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

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Market dataready · fetched 2026-10-22T23:54:31.706Z

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 · 2026-10-22T20:00:00.40263022Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:54:30.469520+00:00

Share price$99.84
1D-0.1%
AH$99.50$99.54$99.58$99.62$99.665:30 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$1.84$2.85$3.86$4.87$5.88$88.78$93.67$98.56$103.45$108.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PEZ spot · $99.84PEZ PRICE$2.11$2.30$2.45$2.50$2.61$2.87$3.49$4.09$4.47$4.81$1.95$2.12$2.30$2.48$2.52$2.60$2.89$3.35$3.70$4.65$5.59
PutsExpensive5.36×
CallsExpensive1.09×
SkewBearish+9.13 pp
Implied moveBearish±$5.39
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.5957.5%13.2%
25Δ92.4047.3%9.6%
30Δ95.0140.5%7.1%
35Δ104.4933.8%6.8%96.9035.5%5.4%
40Δ102.8930.4%5.3%98.3830.0%4.0%
45Δ101.4827.0%4.1%99.4726.1%3.0%
50Δ100.4623.4%3.1%100.4024.6%2.3%
55Δ99.6420.7%2.4%101.2624.5%1.9%
60Δ98.9019.6%1.9%102.0623.3%1.5%
65Δ98.0820.8%1.7%103.2524.6%1.2%
70Δ97.2321.2%1.5%104.4325.9%1.0%
75Δ96.5720.1%1.2%
80Δ95.9418.7%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.59
IV
57.5%
B/E move
13.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.40
IV
47.3%
B/E move
9.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
95.01
IV
40.5%
B/E move
7.1%

35Δ

Calls
Pseudo strike
104.49
IV
33.8%
B/E move
6.8%
Puts
Pseudo strike
96.90
IV
35.5%
B/E move
5.4%

40Δ

Calls
Pseudo strike
102.89
IV
30.4%
B/E move
5.3%
Puts
Pseudo strike
98.38
IV
30.0%
B/E move
4.0%

45Δ

Calls
Pseudo strike
101.48
IV
27.0%
B/E move
4.1%
Puts
Pseudo strike
99.47
IV
26.1%
B/E move
3.0%

50Δ

Calls
Pseudo strike
100.46
IV
23.4%
B/E move
3.1%
Puts
Pseudo strike
100.40
IV
24.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
99.64
IV
20.7%
B/E move
2.4%
Puts
Pseudo strike
101.26
IV
24.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
98.90
IV
19.6%
B/E move
1.9%
Puts
Pseudo strike
102.06
IV
23.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
98.08
IV
20.8%
B/E move
1.7%
Puts
Pseudo strike
103.25
IV
24.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
97.23
IV
21.2%
B/E move
1.5%
Puts
Pseudo strike
104.43
IV
25.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
96.57
IV
20.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
95.94
IV
18.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations