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Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Industrials Momentum ETF PRN

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Market datapartial · fetched 2026-11-13T00:47:37.294Z

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 · 2026-11-12T21:00:00.045809917Z

FundamentalsAlpha Vantage · unavailable

Share price$193.71
1D-0.4%
AH$193.53$194.01$194.50$194.98$195.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRN
Sold putSold callAH

Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Industrials Momentum ETF options

Live interpolated PRN call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Industrials Momentum ETF$2.29$4.22$6.14$8.07$10.00$181.02$186.32$191.62$196.92$202.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PRN spot · $193.71PRN PRICE$2.50$2.50$2.50$2.52$2.94$3.65$4.07$4.63$5.23$6.16$7.21$9.00$2.50$2.50$2.50$2.55$2.70$3.00$3.54$4.07$4.66$5.57$6.31$7.66$9.44
PutsExpensive2.01×
Calls——
Skew——
Implied moveBalanced±$7.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ216.7083.7%13.2%177.6675.4%9.6%
25Δ207.2062.2%8.3%183.9856.6%6.3%
30Δ202.0248.7%5.6%187.7444.7%4.4%
35Δ198.5438.8%3.8%190.1436.7%3.2%
40Δ191.7632.2%2.4%
45Δ195.2031.0%2.3%192.9930.0%1.9%
50Δ194.1032.9%2.1%194.0730.0%1.6%
55Δ192.9631.5%1.7%195.1429.6%1.4%
60Δ191.8530.9%1.4%196.2129.2%1.1%
65Δ190.7530.3%1.2%197.4630.2%0.9%
70Δ189.4531.0%1.0%198.6029.7%0.7%
75Δ188.0531.7%0.8%200.2531.1%0.6%
80Δ186.0034.3%0.7%202.3132.1%0.4%

20Δ

Calls
Pseudo strike
216.70
IV
83.7%
B/E move
13.2%
Puts
Pseudo strike
177.66
IV
75.4%
B/E move
9.6%

25Δ

Calls
Pseudo strike
207.20
IV
62.2%
B/E move
8.3%
Puts
Pseudo strike
183.98
IV
56.6%
B/E move
6.3%

30Δ

Calls
Pseudo strike
202.02
IV
48.7%
B/E move
5.6%
Puts
Pseudo strike
187.74
IV
44.7%
B/E move
4.4%

35Δ

Calls
Pseudo strike
198.54
IV
38.8%
B/E move
3.8%
Puts
Pseudo strike
190.14
IV
36.7%
B/E move
3.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
191.76
IV
32.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
195.20
IV
31.0%
B/E move
2.3%
Puts
Pseudo strike
192.99
IV
30.0%
B/E move
1.9%

50Δ

Calls
Pseudo strike
194.10
IV
32.9%
B/E move
2.1%
Puts
Pseudo strike
194.07
IV
30.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
192.96
IV
31.5%
B/E move
1.7%
Puts
Pseudo strike
195.14
IV
29.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
191.85
IV
30.9%
B/E move
1.4%
Puts
Pseudo strike
196.21
IV
29.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
190.75
IV
30.3%
B/E move
1.2%
Puts
Pseudo strike
197.46
IV
30.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
189.45
IV
31.0%
B/E move
1.0%
Puts
Pseudo strike
198.60
IV
29.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
188.05
IV
31.7%
B/E move
0.8%
Puts
Pseudo strike
200.25
IV
31.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
186.00
IV
34.3%
B/E move
0.7%
Puts
Pseudo strike
202.31
IV
32.1%
B/E move
0.4%

Options history

IV · four-Friday blend34.74%
Daily EOD
PRN31.3%33.1%35.0%2026-10-19: 31.52%2026-10-20: 32.03%2026-10-21: 32.15%2026-10-22: 33.77%2026-10-23: 34.27%2026-10-26: 33.20%2026-10-27: 32.89%2026-10-28: 32.65%2026-10-29: 31.70%2026-10-30: 34.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.52%
32.03%
32.15%
33.77%
34.27%
33.20%
32.89%
32.65%
31.70%
34.74%