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Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Consumer Discretionary ETF PSCD

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Market dataready · fetched 2026-10-30T15:32:49.596Z

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 · 2026-10-30T13:55:40.223570418Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-30T15:32:49.524926+00:00

Share price$114.94
1D+0.0%
$114.88$114.91$114.94$114.97$115.005:30 AM6:30 AM9:00 AM1:00 PMPSCD
Sold putSold call

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

Live interpolated PSCD call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Consumer Discretionary ETF$2.20$2.71$3.22$3.72$4.23$105.13$109.63$114.14$118.65$123.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSCD spot · $114.94PSCD PRICE$2.25$2.63$2.98$3.37$3.61$3.80$4.09$2.33$2.78$3.28
Puts——
CallsCheap0.83×
SkewBearish+9.08 pp
Implied moveBearish±$5.53
TiltBullish46.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ113.4828.4%3.3%
45Δ114.4828.4%2.8%
50Δ115.3321.0%2.3%115.4728.5%2.4%
55Δ114.6221.2%2.0%
60Δ113.8920.8%1.7%
65Δ113.1820.4%1.4%
70Δ112.6319.0%1.1%
75Δ112.1317.3%0.9%
80Δ111.6216.0%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.48
IV
28.4%
B/E move
3.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
114.48
IV
28.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
115.33
IV
21.0%
B/E move
2.3%
Puts
Pseudo strike
115.47
IV
28.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
114.62
IV
21.2%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
113.89
IV
20.8%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
113.18
IV
20.4%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
112.63
IV
19.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
112.13
IV
17.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
111.62
IV
16.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations