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Invesco Leisure and Entertainment ETF PEJ

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Market dataready · fetched 2026-10-24T04:29:42.584Z

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 · 2026-10-24T00:00:00.006399753Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:29:42.575177+00:00

Share price$65.14
1D-0.8%
AH$64.81$65.04$65.27$65.50$65.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPEJ
Sold putSold callAH

Invesco Leisure and Entertainment ETF options

Live interpolated PEJ call and put midpoint premiums by absolute delta.Invesco Leisure and Entertainment ETF$0.78$1.67$2.57$3.46$4.35$59.20$62.07$64.93$67.79$70.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PEJ spot · $65.14PEJ PRICE$0.88$0.95$1.07$1.18$1.28$1.50$1.72$2.03$2.35$2.81$3.34$3.95$0.92$1.03$1.14$1.24$1.36$1.51$1.73$1.96$2.29$2.63$3.04$3.51$4.10
PutsExpensive1.52×
CallsExpensive1.33×
SkewBearish+2.37 pp
Implied moveBearish±$3.23
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.4943.6%10.1%
25Δ69.9734.3%8.8%61.3636.6%7.4%
30Δ68.4029.0%6.5%62.6431.9%5.6%
35Δ67.4326.5%5.2%63.6028.1%4.3%
40Δ66.6524.0%4.1%64.3325.6%3.3%
45Δ65.9821.9%3.3%64.9324.1%2.6%
50Δ65.4721.8%2.8%65.4523.4%2.2%
55Δ64.9621.7%2.4%65.9722.8%1.7%
60Δ64.4521.9%2.1%66.5022.8%1.4%
65Δ63.9422.2%1.8%67.0422.8%1.1%
70Δ63.3223.1%1.5%67.6322.7%0.8%
75Δ62.6323.9%1.3%68.2622.8%0.6%
80Δ61.8724.7%1.1%68.9923.0%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.49
IV
43.6%
B/E move
10.1%

25Δ

Calls
Pseudo strike
69.97
IV
34.3%
B/E move
8.8%
Puts
Pseudo strike
61.36
IV
36.6%
B/E move
7.4%

30Δ

Calls
Pseudo strike
68.40
IV
29.0%
B/E move
6.5%
Puts
Pseudo strike
62.64
IV
31.9%
B/E move
5.6%

35Δ

Calls
Pseudo strike
67.43
IV
26.5%
B/E move
5.2%
Puts
Pseudo strike
63.60
IV
28.1%
B/E move
4.3%

40Δ

Calls
Pseudo strike
66.65
IV
24.0%
B/E move
4.1%
Puts
Pseudo strike
64.33
IV
25.6%
B/E move
3.3%

45Δ

Calls
Pseudo strike
65.98
IV
21.9%
B/E move
3.3%
Puts
Pseudo strike
64.93
IV
24.1%
B/E move
2.6%

50Δ

Calls
Pseudo strike
65.47
IV
21.8%
B/E move
2.8%
Puts
Pseudo strike
65.45
IV
23.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
64.96
IV
21.7%
B/E move
2.4%
Puts
Pseudo strike
65.97
IV
22.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
64.45
IV
21.9%
B/E move
2.1%
Puts
Pseudo strike
66.50
IV
22.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
63.94
IV
22.2%
B/E move
1.8%
Puts
Pseudo strike
67.04
IV
22.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
63.32
IV
23.1%
B/E move
1.5%
Puts
Pseudo strike
67.63
IV
22.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
62.63
IV
23.9%
B/E move
1.3%
Puts
Pseudo strike
68.26
IV
22.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
61.87
IV
24.7%
B/E move
1.1%
Puts
Pseudo strike
68.99
IV
23.0%
B/E move
0.4%

Options history

No recorded observations