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Invesco Exchange-Traded Fund Trust II Invesco Dorsey Wright Emerging Markets Momentum ETF PIE

i

Market dataready · fetched 2026-11-11T15:53:14.989Z

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 · 2026-11-11T15:51:20.986950758Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:53:14.570006+00:00

Share price$30.32
1D+1.1%
$29.97$30.06$30.16$30.25$30.355:30 AM6:30 AM9:00 AM1:00 PMPIE
Sold putSold call

Invesco Exchange-Traded Fund Trust II Invesco Dorsey Wright Emerging Markets Momentum ETF options

Live interpolated PIE call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco Dorsey Wright Emerging Markets Momentum ETF$0.46$1.32$2.18$3.04$3.91$26.83$28.66$30.48$32.31$34.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PIE spot · $30.32PIE PRICE$0.55$0.57$0.65$0.72$0.79$0.86$0.94$1.01$1.08$1.15$1.23$1.30$1.37$0.57$0.62$0.66$0.72$0.77$0.84$0.91$0.98$1.06$1.28$1.67$2.24$3.66
PutsExpensive1.06×
CallsExpensive1.28×
SkewBullish-6.82 pp
Implied moveBalanced±$1.85
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.78111.1%19.8%26.9298.9%13.1%
25Δ33.8787.9%13.6%27.8683.8%10.1%
30Δ33.4782.9%12.5%28.7769.4%7.3%
35Δ33.0678.0%11.4%29.3360.8%5.6%
40Δ32.6673.0%10.3%29.7754.1%4.4%
45Δ32.2668.1%9.2%30.1249.1%3.4%
50Δ31.8563.1%8.1%30.3746.0%2.8%
55Δ31.4558.2%7.1%30.6142.9%2.3%
60Δ31.0553.2%6.0%30.8639.7%1.7%
65Δ30.6548.3%4.9%31.2040.2%1.3%
70Δ30.2443.3%3.8%31.6345.0%1.2%
75Δ29.8438.4%2.7%32.2451.9%1.0%
80Δ29.4433.4%1.6%33.6868.6%1.0%

20Δ

Calls
Pseudo strike
35.78
IV
111.1%
B/E move
19.8%
Puts
Pseudo strike
26.92
IV
98.9%
B/E move
13.1%

25Δ

Calls
Pseudo strike
33.87
IV
87.9%
B/E move
13.6%
Puts
Pseudo strike
27.86
IV
83.8%
B/E move
10.1%

30Δ

Calls
Pseudo strike
33.47
IV
82.9%
B/E move
12.5%
Puts
Pseudo strike
28.77
IV
69.4%
B/E move
7.3%

35Δ

Calls
Pseudo strike
33.06
IV
78.0%
B/E move
11.4%
Puts
Pseudo strike
29.33
IV
60.8%
B/E move
5.6%

40Δ

Calls
Pseudo strike
32.66
IV
73.0%
B/E move
10.3%
Puts
Pseudo strike
29.77
IV
54.1%
B/E move
4.4%

45Δ

Calls
Pseudo strike
32.26
IV
68.1%
B/E move
9.2%
Puts
Pseudo strike
30.12
IV
49.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
31.85
IV
63.1%
B/E move
8.1%
Puts
Pseudo strike
30.37
IV
46.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
31.45
IV
58.2%
B/E move
7.1%
Puts
Pseudo strike
30.61
IV
42.9%
B/E move
2.3%

60Δ

Calls
Pseudo strike
31.05
IV
53.2%
B/E move
6.0%
Puts
Pseudo strike
30.86
IV
39.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
30.65
IV
48.3%
B/E move
4.9%
Puts
Pseudo strike
31.20
IV
40.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
30.24
IV
43.3%
B/E move
3.8%
Puts
Pseudo strike
31.63
IV
45.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
29.84
IV
38.4%
B/E move
2.7%
Puts
Pseudo strike
32.24
IV
51.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
29.44
IV
33.4%
B/E move
1.6%
Puts
Pseudo strike
33.68
IV
68.6%
B/E move
1.0%

Options history

IV · four-Friday blend112.21%
Daily EOD
PIE37.5%77.6%117.8%2026-10-19: 43.00%2026-10-20: 88.69%2026-10-21: 93.83%2026-10-22: 100.92%2026-10-23: 97.76%2026-10-26: 104.40%2026-10-27: 91.57%2026-10-28: 104.24%2026-10-29: 108.06%2026-10-30: 112.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.00%
88.69%
93.83%
100.92%
97.76%
104.40%
91.57%
104.24%
108.06%
112.21%