
IV
28.4%
B/E move
2.5%

60Δ

Calls
Pseudo strike
18.87
IV
26.7%
B/E move
2.8%
Puts
Pseudo strike
19.51
IV
26.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
18.73
IV
25.2%
B/E move
2.4%
Puts
Pseudo strike
19.68
IV
25.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
18.59
IV
23.6%
B/E move
2.0%
Puts
Pseudo strike
19.84
IV
23.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
18.44
IV
22.0%
B/E move
1.7%
Puts
Pseudo strike
20.03
IV
22.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
18.30
IV
20.5%
B/E move
1.3%
Puts
Pseudo strike
20.50
IV
26.5%
B/E move
0.4%

Options history

No recorded observations