IntraAlpha
Create free account Start free

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

i

Market dataready · fetched 2026-10-30T16:21:07.784Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 2026-10-30T16:19:12.752086+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$1.95$4.62$7.29$9.96$12.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPSCD PRICE$2.24$2.75$3.27$3.79$4.30$4.82$5.33$5.85$6.37$6.95$7.82$9.62$11.86
PutsExpensive2.72×
CallsExpensive1.15×
SkewBearish+12.66 pp
Implied move——
TiltBullish21.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ119.9223.5%6.3%
40Δ118.7423.0%5.7%
45Δ117.5722.4%5.1%
50Δ116.4021.9%4.6%
55Δ115.2221.3%4.0%
60Δ114.0520.8%3.4%119.8231.8%2.6%
65Δ112.8820.2%2.8%122.0933.6%2.2%
70Δ111.7019.6%2.3%124.7935.6%1.7%
75Δ110.5319.1%1.7%
80Δ109.4618.3%1.3%

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
119.92
IV
23.5%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
118.74
IV
23.0%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
117.57
IV
22.4%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
116.40
IV
21.9%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
115.22
IV
21.3%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
114.05
IV
20.8%
B/E move
3.4%
Puts
Pseudo strike
119.82
IV
31.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
112.88
IV
20.2%
B/E move
2.8%
Puts
Pseudo strike
122.09
IV
33.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
111.70
IV
19.6%
B/E move
2.3%
Puts
Pseudo strike
124.79
IV
35.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
110.53
IV
19.1%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
109.46
IV
18.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations