IntraAlpha
Create free account Start free

Invesco Pharmaceuticals ETF PJP

i

Market dataready · fetched 2026-11-11T15:54:42.087Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:49:16.540547677Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:54:41.263698+00:00

Share price$129.78
1D-0.2%
$129.64$129.75$129.86$129.98$130.095:30 AM6:30 AM9:00 AM1:00 PMPJP
Sold putSold call

Invesco Pharmaceuticals ETF options

Live interpolated PJP call and put midpoint premiums by absolute delta.Invesco Pharmaceuticals ETF$2.37$3.79$5.21$6.63$8.05$116.11$123.00$129.88$136.77$143.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PJP spot · $129.78PJP PRICE$2.74$2.95$3.44$3.96$4.55$5.10$5.65$6.53$7.64$2.52$2.60$2.68$2.76$3.03$3.57$4.13$4.64$5.41
Puts——
Calls——
Skew——
Implied moveBalanced±$7.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ120.8638.5%8.8%
30Δ123.6732.5%6.7%
35Δ126.4226.7%4.7%
40Δ133.3224.4%4.8%128.1922.7%3.4%
45Δ131.7721.9%3.8%129.5020.7%2.5%
50Δ130.6221.7%3.3%130.5920.7%2.1%
55Δ129.4921.5%2.8%131.6520.5%1.7%
60Δ128.3721.4%2.4%132.6719.9%1.3%
65Δ127.3020.8%2.0%133.8420.0%1.0%
70Δ126.2720.0%1.6%
75Δ125.0320.0%1.4%
80Δ123.6020.3%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
120.86
IV
38.5%
B/E move
8.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
123.67
IV
32.5%
B/E move
6.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
126.42
IV
26.7%
B/E move
4.7%

40Δ

Calls
Pseudo strike
133.32
IV
24.4%
B/E move
4.8%
Puts
Pseudo strike
128.19
IV
22.7%
B/E move
3.4%

45Δ

Calls
Pseudo strike
131.77
IV
21.9%
B/E move
3.8%
Puts
Pseudo strike
129.50
IV
20.7%
B/E move
2.5%

50Δ

Calls
Pseudo strike
130.62
IV
21.7%
B/E move
3.3%
Puts
Pseudo strike
130.59
IV
20.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
129.49
IV
21.5%
B/E move
2.8%
Puts
Pseudo strike
131.65
IV
20.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
128.37
IV
21.4%
B/E move
2.4%
Puts
Pseudo strike
132.67
IV
19.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
127.30
IV
20.8%
B/E move
2.0%
Puts
Pseudo strike
133.84
IV
20.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
126.27
IV
20.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
125.03
IV
20.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
123.60
IV
20.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.44%
Daily EOD
PJP18.4%20.0%21.7%2026-10-19: 18.66%2026-10-20: 19.48%2026-10-21: 19.76%2026-10-22: 20.42%2026-10-23: 20.32%2026-10-26: 20.32%2026-10-27: 20.26%2026-10-28: 21.15%2026-10-29: 20.18%2026-10-30: 21.44%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.66%
19.48%
19.76%
20.42%
20.32%
20.32%
20.26%
21.15%
20.18%
21.44%