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Invesco Preferred ETF PGX

i

Market dataready · fetched 2026-10-24T15:18:53.830Z

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 · 2026-10-24T00:00:00.167736644Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:18:54.131831+00:00

Share price$9.91
1D+0.2%
AH$9.88$9.89$9.91$9.92$9.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPGX
Sold putSold callAH

Invesco Preferred ETF options

Live interpolated PGX call and put midpoint premiums by absolute delta.Invesco Preferred ETF$0.00$1.54$3.08$4.61$6.15$7.17$8.28$9.39$10.50$11.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PGX spot · $9.91PGX PRICE$0.42$0.42$0.40$0.29$0.17$0.13$0.21$0.29$0.37$0.45$0.53$0.61$0.69$0.42$0.42$0.42$0.39$0.36$0.34$0.31$1.01$2.19$3.36$4.53$5.71$5.66
PutsExpensive3.66×
CallsExpensive1.79×
SkewBearish+38.58 pp
Implied moveBearish±$0.52
TiltBearish66.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.57173.1%71.5%7.96119.6%23.9%
25Δ13.24123.7%37.9%8.5895.2%17.7%
30Δ11.8492.4%23.5%9.0775.3%12.7%
35Δ11.1461.7%15.3%9.2863.9%10.3%
40Δ10.4431.0%7.0%9.4952.4%7.9%
45Δ9.9612.3%1.9%9.7041.0%5.5%
50Δ9.8713.3%1.7%9.9229.5%3.1%
55Δ9.7714.4%1.5%10.6941.8%2.4%
60Δ9.6715.4%1.3%11.8369.4%2.7%
65Δ9.5716.5%1.2%12.9697.0%3.1%
70Δ9.4817.5%1.0%14.10124.6%3.5%
75Δ9.3818.6%0.8%15.23152.2%3.9%
80Δ9.2819.6%0.6%15.23149.1%3.5%

20Δ

Calls
Pseudo strike
16.57
IV
173.1%
B/E move
71.5%
Puts
Pseudo strike
7.96
IV
119.6%
B/E move
23.9%

25Δ

Calls
Pseudo strike
13.24
IV
123.7%
B/E move
37.9%
Puts
Pseudo strike
8.58
IV
95.2%
B/E move
17.7%

30Δ

Calls
Pseudo strike
11.84
IV
92.4%
B/E move
23.5%
Puts
Pseudo strike
9.07
IV
75.3%
B/E move
12.7%

35Δ

Calls
Pseudo strike
11.14
IV
61.7%
B/E move
15.3%
Puts
Pseudo strike
9.28
IV
63.9%
B/E move
10.3%

40Δ

Calls
Pseudo strike
10.44
IV
31.0%
B/E move
7.0%
Puts
Pseudo strike
9.49
IV
52.4%
B/E move
7.9%

45Δ

Calls
Pseudo strike
9.96
IV
12.3%
B/E move
1.9%
Puts
Pseudo strike
9.70
IV
41.0%
B/E move
5.5%

50Δ

Calls
Pseudo strike
9.87
IV
13.3%
B/E move
1.7%
Puts
Pseudo strike
9.92
IV
29.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
9.77
IV
14.4%
B/E move
1.5%
Puts
Pseudo strike
10.69
IV
41.8%
B/E move
2.4%

60Δ

Calls
Pseudo strike
9.67
IV
15.4%
B/E move
1.3%
Puts
Pseudo strike
11.83
IV
69.4%
B/E move
2.7%

65Δ

Calls
Pseudo strike
9.57
IV
16.5%
B/E move
1.2%
Puts
Pseudo strike
12.96
IV
97.0%
B/E move
3.1%

70Δ

Calls
Pseudo strike
9.48
IV
17.5%
B/E move
1.0%
Puts
Pseudo strike
14.10
IV
124.6%
B/E move
3.5%

75Δ

Calls
Pseudo strike
9.38
IV
18.6%
B/E move
0.8%
Puts
Pseudo strike
15.23
IV
152.2%
B/E move
3.9%

80Δ

Calls
Pseudo strike
9.28
IV
19.6%
B/E move
0.6%
Puts
Pseudo strike
15.23
IV
149.1%
B/E move
3.5%

Options history

No recorded observations