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Invesco Aerospace & Defense ETF PPA

i

Market dataready · fetched 2026-11-12T02:14:21.206Z

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: 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 · 2026-11-12T01:00:00.136578986Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:14:20.781362+00:00

Share price$162.22
1D+0.7%
AH$160.30$160.84$161.37$161.91$162.445:30 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$0.98$3.21$5.43$7.66$9.88$148.44$154.33$160.23$166.13$172.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PPA spot · $162.22PPA PRICE$1.30$1.46$1.38$1.75$1.99$2.23$2.52$2.91$3.19$3.64$4.52$5.12$1.23$1.36$1.59$1.99$2.46$2.93$3.43$3.98$4.72$5.63$6.90$9.24
Puts——
Calls——
Skew——
Implied moveBearish±$5.16
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.0142.3%5.8%
25Δ168.7935.4%4.9%156.7335.3%4.2%
30Δ166.7731.1%3.7%158.3531.9%3.4%
35Δ164.7923.4%2.4%159.4832.0%2.9%
40Δ164.0924.6%2.2%
45Δ163.2623.5%1.9%161.6427.6%1.9%
50Δ162.4922.4%1.5%162.5428.0%1.6%
55Δ161.7721.7%1.3%163.4328.1%1.4%
60Δ161.0721.7%1.1%164.3728.1%1.1%
65Δ160.4620.6%0.9%165.4128.8%0.9%
70Δ159.7420.4%0.7%166.6029.8%0.8%
75Δ158.7122.1%0.6%168.1131.6%0.6%
80Δ157.8921.6%0.5%170.6236.2%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
154.01
IV
42.3%
B/E move
5.8%

25Δ

Calls
Pseudo strike
168.79
IV
35.4%
B/E move
4.9%
Puts
Pseudo strike
156.73
IV
35.3%
B/E move
4.2%

30Δ

Calls
Pseudo strike
166.77
IV
31.1%
B/E move
3.7%
Puts
Pseudo strike
158.35
IV
31.9%
B/E move
3.4%

35Δ

Calls
Pseudo strike
164.79
IV
23.4%
B/E move
2.4%
Puts
Pseudo strike
159.48
IV
32.0%
B/E move
2.9%

40Δ

Calls
Pseudo strike
164.09
IV
24.6%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
163.26
IV
23.5%
B/E move
1.9%
Puts
Pseudo strike
161.64
IV
27.6%
B/E move
1.9%

50Δ

Calls
Pseudo strike
162.49
IV
22.4%
B/E move
1.5%
Puts
Pseudo strike
162.54
IV
28.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
161.77
IV
21.7%
B/E move
1.3%
Puts
Pseudo strike
163.43
IV
28.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
161.07
IV
21.7%
B/E move
1.1%
Puts
Pseudo strike
164.37
IV
28.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
160.46
IV
20.6%
B/E move
0.9%
Puts
Pseudo strike
165.41
IV
28.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
159.74
IV
20.4%
B/E move
0.7%
Puts
Pseudo strike
166.60
IV
29.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
158.71
IV
22.1%
B/E move
0.6%
Puts
Pseudo strike
168.11
IV
31.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
157.89
IV
21.6%
B/E move
0.5%
Puts
Pseudo strike
170.62
IV
36.2%
B/E move
0.5%

Options history

IV · four-Friday blend25.68%
Daily EOD
PPA24.6%25.2%25.8%2026-10-22: 24.70%2026-10-23: 25.68%Oct 22Oct 23
2 observations2026-10-22 — 2026-10-23
Table
DateIV (%)
24.70%
25.68%