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

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Market datapartial · fetched 2026-10-22T20:17:33.172Z

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 · 2026-10-22T20:00:00.448467371Z

FundamentalsAlpha Vantage · unavailable

Share price$57.05
1D-3.8%
AH$55.96$56.85$57.75$58.64$59.535:30 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$0.62$2.05$3.49$4.92$6.35$50.24$53.70$57.16$60.62$64.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSCE spot · $57.05PSCE PRICE$0.78$0.90$1.06$1.30$1.53$1.80$2.10$2.41$2.69$3.07$3.48$3.87$4.82$0.86$0.91$1.04$1.24$1.40$1.42$2.07$2.83$3.33$3.88$4.45$5.09$5.94
PutsExpensive1.20×
CallsExpensive1.29×
SkewBullish-1.33 pp
Implied moveBalanced±$4.17
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.3945.9%14.2%51.8445.2%10.6%
25Δ62.1139.5%10.5%53.7236.0%7.4%
30Δ60.7136.3%8.3%54.7832.3%5.8%
35Δ59.8336.1%7.2%55.5231.2%4.9%
40Δ58.9835.3%6.1%56.2029.4%4.0%
45Δ58.2234.8%5.2%56.8325.1%2.9%
50Δ57.5034.6%4.5%57.5229.8%2.8%
55Δ56.8134.2%3.8%58.2435.3%2.9%
60Δ56.1433.1%3.1%59.0135.9%2.4%
65Δ55.4632.7%2.6%59.8236.0%1.9%
70Δ54.7932.3%2.1%60.6535.7%1.5%
75Δ54.1431.2%1.7%61.5235.3%1.1%
80Δ53.0334.0%1.4%62.5735.4%0.7%

20Δ

Calls
Pseudo strike
64.39
IV
45.9%
B/E move
14.2%
Puts
Pseudo strike
51.84
IV
45.2%
B/E move
10.6%

25Δ

Calls
Pseudo strike
62.11
IV
39.5%
B/E move
10.5%
Puts
Pseudo strike
53.72
IV
36.0%
B/E move
7.4%

30Δ

Calls
Pseudo strike
60.71
IV
36.3%
B/E move
8.3%
Puts
Pseudo strike
54.78
IV
32.3%
B/E move
5.8%

35Δ

Calls
Pseudo strike
59.83
IV
36.1%
B/E move
7.2%
Puts
Pseudo strike
55.52
IV
31.2%
B/E move
4.9%

40Δ

Calls
Pseudo strike
58.98
IV
35.3%
B/E move
6.1%
Puts
Pseudo strike
56.20
IV
29.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
58.22
IV
34.8%
B/E move
5.2%
Puts
Pseudo strike
56.83
IV
25.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
57.50
IV
34.6%
B/E move
4.5%
Puts
Pseudo strike
57.52
IV
29.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
56.81
IV
34.2%
B/E move
3.8%
Puts
Pseudo strike
58.24
IV
35.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
56.14
IV
33.1%
B/E move
3.1%
Puts
Pseudo strike
59.01
IV
35.9%
B/E move
2.4%

65Δ

Calls
Pseudo strike
55.46
IV
32.7%
B/E move
2.6%
Puts
Pseudo strike
59.82
IV
36.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
54.79
IV
32.3%
B/E move
2.1%
Puts
Pseudo strike
60.65
IV
35.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
54.14
IV
31.2%
B/E move
1.7%
Puts
Pseudo strike
61.52
IV
35.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
53.03
IV
34.0%
B/E move
1.4%
Puts
Pseudo strike
62.57
IV
35.4%
B/E move
0.7%

Options history

No recorded observations