IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T19:59:47.025Z

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 · 2026-10-22T19:49:52.049405595Z

FundamentalsAlpha Vantage · unavailable

Share price$48.92
1D-0.8%
$48.87$48.99$49.11$49.23$49.355:30 AM6:30 AM9:00 AM1:00 PMPIZ
Sold putSold call

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$0.73$1.58$2.43$3.28$4.13$43.56$46.45$49.33$52.22$55.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PIZ spot · $48.92PIZ PRICE$0.82$0.85$0.92$1.03$1.17$1.31$1.47$1.67$1.91$2.20$2.58$3.12$3.88$0.98$1.07$1.16$1.26$1.37$1.48$1.59$1.71$1.85$2.00$2.15$2.36
PutsCheap0.88×
CallsExpensive1.43×
SkewBullish-6.14 pp
Implied moveBalanced±$2.95
TiltBullish9.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.0657.7%18.3%
25Δ53.8344.2%11.8%45.4244.9%9.2%
30Δ52.1436.9%8.5%46.6238.7%6.9%
35Δ51.1533.4%6.7%47.5034.1%5.3%
40Δ50.4231.2%5.5%48.1930.6%4.1%
45Δ49.8029.4%4.5%48.7328.1%3.2%
50Δ49.2728.0%3.7%49.1925.8%2.5%
55Δ48.7627.2%3.1%49.5623.9%1.9%
60Δ48.2826.9%2.6%49.9422.1%1.4%
65Δ47.7827.0%2.2%50.2520.7%1.1%
70Δ47.2427.5%1.8%50.5519.4%0.8%
75Δ46.5729.0%1.6%50.8518.1%0.5%
80Δ45.6931.6%1.3%51.1817.0%0.2%

20Δ

Calls
Pseudo strike
57.06
IV
57.7%
B/E move
18.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
53.83
IV
44.2%
B/E move
11.8%
Puts
Pseudo strike
45.42
IV
44.9%
B/E move
9.2%

30Δ

Calls
Pseudo strike
52.14
IV
36.9%
B/E move
8.5%
Puts
Pseudo strike
46.62
IV
38.7%
B/E move
6.9%

35Δ

Calls
Pseudo strike
51.15
IV
33.4%
B/E move
6.7%
Puts
Pseudo strike
47.50
IV
34.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
50.42
IV
31.2%
B/E move
5.5%
Puts
Pseudo strike
48.19
IV
30.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
49.80
IV
29.4%
B/E move
4.5%
Puts
Pseudo strike
48.73
IV
28.1%
B/E move
3.2%

50Δ

Calls
Pseudo strike
49.27
IV
28.0%
B/E move
3.7%
Puts
Pseudo strike
49.19
IV
25.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
48.76
IV
27.2%
B/E move
3.1%
Puts
Pseudo strike
49.56
IV
23.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
48.28
IV
26.9%
B/E move
2.6%
Puts
Pseudo strike
49.94
IV
22.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
47.78
IV
27.0%
B/E move
2.2%
Puts
Pseudo strike
50.25
IV
20.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
47.24
IV
27.5%
B/E move
1.8%
Puts
Pseudo strike
50.55
IV
19.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
46.57
IV
29.0%
B/E move
1.6%
Puts
Pseudo strike
50.85
IV
18.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
45.69
IV
31.6%
B/E move
1.3%
Puts
Pseudo strike
51.18
IV
17.0%
B/E move
0.2%

Options history

No recorded observations