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Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Financial Momentum ETF PFI

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Market dataready · fetched 2026-11-11T14:25:39.254Z

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 · 2026-11-10T21:00:00.184678725Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:25:38.668703+00:00

Share price$58.99
1D+0.6%
AH$58.54$58.65$58.75$58.85$58.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFI
Sold putSold callAH

Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Financial Momentum ETF options

Live interpolated PFI call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Financial Momentum ETF$0.42$0.92$1.42$1.92$2.42$55.31$57.01$58.71$60.40$62.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFI spot · $58.99PFI PRICE$0.47$0.50$0.55$0.61$0.66$0.72$0.78$0.88$1.00$1.12$1.24$1.54$2.28$0.53$0.54$0.60$0.66$0.75$0.84$0.95$1.12$1.30$1.47$1.63$1.79$1.95
PutsCheap0.88×
CallsExpensive1.16×
SkewBearish+2.29 pp
Implied moveBearish±$1.73
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.0846.9%7.7%55.4848.5%6.8%
25Δ61.5736.7%5.2%56.7837.9%4.7%
30Δ60.7631.7%3.9%57.4932.9%3.6%
35Δ60.1828.3%3.0%58.0629.3%2.7%
40Δ59.7825.7%2.5%58.4127.7%2.3%
45Δ59.4523.5%2.0%58.7626.1%1.8%
50Δ59.1221.4%1.5%59.0925.0%1.4%
55Δ58.8620.3%1.3%59.3924.9%1.2%
60Δ58.6319.8%1.1%59.6924.8%1.0%
65Δ58.4019.3%0.9%59.9824.8%0.8%
70Δ58.1718.8%0.7%60.2523.6%0.6%
75Δ57.7920.3%0.6%60.5122.4%0.5%
80Δ57.0426.7%0.6%60.7721.2%0.3%

20Δ

Calls
Pseudo strike
63.08
IV
46.9%
B/E move
7.7%
Puts
Pseudo strike
55.48
IV
48.5%
B/E move
6.8%

25Δ

Calls
Pseudo strike
61.57
IV
36.7%
B/E move
5.2%
Puts
Pseudo strike
56.78
IV
37.9%
B/E move
4.7%

30Δ

Calls
Pseudo strike
60.76
IV
31.7%
B/E move
3.9%
Puts
Pseudo strike
57.49
IV
32.9%
B/E move
3.6%

35Δ

Calls
Pseudo strike
60.18
IV
28.3%
B/E move
3.0%
Puts
Pseudo strike
58.06
IV
29.3%
B/E move
2.7%

40Δ

Calls
Pseudo strike
59.78
IV
25.7%
B/E move
2.5%
Puts
Pseudo strike
58.41
IV
27.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
59.45
IV
23.5%
B/E move
2.0%
Puts
Pseudo strike
58.76
IV
26.1%
B/E move
1.8%

50Δ

Calls
Pseudo strike
59.12
IV
21.4%
B/E move
1.5%
Puts
Pseudo strike
59.09
IV
25.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
58.86
IV
20.3%
B/E move
1.3%
Puts
Pseudo strike
59.39
IV
24.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
58.63
IV
19.8%
B/E move
1.1%
Puts
Pseudo strike
59.69
IV
24.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
58.40
IV
19.3%
B/E move
0.9%
Puts
Pseudo strike
59.98
IV
24.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
58.17
IV
18.8%
B/E move
0.7%
Puts
Pseudo strike
60.25
IV
23.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
57.79
IV
20.3%
B/E move
0.6%
Puts
Pseudo strike
60.51
IV
22.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
57.04
IV
26.7%
B/E move
0.6%
Puts
Pseudo strike
60.77
IV
21.2%
B/E move
0.3%

Options history

IV · four-Friday blend21.32%
Daily EOD
PFI19.4%20.8%22.1%2026-10-19: 20.02%2026-10-20: 20.18%2026-10-21: 20.18%2026-10-22: 21.83%2026-10-23: 21.93%2026-10-26: 21.83%2026-10-27: 19.71%2026-10-28: 20.05%2026-10-29: 19.63%2026-10-30: 21.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.02%
20.18%
20.18%
21.83%
21.93%
21.83%
19.71%
20.05%
19.63%
21.32%