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Invesco Exchange-Traded Fund Trust II Invesco Dorsey Wright Developed Markets Momentum ETF PIZ

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Market dataready · fetched 2026-11-12T00:51:04.731Z

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 · 2026-11-11T21:00:00.429389664Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:51:04.285778+00:00

Share price$50.31
1D+0.1%
AH$49.96$50.13$50.29$50.45$50.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPIZ
Sold putSold callAH

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

Live interpolated PIZ call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco Dorsey Wright Developed Markets Momentum ETF$0.70$1.14$1.59$2.03$2.47$46.18$48.26$50.35$52.43$54.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PIZ spot · $50.31PIZ PRICE$0.75$0.76$0.80$0.83$0.90$0.99$1.09$1.19$1.30$1.41$1.52$1.63$2.01$0.79$0.81$0.85$0.93$1.00$1.07$1.16$1.25$1.35$1.52$1.69$1.86$2.35
PutsExpensive1.67×
CallsFair0.99×
SkewBullish-0.44 pp
Implied moveBearish±$2.25
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.3991.8%15.6%45.4684.7%11.2%
25Δ54.4969.1%9.8%47.2365.8%7.7%
30Δ52.9556.3%6.8%48.3055.1%5.7%
35Δ51.9547.0%4.9%49.0548.5%4.4%
40Δ51.3742.4%3.9%49.5743.4%3.4%
45Δ50.8638.6%3.1%50.0638.8%2.6%
50Δ50.4936.3%2.5%50.3936.1%2.1%
55Δ50.1233.9%2.0%50.7233.4%1.7%
60Δ49.8231.8%1.6%51.0430.9%1.2%
65Δ49.5629.9%1.3%51.3329.8%1.0%
70Δ49.3027.9%1.0%51.6128.7%0.8%
75Δ49.0425.9%0.7%51.9027.5%0.5%
80Δ48.5927.0%0.6%52.4629.4%0.4%

20Δ

Calls
Pseudo strike
57.39
IV
91.8%
B/E move
15.6%
Puts
Pseudo strike
45.46
IV
84.7%
B/E move
11.2%

25Δ

Calls
Pseudo strike
54.49
IV
69.1%
B/E move
9.8%
Puts
Pseudo strike
47.23
IV
65.8%
B/E move
7.7%

30Δ

Calls
Pseudo strike
52.95
IV
56.3%
B/E move
6.8%
Puts
Pseudo strike
48.30
IV
55.1%
B/E move
5.7%

35Δ

Calls
Pseudo strike
51.95
IV
47.0%
B/E move
4.9%
Puts
Pseudo strike
49.05
IV
48.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
51.37
IV
42.4%
B/E move
3.9%
Puts
Pseudo strike
49.57
IV
43.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
50.86
IV
38.6%
B/E move
3.1%
Puts
Pseudo strike
50.06
IV
38.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
50.49
IV
36.3%
B/E move
2.5%
Puts
Pseudo strike
50.39
IV
36.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
50.12
IV
33.9%
B/E move
2.0%
Puts
Pseudo strike
50.72
IV
33.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
49.82
IV
31.8%
B/E move
1.6%
Puts
Pseudo strike
51.04
IV
30.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
49.56
IV
29.9%
B/E move
1.3%
Puts
Pseudo strike
51.33
IV
29.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
49.30
IV
27.9%
B/E move
1.0%
Puts
Pseudo strike
51.61
IV
28.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
49.04
IV
25.9%
B/E move
0.7%
Puts
Pseudo strike
51.90
IV
27.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
48.59
IV
27.0%
B/E move
0.6%
Puts
Pseudo strike
52.46
IV
29.4%
B/E move
0.4%

Options history

IV · four-Friday blend26.33%
Daily EOD
PIZ20.2%50.7%81.3%2026-10-19: 31.75%2026-10-20: 39.56%2026-10-22: 55.49%2026-10-23: 59.65%2026-10-26: 31.10%2026-10-27: 77.05%2026-10-28: 28.81%2026-10-29: 24.44%2026-10-30: 26.33%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.75%
39.56%
55.49%
59.65%
31.10%
77.05%
28.81%
24.44%
26.33%