Invesco Building & Construction ETF PKB
i
Market dataready · fetched 2026-11-11T13:51:30.596Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T01:00:00.034631672Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:51:30.231924+00:00
Invesco Building & Construction ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 87.59 | 39.8% | 2.0% | 90.14 | 35.3% | 1.5% |
| 65Δ | 86.99 | 36.2% | 1.5% | 90.59 | 32.3% | 1.1% |
| 70Δ | 86.36 | 35.3% | 1.2% | 91.03 | 29.3% | 0.8% |
| 75Δ | 84.79 | 45.7% | 1.2% | 91.39 | 26.9% | 0.6% |
| 80Δ | 83.50 | 48.4% | 1.0% | 91.76 | 24.6% | 0.4% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 87.59
- IV
- 39.8%
- B/E move
- 2.0%
- Pseudo strike
- 90.14
- IV
- 35.3%
- B/E move
- 1.5%
65Δ
- Pseudo strike
- 86.99
- IV
- 36.2%
- B/E move
- 1.5%
- Pseudo strike
- 90.59
- IV
- 32.3%
- B/E move
- 1.1%
70Δ
- Pseudo strike
- 86.36
- IV
- 35.3%
- B/E move
- 1.2%
- Pseudo strike
- 91.03
- IV
- 29.3%
- B/E move
- 0.8%
75Δ
- Pseudo strike
- 84.79
- IV
- 45.7%
- B/E move
- 1.2%
- Pseudo strike
- 91.39
- IV
- 26.9%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 83.50
- IV
- 48.4%
- B/E move
- 1.0%
- Pseudo strike
- 91.76
- IV
- 24.6%
- B/E move
- 0.4%
Options history
Table
| Date | IV (%) |
|---|---|
| 28.79% | |
| 28.89% | |
| 29.23% | |
| 29.28% | |
| 28.91% | |
| 29.25% | |
| 29.49% | |
| 28.22% | |
| 29.50% | |
| 30.17% |