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Invesco Pharmaceuticals ETF PJP

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Market datapartial · fetched 2026-10-22T14:04:30.162Z

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 · 2026-10-22T13:53:00.213581909Z

FundamentalsAlpha Vantage · unavailable

Share price$127.10
1D+1.2%
$125.45$125.89$126.34$126.78$127.225:30 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$2.20$4.49$6.77$9.05$11.33$114.91$120.66$126.40$132.15$137.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PJP spot · $127.10PJP PRICE$2.45$2.45$2.45$2.72$3.03$3.33$3.64$3.94$5.24$6.79$8.34$2.45$2.45$2.45$2.70$3.21$3.71$4.21$4.71$5.94$7.23$8.52$10.68
PutsExpensive1.51×
CallsFair1.03×
SkewBearish+3.87 pp
Implied moveBearish±$6.73
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ118.2843.1%8.9%
30Δ135.8738.0%8.8%121.4134.9%6.4%
35Δ132.8531.2%6.5%123.8228.4%4.5%
40Δ130.2725.0%4.4%125.5525.0%3.3%
45Δ129.1223.3%3.7%126.6424.6%2.9%
50Δ128.1422.0%3.2%127.7324.1%2.4%
55Δ127.1620.8%2.7%128.8223.7%2.0%
60Δ126.1819.6%2.1%129.9123.3%1.5%
65Δ125.2018.4%1.6%131.4724.4%1.2%
70Δ123.5819.5%1.4%133.0625.6%1.0%
75Δ121.8121.3%1.2%134.6626.9%0.8%
80Δ120.0423.1%1.0%137.1128.5%0.5%

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
118.28
IV
43.1%
B/E move
8.9%

30Δ

Calls
Pseudo strike
135.87
IV
38.0%
B/E move
8.8%
Puts
Pseudo strike
121.41
IV
34.9%
B/E move
6.4%

35Δ

Calls
Pseudo strike
132.85
IV
31.2%
B/E move
6.5%
Puts
Pseudo strike
123.82
IV
28.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
130.27
IV
25.0%
B/E move
4.4%
Puts
Pseudo strike
125.55
IV
25.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
129.12
IV
23.3%
B/E move
3.7%
Puts
Pseudo strike
126.64
IV
24.6%
B/E move
2.9%

50Δ

Calls
Pseudo strike
128.14
IV
22.0%
B/E move
3.2%
Puts
Pseudo strike
127.73
IV
24.1%
B/E move
2.4%

55Δ

Calls
Pseudo strike
127.16
IV
20.8%
B/E move
2.7%
Puts
Pseudo strike
128.82
IV
23.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
126.18
IV
19.6%
B/E move
2.1%
Puts
Pseudo strike
129.91
IV
23.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
125.20
IV
18.4%
B/E move
1.6%
Puts
Pseudo strike
131.47
IV
24.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
123.58
IV
19.5%
B/E move
1.4%
Puts
Pseudo strike
133.06
IV
25.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
121.81
IV
21.3%
B/E move
1.2%
Puts
Pseudo strike
134.66
IV
26.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
120.04
IV
23.1%
B/E move
1.0%
Puts
Pseudo strike
137.11
IV
28.5%
B/E move
0.5%

Options history

No recorded observations