IntraAlpha
Create free account Start free

Invesco Exchange-Traded Fund Trust II Invesco Global Water ETF PIO

i

Market datapartial · fetched 2026-10-22T21:23:37.010Z

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 · 2026-10-22T20:00:00.432756222Z

FundamentalsAlpha Vantage · unavailable

Share price$44.58
1D+1.2%
AH$44.03$44.18$44.33$44.47$44.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPIO
Sold putSold callAH

Invesco Exchange-Traded Fund Trust II Invesco Global Water ETF options

Live interpolated PIO call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco Global Water ETF$0.36$0.81$1.27$1.73$2.19$41.75$43.20$44.65$46.10$47.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PIO spot · $44.58PIO PRICE$0.42$0.42$0.41$0.46$0.52$0.58$0.67$0.75$0.84$0.92$1.03$1.53$2.06$0.48$0.53$0.57$0.61$0.66$0.71$0.77$0.82$0.96$1.10$1.25$1.39$1.88
PutsExpensive1.07×
CallsCheap0.85×
SkewBearish+1.69 pp
Implied moveBearish±$1.44
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.4531.8%9.6%41.5432.8%7.9%
25Δ46.9023.4%6.1%42.5627.4%5.7%
30Δ45.9717.4%4.0%43.2723.4%4.2%
35Δ45.6316.3%3.4%43.8120.2%3.1%
40Δ45.3015.1%2.8%44.1718.1%2.4%
45Δ44.9814.0%2.2%44.4416.7%1.9%
50Δ44.7813.5%2.0%44.7215.2%1.4%
55Δ44.5813.0%1.7%44.9913.7%0.9%
60Δ44.3912.5%1.4%45.2113.5%0.7%
65Δ44.1912.0%1.2%45.4313.3%0.6%
70Δ43.9711.7%0.9%45.6513.0%0.4%
75Δ43.4514.8%0.9%45.8712.8%0.2%
80Δ42.9117.8%0.9%46.4014.8%0.1%

20Δ

Calls
Pseudo strike
48.45
IV
31.8%
B/E move
9.6%
Puts
Pseudo strike
41.54
IV
32.8%
B/E move
7.9%

25Δ

Calls
Pseudo strike
46.90
IV
23.4%
B/E move
6.1%
Puts
Pseudo strike
42.56
IV
27.4%
B/E move
5.7%

30Δ

Calls
Pseudo strike
45.97
IV
17.4%
B/E move
4.0%
Puts
Pseudo strike
43.27
IV
23.4%
B/E move
4.2%

35Δ

Calls
Pseudo strike
45.63
IV
16.3%
B/E move
3.4%
Puts
Pseudo strike
43.81
IV
20.2%
B/E move
3.1%

40Δ

Calls
Pseudo strike
45.30
IV
15.1%
B/E move
2.8%
Puts
Pseudo strike
44.17
IV
18.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
44.98
IV
14.0%
B/E move
2.2%
Puts
Pseudo strike
44.44
IV
16.7%
B/E move
1.9%

50Δ

Calls
Pseudo strike
44.78
IV
13.5%
B/E move
2.0%
Puts
Pseudo strike
44.72
IV
15.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
44.58
IV
13.0%
B/E move
1.7%
Puts
Pseudo strike
44.99
IV
13.7%
B/E move
0.9%

60Δ

Calls
Pseudo strike
44.39
IV
12.5%
B/E move
1.4%
Puts
Pseudo strike
45.21
IV
13.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
44.19
IV
12.0%
B/E move
1.2%
Puts
Pseudo strike
45.43
IV
13.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
43.97
IV
11.7%
B/E move
0.9%
Puts
Pseudo strike
45.65
IV
13.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
43.45
IV
14.8%
B/E move
0.9%
Puts
Pseudo strike
45.87
IV
12.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
42.91
IV
17.8%
B/E move
0.9%
Puts
Pseudo strike
46.40
IV
14.8%
B/E move
0.1%

Options history

No recorded observations