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

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Market datapartial · fetched 2026-10-22T21:28:23.785Z

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 · 2026-10-22T20:00:00.365156395Z

FundamentalsAlpha Vantage · unavailable

Share price$48.95
1D-0.8%
AH$48.87$48.99$49.11$49.23$49.355:30 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$0.74$1.55$2.37$3.18$3.99$43.59$46.47$49.35$52.23$55.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PIZ spot · $48.95PIZ PRICE$0.82$0.85$0.92$1.03$1.16$1.30$1.46$1.65$1.89$2.17$2.54$3.04$3.76$0.98$1.07$1.17$1.27$1.38$1.49$1.60$1.72$1.87$2.03$2.18$2.44
PutsCheap0.88×
CallsExpensive1.41×
SkewBullish-5.66 pp
Implied moveBalanced±$2.95
TiltBullish8.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.0957.8%18.3%
25Δ53.8544.2%11.8%45.4445.0%9.2%
30Δ52.1736.9%8.5%46.6538.7%6.9%
35Δ51.1833.3%6.6%47.5234.2%5.3%
40Δ50.4531.1%5.4%48.2130.8%4.1%
45Δ49.8229.2%4.4%48.7628.2%3.2%
50Δ49.3027.9%3.7%49.2226.0%2.5%
55Δ48.8026.9%3.1%49.6024.1%2.0%
60Δ48.3226.6%2.6%49.9822.2%1.4%
65Δ47.8326.5%2.1%50.2920.9%1.1%
70Δ47.3027.0%1.8%50.6019.6%0.8%
75Δ46.6628.2%1.5%50.9118.4%0.5%
80Δ45.8230.6%1.3%51.2717.5%0.2%

20Δ

Calls
Pseudo strike
57.09
IV
57.8%
B/E move
18.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
53.85
IV
44.2%
B/E move
11.8%
Puts
Pseudo strike
45.44
IV
45.0%
B/E move
9.2%

30Δ

Calls
Pseudo strike
52.17
IV
36.9%
B/E move
8.5%
Puts
Pseudo strike
46.65
IV
38.7%
B/E move
6.9%

35Δ

Calls
Pseudo strike
51.18
IV
33.3%
B/E move
6.6%
Puts
Pseudo strike
47.52
IV
34.2%
B/E move
5.3%

40Δ

Calls
Pseudo strike
50.45
IV
31.1%
B/E move
5.4%
Puts
Pseudo strike
48.21
IV
30.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
49.82
IV
29.2%
B/E move
4.4%
Puts
Pseudo strike
48.76
IV
28.2%
B/E move
3.2%

50Δ

Calls
Pseudo strike
49.30
IV
27.9%
B/E move
3.7%
Puts
Pseudo strike
49.22
IV
26.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
48.80
IV
26.9%
B/E move
3.1%
Puts
Pseudo strike
49.60
IV
24.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
48.32
IV
26.6%
B/E move
2.6%
Puts
Pseudo strike
49.98
IV
22.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
47.83
IV
26.5%
B/E move
2.1%
Puts
Pseudo strike
50.29
IV
20.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
47.30
IV
27.0%
B/E move
1.8%
Puts
Pseudo strike
50.60
IV
19.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
46.66
IV
28.2%
B/E move
1.5%
Puts
Pseudo strike
50.91
IV
18.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
45.82
IV
30.6%
B/E move
1.3%
Puts
Pseudo strike
51.27
IV
17.5%
B/E move
0.2%

Options history

No recorded observations