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Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Consumer Staples ETF PSCC

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Market datapartial · fetched 2026-10-23T02:57:59.036Z

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 · 2026-10-22T20:00:00.694695736Z

FundamentalsAlpha Vantage · unavailable

Share price$36.24
1D+3.0%
AH$34.88$35.18$35.48$35.78$36.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSCC
Sold putSold callAH

Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Consumer Staples ETF options

Live interpolated PSCC call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Consumer Staples ETF$0.47$1.17$1.87$2.57$3.28$31.91$34.11$36.32$38.53$40.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSCC spot · $36.23PSCC PRICE$0.54$0.71$0.91$1.00$1.04$1.26$1.48$1.88$2.32$2.51$2.67$3.07$0.61$0.65$0.72$0.79$0.87$0.96$1.07$1.17$1.28$1.51$1.74$1.97$2.66
PutsExpensive2.12×
CallsExpensive1.53×
SkewBullish-6.98 pp
Implied moveBullish±$2.33
TiltBullish9.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.6150.1%11.7%
25Δ39.3137.8%10.0%33.8940.4%8.2%
30Δ38.6537.7%8.6%34.6635.4%6.3%
35Δ38.2039.9%7.9%35.2431.7%4.9%
40Δ37.5937.0%6.5%35.7029.0%3.9%
45Δ36.9231.7%4.8%36.1026.7%3.0%
50Δ36.5032.4%4.2%36.4025.2%2.5%
55Δ36.0833.0%3.7%36.7023.7%1.9%
60Δ35.5736.0%3.4%37.0022.2%1.4%
65Δ35.0339.5%3.1%37.3322.2%1.1%
70Δ34.6337.1%2.5%37.6722.3%0.9%
75Δ34.2434.2%1.9%38.0022.3%0.6%
80Δ33.6733.9%1.4%38.7624.4%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.61
IV
50.1%
B/E move
11.7%

25Δ

Calls
Pseudo strike
39.31
IV
37.8%
B/E move
10.0%
Puts
Pseudo strike
33.89
IV
40.4%
B/E move
8.2%

30Δ

Calls
Pseudo strike
38.65
IV
37.7%
B/E move
8.6%
Puts
Pseudo strike
34.66
IV
35.4%
B/E move
6.3%

35Δ

Calls
Pseudo strike
38.20
IV
39.9%
B/E move
7.9%
Puts
Pseudo strike
35.24
IV
31.7%
B/E move
4.9%

40Δ

Calls
Pseudo strike
37.59
IV
37.0%
B/E move
6.5%
Puts
Pseudo strike
35.70
IV
29.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
36.92
IV
31.7%
B/E move
4.8%
Puts
Pseudo strike
36.10
IV
26.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
36.50
IV
32.4%
B/E move
4.2%
Puts
Pseudo strike
36.40
IV
25.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
36.08
IV
33.0%
B/E move
3.7%
Puts
Pseudo strike
36.70
IV
23.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
35.57
IV
36.0%
B/E move
3.4%
Puts
Pseudo strike
37.00
IV
22.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
35.03
IV
39.5%
B/E move
3.1%
Puts
Pseudo strike
37.33
IV
22.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
34.63
IV
37.1%
B/E move
2.5%
Puts
Pseudo strike
37.67
IV
22.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
34.24
IV
34.2%
B/E move
1.9%
Puts
Pseudo strike
38.00
IV
22.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
33.67
IV
33.9%
B/E move
1.4%
Puts
Pseudo strike
38.76
IV
24.4%
B/E move
0.4%

Options history

No recorded observations