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Invesco Emerging Markets Sovereign Debt ETF PCY

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Market dataready · fetched 2026-10-23T04:07:23.158Z

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 · 2026-10-23T00:00:00.178480029Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:07:22.774345+00:00

Share price$20.25
1D+0.8%
AH$20.08$20.12$20.17$20.22$20.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPCY
Sold putSold callAH

Invesco Emerging Markets Sovereign Debt ETF options

Live interpolated PCY call and put midpoint premiums by absolute delta.Invesco Emerging Markets Sovereign Debt ETF$0.37$0.66$0.96$1.25$1.54$18.22$19.25$20.28$21.31$22.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PCY spot · $20.25PCY PRICE$0.40$0.40$0.40$0.40$0.43$0.47$0.50$0.54$0.58$0.65$0.76$0.87$0.98$0.40$0.40$0.42$0.45$0.47$0.52$0.56$0.61$0.65$0.70$0.74$0.79$1.46
PutsExpensive2.55×
CallsExpensive3.05×
SkewBullish-0.99 pp
Implied moveBearish±$1.07
TiltBearish5.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.4069.2%22.5%17.9458.4%13.4%
25Δ22.7652.2%14.4%18.7945.0%9.2%
30Δ21.9842.2%10.5%19.2637.9%6.9%
35Δ21.2032.3%6.7%19.6233.0%5.3%
40Δ20.8628.2%5.1%19.9828.0%3.7%
45Δ20.6726.2%4.4%20.1326.2%3.1%
50Δ20.4924.1%3.6%20.2724.5%2.7%
55Δ20.3022.0%2.9%20.4122.9%2.2%
60Δ20.1119.9%2.2%20.5521.3%1.8%
65Δ19.9318.5%1.6%20.6919.6%1.3%
70Δ19.7717.9%1.4%20.8318.0%0.8%
75Δ19.6117.3%1.1%20.9716.3%0.4%
80Δ19.4416.8%0.8%21.6622.8%0.2%

20Δ

Calls
Pseudo strike
24.40
IV
69.2%
B/E move
22.5%
Puts
Pseudo strike
17.94
IV
58.4%
B/E move
13.4%

25Δ

Calls
Pseudo strike
22.76
IV
52.2%
B/E move
14.4%
Puts
Pseudo strike
18.79
IV
45.0%
B/E move
9.2%

30Δ

Calls
Pseudo strike
21.98
IV
42.2%
B/E move
10.5%
Puts
Pseudo strike
19.26
IV
37.9%
B/E move
6.9%

35Δ

Calls
Pseudo strike
21.20
IV
32.3%
B/E move
6.7%
Puts
Pseudo strike
19.62
IV
33.0%
B/E move
5.3%

40Δ

Calls
Pseudo strike
20.86
IV
28.2%
B/E move
5.1%
Puts
Pseudo strike
19.98
IV
28.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
20.67
IV
26.2%
B/E move
4.4%
Puts
Pseudo strike
20.13
IV
26.2%
B/E move
3.1%

50Δ

Calls
Pseudo strike
20.49
IV
24.1%
B/E move
3.6%
Puts
Pseudo strike
20.27
IV
24.5%
B/E move
2.7%

55Δ

Calls
Pseudo strike
20.30
IV
22.0%
B/E move
2.9%
Puts
Pseudo strike
20.41
IV
22.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
20.11
IV
19.9%
B/E move
2.2%
Puts
Pseudo strike
20.55
IV
21.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
19.93
IV
18.5%
B/E move
1.6%
Puts
Pseudo strike
20.69
IV
19.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
19.77
IV
17.9%
B/E move
1.4%
Puts
Pseudo strike
20.83
IV
18.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
19.61
IV
17.3%
B/E move
1.1%
Puts
Pseudo strike
20.97
IV
16.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
19.44
IV
16.8%
B/E move
0.8%
Puts
Pseudo strike
21.66
IV
22.8%
B/E move
0.2%

Options history

No recorded observations