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

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Market dataready · fetched 2026-10-24T04:27:00.122Z

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 · 2026-10-23T21:17:09.207160365Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:27:00.389244+00:00

Share price$24.28
1D+0.0%
AH$23.94$24.04$24.13$24.22$24.325:30 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$0.44$0.75$1.05$1.35$1.66$21.34$22.76$24.17$25.59$27.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PEY spot · $24.28PEY PRICE$0.47$0.55$0.55$0.56$0.57$0.63$0.68$0.74$0.79$0.87$0.94$1.02$1.09$0.55$0.58$0.60$0.65$0.71$0.76$0.81$0.87$0.92$0.97$1.27$1.57
PutsExpensive1.62×
CallsExpensive1.68×
SkewBearish+3.08 pp
Implied moveBearish±$1.50
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.6665.0%20.0%21.1668.1%15.1%
25Δ27.7160.6%16.4%22.2454.5%10.8%
30Δ26.3647.0%10.8%23.0244.3%7.7%
35Δ25.5838.4%7.7%23.4339.9%6.2%
40Δ25.0031.7%5.3%23.8535.4%4.7%
45Δ24.7629.5%4.6%24.1432.2%3.7%
50Δ24.5127.4%3.8%24.3529.7%3.0%
55Δ24.2725.2%3.0%24.5627.3%2.4%
60Δ24.0323.1%2.2%24.7824.9%1.7%
65Δ23.8721.5%1.9%24.9922.4%1.1%
70Δ23.7220.0%1.6%25.3324.2%0.9%
75Δ23.5718.5%1.3%25.6826.1%0.7%
80Δ23.4217.0%1.0%

20Δ

Calls
Pseudo strike
28.66
IV
65.0%
B/E move
20.0%
Puts
Pseudo strike
21.16
IV
68.1%
B/E move
15.1%

25Δ

Calls
Pseudo strike
27.71
IV
60.6%
B/E move
16.4%
Puts
Pseudo strike
22.24
IV
54.5%
B/E move
10.8%

30Δ

Calls
Pseudo strike
26.36
IV
47.0%
B/E move
10.8%
Puts
Pseudo strike
23.02
IV
44.3%
B/E move
7.7%

35Δ

Calls
Pseudo strike
25.58
IV
38.4%
B/E move
7.7%
Puts
Pseudo strike
23.43
IV
39.9%
B/E move
6.2%

40Δ

Calls
Pseudo strike
25.00
IV
31.7%
B/E move
5.3%
Puts
Pseudo strike
23.85
IV
35.4%
B/E move
4.7%

45Δ

Calls
Pseudo strike
24.76
IV
29.5%
B/E move
4.6%
Puts
Pseudo strike
24.14
IV
32.2%
B/E move
3.7%

50Δ

Calls
Pseudo strike
24.51
IV
27.4%
B/E move
3.8%
Puts
Pseudo strike
24.35
IV
29.7%
B/E move
3.0%

55Δ

Calls
Pseudo strike
24.27
IV
25.2%
B/E move
3.0%
Puts
Pseudo strike
24.56
IV
27.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
24.03
IV
23.1%
B/E move
2.2%
Puts
Pseudo strike
24.78
IV
24.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
23.87
IV
21.5%
B/E move
1.9%
Puts
Pseudo strike
24.99
IV
22.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
23.72
IV
20.0%
B/E move
1.6%
Puts
Pseudo strike
25.33
IV
24.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
23.57
IV
18.5%
B/E move
1.3%
Puts
Pseudo strike
25.68
IV
26.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
23.42
IV
17.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations