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

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Market dataready · fetched 2026-10-22T16:51:53.969Z

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 · 2026-10-22T16:28:21.140595124Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:51:40.527553+00:00

Share price$32.28
1D-1.7%
$32.14$32.33$32.52$32.70$32.895:30 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$0.63$1.29$1.96$2.63$3.29$27.67$30.00$32.33$34.67$37.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PIE spot · $32.28PIE PRICE$0.70$0.73$0.79$0.89$1.00$1.12$1.23$1.35$1.53$1.76$1.98$2.38$2.78$0.78$0.85$0.94$1.04$1.14$1.24$1.35$1.47$1.69$1.94$2.21$2.63$3.10
PutsExpensive1.40×
CallsExpensive1.77×
SkewBullish-1.10 pp
Implied moveBearish±$2.59
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.7275.9%25.2%28.0169.2%15.6%
25Δ36.7358.4%16.0%29.3858.0%11.6%
30Δ35.1949.0%11.5%30.3450.6%8.9%
35Δ34.2944.3%9.0%31.0845.1%6.9%
40Δ33.6341.2%7.3%31.6341.1%5.5%
45Δ33.0438.5%5.8%32.1337.6%4.3%
50Δ32.6136.2%4.8%32.5235.1%3.5%
55Δ32.1833.9%3.9%32.9032.7%2.6%
60Δ31.7732.9%3.2%33.2931.9%2.1%
65Δ31.3832.7%2.6%33.6731.7%1.7%
70Δ30.9932.6%2.1%34.0731.6%1.3%
75Δ30.4833.6%1.8%34.6032.1%1.0%
80Δ29.9634.7%1.4%35.1732.8%0.7%

20Δ

Calls
Pseudo strike
39.72
IV
75.9%
B/E move
25.2%
Puts
Pseudo strike
28.01
IV
69.2%
B/E move
15.6%

25Δ

Calls
Pseudo strike
36.73
IV
58.4%
B/E move
16.0%
Puts
Pseudo strike
29.38
IV
58.0%
B/E move
11.6%

30Δ

Calls
Pseudo strike
35.19
IV
49.0%
B/E move
11.5%
Puts
Pseudo strike
30.34
IV
50.6%
B/E move
8.9%

35Δ

Calls
Pseudo strike
34.29
IV
44.3%
B/E move
9.0%
Puts
Pseudo strike
31.08
IV
45.1%
B/E move
6.9%

40Δ

Calls
Pseudo strike
33.63
IV
41.2%
B/E move
7.3%
Puts
Pseudo strike
31.63
IV
41.1%
B/E move
5.5%

45Δ

Calls
Pseudo strike
33.04
IV
38.5%
B/E move
5.8%
Puts
Pseudo strike
32.13
IV
37.6%
B/E move
4.3%

50Δ

Calls
Pseudo strike
32.61
IV
36.2%
B/E move
4.8%
Puts
Pseudo strike
32.52
IV
35.1%
B/E move
3.5%

55Δ

Calls
Pseudo strike
32.18
IV
33.9%
B/E move
3.9%
Puts
Pseudo strike
32.90
IV
32.7%
B/E move
2.6%

60Δ

Calls
Pseudo strike
31.77
IV
32.9%
B/E move
3.2%
Puts
Pseudo strike
33.29
IV
31.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
31.38
IV
32.7%
B/E move
2.6%
Puts
Pseudo strike
33.67
IV
31.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
30.99
IV
32.6%
B/E move
2.1%
Puts
Pseudo strike
34.07
IV
31.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
30.48
IV
33.6%
B/E move
1.8%
Puts
Pseudo strike
34.60
IV
32.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
29.96
IV
34.7%
B/E move
1.4%
Puts
Pseudo strike
35.17
IV
32.8%
B/E move
0.7%

Options history

No recorded observations