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Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Energy ETF PSCE

i

Market dataready · fetched 2026-11-12T00:56:50.623Z

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 · 2026-11-11T21:00:00.062015699Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:56:50.287663+00:00

Share price$53.07
1D+1.0%
AH$52.35$52.57$52.78$52.99$53.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSCE
Sold putSold callAH

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

Live interpolated PSCE call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Energy ETF$0.31$1.36$2.41$3.46$4.51$47.33$50.18$53.02$55.87$58.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PSCE spot · $53.07PSCE PRICE$0.42$0.53$0.64$0.75$0.85$0.96$1.09$1.25$1.41$1.56$1.72$1.88$0.68$0.72$0.78$0.86$0.98$1.12$1.35$1.68$2.01$2.34$2.79$3.55$4.21
PutsCheap0.84×
Calls——
Skew——
Implied moveBearish±$2.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.6480.0%11.5%
25Δ55.3333.0%5.1%49.6461.8%7.8%
30Δ54.9132.3%4.5%51.2147.8%5.0%
35Δ54.5031.6%3.9%51.8842.8%3.9%
40Δ54.0831.0%3.3%52.3640.2%3.2%
45Δ53.6730.3%2.7%52.8038.1%2.6%
50Δ53.2529.6%2.1%53.2637.9%2.2%
55Δ52.8928.7%1.7%53.7239.2%1.9%
60Δ52.6227.5%1.5%54.1940.5%1.7%
65Δ52.3526.4%1.3%54.6641.8%1.4%
70Δ52.0825.2%1.1%55.2444.2%1.2%
75Δ51.8124.0%0.9%56.1048.6%1.0%
80Δ51.5422.8%0.7%56.8949.4%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.64
IV
80.0%
B/E move
11.5%

25Δ

Calls
Pseudo strike
55.33
IV
33.0%
B/E move
5.1%
Puts
Pseudo strike
49.64
IV
61.8%
B/E move
7.8%

30Δ

Calls
Pseudo strike
54.91
IV
32.3%
B/E move
4.5%
Puts
Pseudo strike
51.21
IV
47.8%
B/E move
5.0%

35Δ

Calls
Pseudo strike
54.50
IV
31.6%
B/E move
3.9%
Puts
Pseudo strike
51.88
IV
42.8%
B/E move
3.9%

40Δ

Calls
Pseudo strike
54.08
IV
31.0%
B/E move
3.3%
Puts
Pseudo strike
52.36
IV
40.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
53.67
IV
30.3%
B/E move
2.7%
Puts
Pseudo strike
52.80
IV
38.1%
B/E move
2.6%

50Δ

Calls
Pseudo strike
53.25
IV
29.6%
B/E move
2.1%
Puts
Pseudo strike
53.26
IV
37.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
52.89
IV
28.7%
B/E move
1.7%
Puts
Pseudo strike
53.72
IV
39.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
52.62
IV
27.5%
B/E move
1.5%
Puts
Pseudo strike
54.19
IV
40.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
52.35
IV
26.4%
B/E move
1.3%
Puts
Pseudo strike
54.66
IV
41.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
52.08
IV
25.2%
B/E move
1.1%
Puts
Pseudo strike
55.24
IV
44.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
51.81
IV
24.0%
B/E move
0.9%
Puts
Pseudo strike
56.10
IV
48.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
51.54
IV
22.8%
B/E move
0.7%
Puts
Pseudo strike
56.89
IV
49.4%
B/E move
0.7%

Options history

IV · four-Friday blend34.26%
Daily EOD
PSCE32.4%33.4%34.4%2026-10-19: 32.97%2026-10-20: 32.70%2026-10-21: 33.16%2026-10-22: 33.11%2026-10-23: 33.71%2026-10-26: 33.61%2026-10-27: 32.58%2026-10-28: 33.78%2026-10-29: 32.87%2026-10-30: 34.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.97%
32.70%
33.16%
33.11%
33.71%
33.61%
32.58%
33.78%
32.87%
34.26%