Invesco Preferred ETF PGX
i
Market datapartial · fetched 2026-11-13T18:53:34.946Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T18:53:11.06809105Z
FundamentalsAlpha Vantage · unavailable
Share price$9.70
1D-1.3%
Sold putSold call
Invesco Preferred ETF options
PutsExpensive3.99×
Calls——
Skew——
Implied move——
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.47 | 127.8% | 27.9% | |||
| 25Δ | 8.21 | 103.4% | 21.5% | |||
| 30Δ | 8.59 | 100.8% | 19.9% | |||
| 35Δ | 8.96 | 98.1% | 18.2% | |||
| 40Δ | 9.33 | 95.5% | 16.6% | |||
| 45Δ | 9.70 | 92.8% | 15.0% | |||
| 50Δ | 10.08 | 90.2% | 13.3% | |||
| 55Δ | 10.45 | 87.5% | 11.7% | |||
| 60Δ | 10.82 | 84.9% | 10.1% | |||
| 65Δ | 11.20 | 82.2% | 8.4% | |||
| 70Δ | 11.57 | 79.6% | 6.8% | |||
| 75Δ | 11.94 | 76.9% | 5.2% | |||
| 80Δ | 12.31 | 74.2% | 3.5% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.47
- IV
- 127.8%
- B/E move
- 27.9%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.21
- IV
- 103.4%
- B/E move
- 21.5%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.59
- IV
- 100.8%
- B/E move
- 19.9%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.96
- IV
- 98.1%
- B/E move
- 18.2%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.33
- IV
- 95.5%
- B/E move
- 16.6%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.70
- IV
- 92.8%
- B/E move
- 15.0%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.08
- IV
- 90.2%
- B/E move
- 13.3%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.45
- IV
- 87.5%
- B/E move
- 11.7%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.82
- IV
- 84.9%
- B/E move
- 10.1%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 11.20
- IV
- 82.2%
- B/E move
- 8.4%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 11.57
- IV
- 79.6%
- B/E move
- 6.8%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 11.94
- IV
- 76.9%
- B/E move
- 5.2%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 12.31
- IV
- 74.2%
- B/E move
- 3.5%
Options history
IV · four-Friday blend52.79%
Daily EOD
7 observations2026-10-20 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 66.76% | |
| 118.16% | |
| 126.44% | |
| 93.07% | |
| 161.78% | |
| 160.66% | |
| 52.79% |