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Invesco Exchange-Traded Fund Trust Invesco High Yield Equity Dividend Achievers ETF PEY

i

Market dataready · fetched 2026-11-13T01:08:21.427Z

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 · 2026-11-12T21:20:30.509632873Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:08:21.062210+00:00

Share price$24.75
1D-0.9%
AH$24.72$24.82$24.92$25.01$25.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPEY
Sold putSold callAH

Invesco Exchange-Traded Fund Trust Invesco High Yield Equity Dividend Achievers ETF options

Live interpolated PEY call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust Invesco High Yield Equity Dividend Achievers ETF$0.57$0.85$1.13$1.41$1.69$23.77$24.30$24.84$25.37$25.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ 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 P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PEY spot · $24.75PEY PRICE$0.60$0.60$0.60$0.63$0.66$0.73$0.83$0.92$1.01$1.12$1.36$1.61$0.60$0.60$0.60$0.60$0.64$0.68$0.72
Puts——
Calls——
Skew——
Implied moveBalanced±$1.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.36135.5%16.1%
25Δ28.40121.4%17.2%22.59103.9%11.2%
30Δ27.1096.7%11.9%23.3683.3%8.0%
35Δ26.0074.6%7.5%23.9766.8%5.6%
40Δ25.5866.0%5.9%24.2560.3%4.6%
45Δ25.1657.3%4.4%24.5154.4%3.7%
50Δ24.8752.7%3.4%24.7748.6%2.8%
55Δ24.6550.8%2.9%
60Δ24.4348.8%2.4%
65Δ24.2146.8%1.9%
70Δ23.9845.1%1.4%
75Δ23.6746.0%1.1%
80Δ23.3746.9%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.36
IV
135.5%
B/E move
16.1%

25Δ

Calls
Pseudo strike
28.40
IV
121.4%
B/E move
17.2%
Puts
Pseudo strike
22.59
IV
103.9%
B/E move
11.2%

30Δ

Calls
Pseudo strike
27.10
IV
96.7%
B/E move
11.9%
Puts
Pseudo strike
23.36
IV
83.3%
B/E move
8.0%

35Δ

Calls
Pseudo strike
26.00
IV
74.6%
B/E move
7.5%
Puts
Pseudo strike
23.97
IV
66.8%
B/E move
5.6%

40Δ

Calls
Pseudo strike
25.58
IV
66.0%
B/E move
5.9%
Puts
Pseudo strike
24.25
IV
60.3%
B/E move
4.6%

45Δ

Calls
Pseudo strike
25.16
IV
57.3%
B/E move
4.4%
Puts
Pseudo strike
24.51
IV
54.4%
B/E move
3.7%

50Δ

Calls
Pseudo strike
24.87
IV
52.7%
B/E move
3.4%
Puts
Pseudo strike
24.77
IV
48.6%
B/E move
2.8%

55Δ

Calls
Pseudo strike
24.65
IV
50.8%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.43
IV
48.8%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.21
IV
46.8%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.98
IV
45.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.67
IV
46.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.37
IV
46.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend34.62%
Daily EOD
PEY24.9%30.4%35.8%2026-10-19: 28.99%2026-10-20: 28.43%2026-10-21: 29.26%2026-10-22: 25.65%2026-10-23: 26.62%2026-10-26: 34.51%2026-10-27: 35.07%2026-10-28: 35.01%2026-10-29: 34.34%2026-10-30: 34.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.99%
28.43%
29.26%
25.65%
26.62%
34.51%
35.07%
35.01%
34.34%
34.62%