IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-23T23:09:11.080Z

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 · 2026-10-23T20:00:00.161189579Z

FundamentalsAlpha Vantage · unavailable

Share price$193.41
1D+1.1%
AH$191.58$192.17$192.76$193.34$193.935:30 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$1.98$6.81$11.64$16.47$21.30$168.99$181.23$193.47$205.72$217.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRN spot · $193.41PRN PRICE$2.50$2.72$3.32$4.17$5.06$5.87$7.01$8.20$9.93$11.54$13.59$16.43$19.42$2.71$3.28$4.05$4.90$5.82$6.77$8.11$9.32$11.26$13.07$15.00$17.60$19.91
PutsExpensive1.78×
CallsExpensive2.00×
SkewBullish-0.26 pp
Implied moveBearish±$15.11
TiltBearish5.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ216.9444.5%13.5%176.6243.0%10.1%
25Δ208.5635.7%9.2%181.3938.9%7.9%
30Δ204.7834.1%7.6%184.6837.6%6.6%
35Δ202.2334.4%6.7%187.5036.7%5.6%
40Δ199.7335.0%5.9%190.1036.0%4.7%
45Δ197.1834.1%5.0%192.5435.1%3.9%
50Δ194.8934.8%4.4%194.9435.6%3.4%
55Δ192.5435.0%3.8%197.2935.1%2.8%
60Δ190.0236.9%3.4%200.0236.4%2.4%
65Δ187.4237.3%2.9%202.7236.2%1.9%
70Δ184.5138.4%2.4%205.5236.2%1.5%
75Δ180.9440.5%2.1%208.8436.5%1.1%
80Δ177.1641.5%1.6%211.8835.6%0.7%

20Δ

Calls
Pseudo strike
216.94
IV
44.5%
B/E move
13.5%
Puts
Pseudo strike
176.62
IV
43.0%
B/E move
10.1%

25Δ

Calls
Pseudo strike
208.56
IV
35.7%
B/E move
9.2%
Puts
Pseudo strike
181.39
IV
38.9%
B/E move
7.9%

30Δ

Calls
Pseudo strike
204.78
IV
34.1%
B/E move
7.6%
Puts
Pseudo strike
184.68
IV
37.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
202.23
IV
34.4%
B/E move
6.7%
Puts
Pseudo strike
187.50
IV
36.7%
B/E move
5.6%

40Δ

Calls
Pseudo strike
199.73
IV
35.0%
B/E move
5.9%
Puts
Pseudo strike
190.10
IV
36.0%
B/E move
4.7%

45Δ

Calls
Pseudo strike
197.18
IV
34.1%
B/E move
5.0%
Puts
Pseudo strike
192.54
IV
35.1%
B/E move
3.9%

50Δ

Calls
Pseudo strike
194.89
IV
34.8%
B/E move
4.4%
Puts
Pseudo strike
194.94
IV
35.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
192.54
IV
35.0%
B/E move
3.8%
Puts
Pseudo strike
197.29
IV
35.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
190.02
IV
36.9%
B/E move
3.4%
Puts
Pseudo strike
200.02
IV
36.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
187.42
IV
37.3%
B/E move
2.9%
Puts
Pseudo strike
202.72
IV
36.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
184.51
IV
38.4%
B/E move
2.4%
Puts
Pseudo strike
205.52
IV
36.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
180.94
IV
40.5%
B/E move
2.1%
Puts
Pseudo strike
208.84
IV
36.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
177.16
IV
41.5%
B/E move
1.6%
Puts
Pseudo strike
211.88
IV
35.6%
B/E move
0.7%

Options history

No recorded observations