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

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Market datapartial · fetched 2026-10-22T21:20:53.339Z

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 · 2026-10-22T20:00:00.180084777Z

FundamentalsAlpha Vantage · unavailable

Share price$32.06
1D-2.5%
AH$31.94$32.18$32.43$32.67$32.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPIE
Sold putSold callAH

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$0.62$1.33$2.03$2.74$3.44$27.63$29.93$32.24$34.54$36.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PIE spot · $32.06PIE PRICE$0.70$0.74$0.80$0.87$1.00$1.11$1.21$1.34$1.57$1.80$2.15$2.55$3.24$0.77$0.84$0.92$1.01$1.10$1.19$1.29$1.40$1.51$1.76$2.05$2.37$2.76
PutsExpensive1.33×
CallsExpensive1.82×
SkewBullish-3.96 pp
Implied moveBearish±$2.50
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.5276.7%25.4%27.8269.2%15.6%
25Δ36.5559.4%16.3%29.2057.6%11.5%
30Δ34.9950.0%11.6%30.1749.8%8.8%
35Δ34.0143.9%8.8%30.8944.4%6.8%
40Δ33.3941.4%7.3%31.4240.3%5.4%
45Δ32.8438.8%5.9%31.9236.4%4.1%
50Δ32.3836.0%4.8%32.2833.9%3.3%
55Δ31.9333.7%3.8%32.6131.6%2.6%
60Δ31.5333.9%3.2%32.9429.3%1.9%
65Δ31.1334.1%2.7%33.3329.1%1.5%
70Δ30.6535.3%2.3%33.7329.4%1.2%
75Δ30.1336.9%1.9%34.1529.5%0.9%
80Δ29.3541.0%1.6%34.6429.4%0.6%

20Δ

Calls
Pseudo strike
39.52
IV
76.7%
B/E move
25.4%
Puts
Pseudo strike
27.82
IV
69.2%
B/E move
15.6%

25Δ

Calls
Pseudo strike
36.55
IV
59.4%
B/E move
16.3%
Puts
Pseudo strike
29.20
IV
57.6%
B/E move
11.5%

30Δ

Calls
Pseudo strike
34.99
IV
50.0%
B/E move
11.6%
Puts
Pseudo strike
30.17
IV
49.8%
B/E move
8.8%

35Δ

Calls
Pseudo strike
34.01
IV
43.9%
B/E move
8.8%
Puts
Pseudo strike
30.89
IV
44.4%
B/E move
6.8%

40Δ

Calls
Pseudo strike
33.39
IV
41.4%
B/E move
7.3%
Puts
Pseudo strike
31.42
IV
40.3%
B/E move
5.4%

45Δ

Calls
Pseudo strike
32.84
IV
38.8%
B/E move
5.9%
Puts
Pseudo strike
31.92
IV
36.4%
B/E move
4.1%

50Δ

Calls
Pseudo strike
32.38
IV
36.0%
B/E move
4.8%
Puts
Pseudo strike
32.28
IV
33.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
31.93
IV
33.7%
B/E move
3.8%
Puts
Pseudo strike
32.61
IV
31.6%
B/E move
2.6%

60Δ

Calls
Pseudo strike
31.53
IV
33.9%
B/E move
3.2%
Puts
Pseudo strike
32.94
IV
29.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
31.13
IV
34.1%
B/E move
2.7%
Puts
Pseudo strike
33.33
IV
29.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
30.65
IV
35.3%
B/E move
2.3%
Puts
Pseudo strike
33.73
IV
29.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
30.13
IV
36.9%
B/E move
1.9%
Puts
Pseudo strike
34.15
IV
29.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
29.35
IV
41.0%
B/E move
1.6%
Puts
Pseudo strike
34.64
IV
29.4%
B/E move
0.6%

Options history

No recorded observations