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Invesco Exchange-Traded Fund Trust Invesco Water Resources ETF PHO

i

Market dataready · fetched 2026-11-12T03:07:05.330Z

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 · 2026-11-11T21:07:42.90848706Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:07:04.892089+00:00

Share price$77.40
1D+0.5%
AH$76.76$76.93$77.10$77.28$77.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPHO
Sold putSold callAH

Invesco Exchange-Traded Fund Trust Invesco Water Resources ETF options

Live interpolated PHO call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust Invesco Water Resources ETF$0.54$1.23$1.92$2.61$3.31$73.58$75.51$77.45$79.38$81.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PHO spot · $77.40PHO PRICE$0.61$0.66$0.75$0.86$0.97$1.08$1.20$1.32$1.44$1.56$0.65$0.94$0.73$0.89$1.14$1.35$1.35$1.35$3.11
Puts——
Calls——
Skew——
Implied moveBearish±$2.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.4143.9%6.0%
25Δ73.8449.4%5.8%
30Δ75.6031.2%3.3%
35Δ78.6322.4%2.4%76.2030.0%2.7%
40Δ78.1519.8%1.8%76.6331.4%2.5%
45Δ77.8118.6%1.5%77.0631.9%2.2%
50Δ77.5418.0%1.3%77.4527.8%1.7%
55Δ77.2617.4%1.1%77.8423.7%1.2%
60Δ76.9916.8%0.9%
65Δ76.7716.0%0.7%79.5139.0%1.3%
70Δ76.5515.2%0.6%
75Δ76.3314.4%0.5%
80Δ76.1113.6%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.41
IV
43.9%
B/E move
6.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.84
IV
49.4%
B/E move
5.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.60
IV
31.2%
B/E move
3.3%

35Δ

Calls
Pseudo strike
78.63
IV
22.4%
B/E move
2.4%
Puts
Pseudo strike
76.20
IV
30.0%
B/E move
2.7%

40Δ

Calls
Pseudo strike
78.15
IV
19.8%
B/E move
1.8%
Puts
Pseudo strike
76.63
IV
31.4%
B/E move
2.5%

45Δ

Calls
Pseudo strike
77.81
IV
18.6%
B/E move
1.5%
Puts
Pseudo strike
77.06
IV
31.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
77.54
IV
18.0%
B/E move
1.3%
Puts
Pseudo strike
77.45
IV
27.8%
B/E move
1.7%

55Δ

Calls
Pseudo strike
77.26
IV
17.4%
B/E move
1.1%
Puts
Pseudo strike
77.84
IV
23.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
76.99
IV
16.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
76.77
IV
16.0%
B/E move
0.7%
Puts
Pseudo strike
79.51
IV
39.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
76.55
IV
15.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
76.33
IV
14.4%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
76.11
IV
13.6%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.29%
Daily EOD
PHO16.2%17.4%18.6%2026-10-19: 16.37%2026-10-20: 17.64%2026-10-21: 17.26%2026-10-22: 17.76%2026-10-23: 17.81%2026-10-26: 17.32%2026-10-27: 16.92%2026-10-28: 18.47%2026-10-29: 16.92%2026-10-30: 17.29%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.37%
17.64%
17.26%
17.76%
17.81%
17.32%
16.92%
18.47%
16.92%
17.29%