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

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Market dataready · fetched 2026-10-22T20:50:02.086Z

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 · 2026-10-22T20:00:00.344503018Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:50:00.594854+00:00

Share price$58.31
1D+0.4%
AH$57.80$58.02$58.24$58.46$58.685:30 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$0.46$1.20$1.93$2.66$3.40$53.85$56.30$58.75$61.20$63.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFI spot · $58.31PFI PRICE$0.54$0.66$0.88$1.14$1.44$1.52$1.52$1.51$1.71$2.12$3.18$0.71$0.79$0.88$1.00$1.16$1.35$1.54$1.79$2.04
PutsFair1.02×
CallsExpensive1.42×
SkewBullish-5.33 pp
Implied moveBullish±$2.87
TiltBullish18.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.2330.9%9.4%
25Δ61.8627.6%7.2%55.6328.1%5.8%
30Δ61.2929.1%6.6%56.5424.5%4.4%
35Δ60.7130.6%6.1%57.2222.0%3.4%
40Δ60.1232.2%5.6%57.7120.7%2.7%
45Δ59.3328.7%4.3%58.1719.9%2.2%
50Δ58.7124.5%3.3%58.5819.7%1.9%
55Δ58.2320.7%2.4%58.9919.5%1.5%
60Δ57.7319.8%1.9%59.4019.3%1.2%
65Δ57.2221.4%1.8%59.8119.1%0.9%
70Δ56.2328.6%1.9%
75Δ
80Δ

20Δ

Calls
Pseudo strike
63.23
IV
30.9%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
61.86
IV
27.6%
B/E move
7.2%
Puts
Pseudo strike
55.63
IV
28.1%
B/E move
5.8%

30Δ

Calls
Pseudo strike
61.29
IV
29.1%
B/E move
6.6%
Puts
Pseudo strike
56.54
IV
24.5%
B/E move
4.4%

35Δ

Calls
Pseudo strike
60.71
IV
30.6%
B/E move
6.1%
Puts
Pseudo strike
57.22
IV
22.0%
B/E move
3.4%

40Δ

Calls
Pseudo strike
60.12
IV
32.2%
B/E move
5.6%
Puts
Pseudo strike
57.71
IV
20.7%
B/E move
2.7%

45Δ

Calls
Pseudo strike
59.33
IV
28.7%
B/E move
4.3%
Puts
Pseudo strike
58.17
IV
19.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
58.71
IV
24.5%
B/E move
3.3%
Puts
Pseudo strike
58.58
IV
19.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
58.23
IV
20.7%
B/E move
2.4%
Puts
Pseudo strike
58.99
IV
19.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
57.73
IV
19.8%
B/E move
1.9%
Puts
Pseudo strike
59.40
IV
19.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
57.22
IV
21.4%
B/E move
1.8%
Puts
Pseudo strike
59.81
IV
19.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
56.23
IV
28.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

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

Options history

No recorded observations