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

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Market datapartial · fetched 2026-10-22T21:55:26.239Z

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 · 2026-10-22T21:33:45.718570342Z

FundamentalsAlpha Vantage · unavailable

Share price$57.80
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$0.49$3.09$5.70$8.30$10.90$49.59$53.22$56.85$60.48$64.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSCE spot · $57.80PSCE PRICE$0.77$0.88$0.97$1.17$1.38$1.59$1.81$2.06$2.32$2.53$2.74$3.01$3.29$0.89$0.95$1.17$1.40$1.42$2.21$2.93$3.53$4.20$4.96$5.99$7.22$10.15
PutsExpensive1.47×
CallsExpensive1.07×
SkewBearish+11.64 pp
Implied moveBearish±$4.74
TiltBearish31.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.0845.1%14.0%52.4046.3%10.9%
25Δ62.7638.3%10.1%54.3137.3%7.7%
30Δ61.1232.7%7.4%55.2835.5%6.4%
35Δ60.2832.0%6.3%56.0934.7%5.4%
40Δ59.5331.2%5.4%56.9629.3%3.9%
45Δ58.8230.2%4.5%57.6336.5%4.1%
50Δ58.1829.3%3.8%58.3941.6%4.0%
55Δ57.5928.6%3.2%59.3042.8%3.5%
60Δ57.0127.9%2.7%60.2843.8%3.0%
65Δ56.5226.3%2.2%61.3444.6%2.4%
70Δ56.0324.7%1.7%62.6446.4%2.0%
75Δ55.5723.5%1.4%64.1248.1%1.5%
80Δ55.1022.3%1.0%67.2056.6%1.3%

20Δ

Calls
Pseudo strike
65.08
IV
45.1%
B/E move
14.0%
Puts
Pseudo strike
52.40
IV
46.3%
B/E move
10.9%

25Δ

Calls
Pseudo strike
62.76
IV
38.3%
B/E move
10.1%
Puts
Pseudo strike
54.31
IV
37.3%
B/E move
7.7%

30Δ

Calls
Pseudo strike
61.12
IV
32.7%
B/E move
7.4%
Puts
Pseudo strike
55.28
IV
35.5%
B/E move
6.4%

35Δ

Calls
Pseudo strike
60.28
IV
32.0%
B/E move
6.3%
Puts
Pseudo strike
56.09
IV
34.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
59.53
IV
31.2%
B/E move
5.4%
Puts
Pseudo strike
56.96
IV
29.3%
B/E move
3.9%

45Δ

Calls
Pseudo strike
58.82
IV
30.2%
B/E move
4.5%
Puts
Pseudo strike
57.63
IV
36.5%
B/E move
4.1%

50Δ

Calls
Pseudo strike
58.18
IV
29.3%
B/E move
3.8%
Puts
Pseudo strike
58.39
IV
41.6%
B/E move
4.0%

55Δ

Calls
Pseudo strike
57.59
IV
28.6%
B/E move
3.2%
Puts
Pseudo strike
59.30
IV
42.8%
B/E move
3.5%

60Δ

Calls
Pseudo strike
57.01
IV
27.9%
B/E move
2.7%
Puts
Pseudo strike
60.28
IV
43.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
56.52
IV
26.3%
B/E move
2.2%
Puts
Pseudo strike
61.34
IV
44.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
56.03
IV
24.7%
B/E move
1.7%
Puts
Pseudo strike
62.64
IV
46.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
55.57
IV
23.5%
B/E move
1.4%
Puts
Pseudo strike
64.12
IV
48.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
55.10
IV
22.3%
B/E move
1.0%
Puts
Pseudo strike
67.20
IV
56.6%
B/E move
1.3%

Options history

No recorded observations