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Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Cyclicals Momentum ETF PEZ

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Market dataready · fetched 2026-11-12T02:56:16.766Z

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 · 2026-11-11T21:00:00.389793781Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:56:16.452651+00:00

Share price$102.90
1D+0.3%
AH$102.20$102.31$102.41$102.52$102.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPEZ
Sold putSold callAH

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

Live interpolated PEZ call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Cyclicals Momentum ETF$1.55$2.45$3.36$4.26$5.16$95.34$97.43$99.52$101.62$103.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PEZ spot · $102.90PEZ PRICE$1.65$1.73$1.80$1.87$2.06$2.24$2.41$2.46$2.51$2.66$2.97$1.65$1.70$1.75$1.82$1.96$2.11$2.25$2.47$2.73$3.02$3.55$4.11$4.90
Puts——
Calls——
Skew——
Implied moveBearish±$4.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.8186.9%11.4%
25Δ96.4867.9%7.9%
30Δ108.3257.0%6.9%98.8555.2%5.6%
35Δ106.3348.2%5.0%100.4246.7%4.2%
40Δ104.9141.2%3.7%101.5341.6%3.2%
45Δ103.9035.9%2.8%102.4037.8%2.5%
50Δ103.1633.5%2.3%103.1434.2%2.0%
55Δ102.5331.2%1.8%103.7631.9%1.6%
60Δ101.9629.0%1.4%104.3630.3%1.2%
65Δ101.6025.8%1.1%104.9429.1%1.0%
70Δ101.2422.7%0.8%105.6629.5%0.8%
75Δ100.8420.4%0.6%106.4129.6%0.6%
80Δ100.3919.6%0.5%107.3730.4%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.81
IV
86.9%
B/E move
11.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.48
IV
67.9%
B/E move
7.9%

30Δ

Calls
Pseudo strike
108.32
IV
57.0%
B/E move
6.9%
Puts
Pseudo strike
98.85
IV
55.2%
B/E move
5.6%

35Δ

Calls
Pseudo strike
106.33
IV
48.2%
B/E move
5.0%
Puts
Pseudo strike
100.42
IV
46.7%
B/E move
4.2%

40Δ

Calls
Pseudo strike
104.91
IV
41.2%
B/E move
3.7%
Puts
Pseudo strike
101.53
IV
41.6%
B/E move
3.2%

45Δ

Calls
Pseudo strike
103.90
IV
35.9%
B/E move
2.8%
Puts
Pseudo strike
102.40
IV
37.8%
B/E move
2.5%

50Δ

Calls
Pseudo strike
103.16
IV
33.5%
B/E move
2.3%
Puts
Pseudo strike
103.14
IV
34.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
102.53
IV
31.2%
B/E move
1.8%
Puts
Pseudo strike
103.76
IV
31.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
101.96
IV
29.0%
B/E move
1.4%
Puts
Pseudo strike
104.36
IV
30.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
101.60
IV
25.8%
B/E move
1.1%
Puts
Pseudo strike
104.94
IV
29.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
101.24
IV
22.7%
B/E move
0.8%
Puts
Pseudo strike
105.66
IV
29.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
100.84
IV
20.4%
B/E move
0.6%
Puts
Pseudo strike
106.41
IV
29.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
100.39
IV
19.6%
B/E move
0.5%
Puts
Pseudo strike
107.37
IV
30.4%
B/E move
0.4%

Options history

IV · four-Friday blend23.55%
Daily EOD
PEZ21.6%22.6%23.7%2026-10-19: 21.86%2026-10-20: 21.86%2026-10-21: 21.72%2026-10-22: 22.27%2026-10-23: 22.52%2026-10-26: 23.17%2026-10-27: 22.34%2026-10-28: 22.56%2026-10-29: 23.02%2026-10-30: 23.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.86%
21.86%
21.72%
22.27%
22.52%
23.17%
22.34%
22.56%
23.02%
23.55%