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Invesco Leisure and Entertainment ETF PEJ

i

Market dataready · fetched 2026-11-11T15:55:12.948Z

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 · 2026-11-11T15:51:59.284065463Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:55:12.486043+00:00

Share price$67.65
1D+0.3%
$67.42$67.56$67.71$67.85$67.995:30 AM6:30 AM9:00 AM1:00 PMPEJ
Sold putSold call

Invesco Leisure and Entertainment ETF options

Live interpolated PEJ call and put midpoint premiums by absolute delta.Invesco Leisure and Entertainment ETF$0.61$0.94$1.27$1.61$1.94$63.71$65.68$67.65$69.62$71.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PEJ spot · $67.64PEJ PRICE$0.65$0.69$0.74$0.83$0.93$1.02$1.12$1.21$1.33$1.48$1.63$1.78$0.68$0.73$0.78$0.83$0.88$0.97$1.06$1.15$1.23$1.32$1.41$1.50$1.84
PutsExpensive1.13×
Calls——
Skew——
Implied moveBalanced±$2.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.6058.1%8.5%
25Δ71.1442.5%6.1%63.7250.5%6.9%
30Δ69.8434.7%4.3%64.8442.9%5.3%
35Δ69.0830.3%3.2%65.9635.3%3.7%
40Δ68.6828.3%2.8%67.0228.1%2.2%
45Δ68.3226.7%2.4%67.2926.5%2.0%
50Δ67.9625.1%2.0%67.5624.9%1.7%
55Δ67.6023.5%1.6%67.8323.3%1.4%
60Δ67.2421.8%1.2%68.1021.6%1.1%
65Δ66.9120.5%0.9%68.3820.0%0.9%
70Δ66.6619.6%0.7%68.6518.4%0.6%
75Δ66.4118.7%0.6%68.9216.8%0.3%
80Δ66.1617.8%0.4%69.3517.3%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.60
IV
58.1%
B/E move
8.5%

25Δ

Calls
Pseudo strike
71.14
IV
42.5%
B/E move
6.1%
Puts
Pseudo strike
63.72
IV
50.5%
B/E move
6.9%

30Δ

Calls
Pseudo strike
69.84
IV
34.7%
B/E move
4.3%
Puts
Pseudo strike
64.84
IV
42.9%
B/E move
5.3%

35Δ

Calls
Pseudo strike
69.08
IV
30.3%
B/E move
3.2%
Puts
Pseudo strike
65.96
IV
35.3%
B/E move
3.7%

40Δ

Calls
Pseudo strike
68.68
IV
28.3%
B/E move
2.8%
Puts
Pseudo strike
67.02
IV
28.1%
B/E move
2.2%

45Δ

Calls
Pseudo strike
68.32
IV
26.7%
B/E move
2.4%
Puts
Pseudo strike
67.29
IV
26.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
67.96
IV
25.1%
B/E move
2.0%
Puts
Pseudo strike
67.56
IV
24.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
67.60
IV
23.5%
B/E move
1.6%
Puts
Pseudo strike
67.83
IV
23.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
67.24
IV
21.8%
B/E move
1.2%
Puts
Pseudo strike
68.10
IV
21.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
66.91
IV
20.5%
B/E move
0.9%
Puts
Pseudo strike
68.38
IV
20.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
66.66
IV
19.6%
B/E move
0.7%
Puts
Pseudo strike
68.65
IV
18.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
66.41
IV
18.7%
B/E move
0.6%
Puts
Pseudo strike
68.92
IV
16.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
66.16
IV
17.8%
B/E move
0.4%
Puts
Pseudo strike
69.35
IV
17.3%
B/E move
0.2%

Options history

IV · four-Friday blend21.34%
Daily EOD
PEJ20.4%21.1%21.7%2026-10-19: 21.28%2026-10-20: 21.01%2026-10-21: 20.50%2026-10-22: 20.77%2026-10-23: 21.61%2026-10-26: 21.23%2026-10-27: 20.81%2026-10-28: 21.03%2026-10-29: 20.80%2026-10-30: 21.34%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.28%
21.01%
20.50%
20.77%
21.61%
21.23%
20.81%
21.03%
20.80%
21.34%