IntraAlpha
Create free account Start free

Invesco Aerospace & Defense ETF PPA

i

Market datapartial · fetched 2026-10-22T23:44:39.542Z

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 · 2026-10-22T22:30:00.000923944Z

FundamentalsAlpha Vantage · unavailable

Share price$154.53
1D-0.9%
AH$153$154$155$156$1575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPPA
Sold putSold callAH

Invesco Aerospace & Defense ETF options

Live interpolated PPA call and put midpoint premiums by absolute delta.Invesco Aerospace & Defense ETF$1.29$4.19$7.10$10.00$12.91$140.88$147.92$154.97$162.02$169.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PPA spot · $154.53PPA PRICE$1.60$1.96$2.13$2.52$2.99$3.60$4.24$5.05$5.82$6.61$2.01$2.82$3.19$3.88$4.52$5.22$5.95$6.89$8.76$9.75$12.07
PutsExpensive1.09×
CallsExpensive1.22×
SkewBullish-2.04 pp
Implied moveBearish±$8.77
TiltBearish28.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ169.0834.5%10.4%
25Δ165.2231.5%8.2%
30Δ161.7126.7%6.0%150.1223.2%4.2%
35Δ159.7825.5%5.0%151.0526.4%4.1%
40Δ158.2125.0%4.3%152.6524.7%3.3%
45Δ156.8225.4%3.8%154.0225.2%2.8%
50Δ155.4125.5%3.3%155.3924.9%2.4%
55Δ154.0026.2%2.9%156.7424.6%1.9%
60Δ152.5726.1%2.5%158.0824.2%1.6%
65Δ151.1425.7%2.1%159.5224.2%1.2%
70Δ161.6826.6%1.0%
75Δ163.1825.6%0.7%
80Δ165.8427.2%0.5%

20Δ

Calls
Pseudo strike
169.08
IV
34.5%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
165.22
IV
31.5%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
161.71
IV
26.7%
B/E move
6.0%
Puts
Pseudo strike
150.12
IV
23.2%
B/E move
4.2%

35Δ

Calls
Pseudo strike
159.78
IV
25.5%
B/E move
5.0%
Puts
Pseudo strike
151.05
IV
26.4%
B/E move
4.1%

40Δ

Calls
Pseudo strike
158.21
IV
25.0%
B/E move
4.3%
Puts
Pseudo strike
152.65
IV
24.7%
B/E move
3.3%

45Δ

Calls
Pseudo strike
156.82
IV
25.4%
B/E move
3.8%
Puts
Pseudo strike
154.02
IV
25.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
155.41
IV
25.5%
B/E move
3.3%
Puts
Pseudo strike
155.39
IV
24.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
154.00
IV
26.2%
B/E move
2.9%
Puts
Pseudo strike
156.74
IV
24.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
152.57
IV
26.1%
B/E move
2.5%
Puts
Pseudo strike
158.08
IV
24.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
151.14
IV
25.7%
B/E move
2.1%
Puts
Pseudo strike
159.52
IV
24.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
161.68
IV
26.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
163.18
IV
25.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
165.84
IV
27.2%
B/E move
0.5%

Options history

No recorded observations