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

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Market datapartial · fetched 2026-10-22T18:42:58.299Z

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 · 2026-10-21T20:00:00.28274283Z

FundamentalsAlpha Vantage · unavailable

Share price$99.39
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$3.01$3.90$4.79$5.68$6.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPEZ PRICE$3.27$3.82$4.37$4.99$5.74$3.11$4.00$5.16$6.32
PutsExpensive4.23×
CallsFair1.04×
SkewBearish+3.36 pp
Implied move——
TiltBullish8.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ100.7222.8%1.8%
60Δ98.2822.1%2.2%101.8724.2%1.5%
65Δ97.4322.3%1.9%103.2126.7%1.3%
70Δ96.5822.5%1.6%104.5629.1%1.2%
75Δ95.6822.6%1.3%
80Δ94.6822.4%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.72
IV
22.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
98.28
IV
22.1%
B/E move
2.2%
Puts
Pseudo strike
101.87
IV
24.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
97.43
IV
22.3%
B/E move
1.9%
Puts
Pseudo strike
103.21
IV
26.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
96.58
IV
22.5%
B/E move
1.6%
Puts
Pseudo strike
104.56
IV
29.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
95.68
IV
22.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
94.68
IV
22.4%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations