Invesco Exchange-Traded Fund Trust Invesco Nasdaq Internet ETF PNQI
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Market datapartial · fetched 2026-11-13T18:54:22.268Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17
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 · 2026-11-13T18:50:01.877745455Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:54:20.927139+00:00
Invesco Exchange-Traded Fund Trust Invesco Nasdaq Internet 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 | 52.87 | 28.0% | 12.6% | |||
| 55Δ | 51.20 | 29.2% | 11.4% | |||
| 60Δ | 49.54 | 30.4% | 10.3% | |||
| 65Δ | 47.88 | 31.6% | 9.1% | |||
| 70Δ | 46.22 | 32.8% | 8.0% | |||
| 75Δ | 44.56 | 34.0% | 6.8% | |||
| 80Δ | ||||||
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
- 52.87
- IV
- 28.0%
- B/E move
- 12.6%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 51.20
- IV
- 29.2%
- B/E move
- 11.4%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 49.54
- IV
- 30.4%
- B/E move
- 10.3%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 47.88
- IV
- 31.6%
- B/E move
- 9.1%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 46.22
- IV
- 32.8%
- B/E move
- 8.0%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 44.56
- IV
- 34.0%
- B/E move
- 6.8%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 22.90% | |
| 23.39% | |
| 21.62% | |
| 24.45% | |
| 25.06% | |
| 23.87% | |
| 23.82% | |
| 23.79% | |
| 24.00% | |
| 25.95% |