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Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Momentum ETF PDP

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Market dataready · fetched 2026-11-12T00:50:10.784Z

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: 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 · 2026-11-11T21:00:00.093539375Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:50:10.962249+00:00

Share price$131.64
1D+0.1%
AH$130.83$131.27$131.71$132.14$132.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPDP
Sold putSold callAH

Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Momentum ETF options

Live interpolated PDP call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Momentum ETF$1.11$2.60$4.09$5.58$7.07$121.75$126.27$130.78$135.30$139.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive PDP spot · $131.64PDP PRICE$1.27$1.34$1.52$1.67$1.85$2.09$2.50$3.04$3.47$3.95$4.45$6.64$1.39$1.55$1.77$2.06$2.13$2.28$3.02$3.56$4.67
Puts——
Calls——
Skew——
Implied moveBullish±$4.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ142.8158.2%9.5%122.5458.5%8.0%
25Δ138.6145.6%6.3%125.5349.0%5.8%
30Δ136.4640.2%4.8%
35Δ134.8635.7%3.7%129.2035.4%3.2%
40Δ133.6832.6%3.0%130.1734.0%2.7%
45Δ132.7230.7%2.4%131.1429.8%2.0%
50Δ131.9231.2%2.1%131.8927.2%1.5%
55Δ131.0932.7%1.9%132.7430.3%1.5%
60Δ130.2632.2%1.6%133.5530.9%1.3%
65Δ129.4131.8%1.3%
70Δ128.5831.2%1.1%
75Δ
80Δ125.9635.3%0.7%135.9222.9%0.3%

20Δ

Calls
Pseudo strike
142.81
IV
58.2%
B/E move
9.5%
Puts
Pseudo strike
122.54
IV
58.5%
B/E move
8.0%

25Δ

Calls
Pseudo strike
138.61
IV
45.6%
B/E move
6.3%
Puts
Pseudo strike
125.53
IV
49.0%
B/E move
5.8%

30Δ

Calls
Pseudo strike
136.46
IV
40.2%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
134.86
IV
35.7%
B/E move
3.7%
Puts
Pseudo strike
129.20
IV
35.4%
B/E move
3.2%

40Δ

Calls
Pseudo strike
133.68
IV
32.6%
B/E move
3.0%
Puts
Pseudo strike
130.17
IV
34.0%
B/E move
2.7%

45Δ

Calls
Pseudo strike
132.72
IV
30.7%
B/E move
2.4%
Puts
Pseudo strike
131.14
IV
29.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
131.92
IV
31.2%
B/E move
2.1%
Puts
Pseudo strike
131.89
IV
27.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
131.09
IV
32.7%
B/E move
1.9%
Puts
Pseudo strike
132.74
IV
30.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
130.26
IV
32.2%
B/E move
1.6%
Puts
Pseudo strike
133.55
IV
30.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
129.41
IV
31.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
128.58
IV
31.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

Calls
Pseudo strike
125.96
IV
35.3%
B/E move
0.7%
Puts
Pseudo strike
135.92
IV
22.9%
B/E move
0.3%

Options history

IV · four-Friday blend31.04%
Daily EOD
PDP25.4%28.4%31.5%2026-10-19: 27.02%2026-10-20: 26.47%2026-10-21: 25.84%2026-10-22: 27.85%2026-10-23: 28.29%2026-10-26: 27.62%2026-10-27: 27.45%2026-10-28: 26.77%2026-10-29: 26.79%2026-10-30: 31.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.02%
26.47%
25.84%
27.85%
28.29%
27.62%
27.45%
26.77%
26.79%
31.04%