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Invesco Financial Preferred ETF PGF

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Market datapartial · fetched 2026-10-22T23:23:54.518Z

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 · 2026-10-22T22:30:00.002378251Z

FundamentalsAlpha Vantage · unavailable

Share price$12.58
1D+0.2%
AH$12.52$12.54$12.56$12.58$12.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPGF
Sold putSold callAH

Invesco Financial Preferred ETF options

Live interpolated PGF call and put midpoint premiums by absolute delta.Invesco Financial Preferred ETF$0.37$0.61$0.85$1.09$1.32$10.65$11.67$12.70$13.72$14.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PGF spot · $12.58PGF PRICE$0.40$0.40$0.40$0.40$0.40$0.47$0.58$0.70$0.81$0.92$1.03$1.14$1.25$0.40$0.40$0.40$0.42$0.45$0.49$0.53$0.57$0.61$0.70$0.84$0.99$1.14
PutsExpensive3.63×
CallsExpensive4.66×
SkewBullish-6.54 pp
Implied moveBullish±$1.11
TiltBullish5.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.64117.6%43.4%10.4891.1%19.8%
25Δ15.3185.4%24.9%11.2270.5%14.0%
30Δ14.1765.7%15.8%11.7156.6%10.1%
35Δ13.6253.8%11.5%12.0747.0%7.4%
40Δ13.1643.4%7.8%12.2443.7%6.3%
45Δ12.8839.0%6.1%12.4140.4%5.3%
50Δ12.6938.0%5.5%12.5737.1%4.3%
55Δ12.5137.0%5.0%12.7433.8%3.2%
60Δ12.3236.0%4.4%12.9130.5%2.2%
65Δ12.1335.0%3.8%13.0928.7%1.5%
70Δ11.9534.0%3.2%13.2728.6%1.2%
75Δ11.7633.0%2.6%13.4628.6%0.9%
80Δ11.5832.0%2.0%13.6528.5%0.6%

20Δ

Calls
Pseudo strike
17.64
IV
117.6%
B/E move
43.4%
Puts
Pseudo strike
10.48
IV
91.1%
B/E move
19.8%

25Δ

Calls
Pseudo strike
15.31
IV
85.4%
B/E move
24.9%
Puts
Pseudo strike
11.22
IV
70.5%
B/E move
14.0%

30Δ

Calls
Pseudo strike
14.17
IV
65.7%
B/E move
15.8%
Puts
Pseudo strike
11.71
IV
56.6%
B/E move
10.1%

35Δ

Calls
Pseudo strike
13.62
IV
53.8%
B/E move
11.5%
Puts
Pseudo strike
12.07
IV
47.0%
B/E move
7.4%

40Δ

Calls
Pseudo strike
13.16
IV
43.4%
B/E move
7.8%
Puts
Pseudo strike
12.24
IV
43.7%
B/E move
6.3%

45Δ

Calls
Pseudo strike
12.88
IV
39.0%
B/E move
6.1%
Puts
Pseudo strike
12.41
IV
40.4%
B/E move
5.3%

50Δ

Calls
Pseudo strike
12.69
IV
38.0%
B/E move
5.5%
Puts
Pseudo strike
12.57
IV
37.1%
B/E move
4.3%

55Δ

Calls
Pseudo strike
12.51
IV
37.0%
B/E move
5.0%
Puts
Pseudo strike
12.74
IV
33.8%
B/E move
3.2%

60Δ

Calls
Pseudo strike
12.32
IV
36.0%
B/E move
4.4%
Puts
Pseudo strike
12.91
IV
30.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
12.13
IV
35.0%
B/E move
3.8%
Puts
Pseudo strike
13.09
IV
28.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
11.95
IV
34.0%
B/E move
3.2%
Puts
Pseudo strike
13.27
IV
28.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
11.76
IV
33.0%
B/E move
2.6%
Puts
Pseudo strike
13.46
IV
28.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
11.58
IV
32.0%
B/E move
2.0%
Puts
Pseudo strike
13.65
IV
28.5%
B/E move
0.6%

Options history

No recorded observations