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Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Financials ETF PSCF

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Market datapartial · fetched 2026-10-22T21:23:38.006Z

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 · 2026-10-22T20:00:00.403032016Z

FundamentalsAlpha Vantage · unavailable

Share price$62.96
1D+0.5%
AH$62.42$62.52$62.62$62.72$62.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSCF
Sold putSold callAH

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

Live interpolated PSCF call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Financials ETF$0.40$1.62$2.85$4.07$5.30$58.12$60.83$63.53$66.23$68.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSCF spot · $62.96PSCF PRICE$0.53$0.70$0.94$1.00$1.28$1.58$1.74$2.04$2.52$3.23$3.61$3.81$4.94$0.64$0.74$0.84$0.96$1.13$1.34$1.56$1.79$1.98$2.10$2.23$2.52$3.05
PutsExpensive1.64×
CallsExpensive1.73×
SkewBullish-6.40 pp
Implied moveBullish±$3.30
TiltBullish14.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.7427.9%8.4%58.9131.2%7.5%
25Δ66.6726.8%7.0%60.1827.1%5.6%
30Δ66.1428.7%6.5%61.1024.1%4.3%
35Δ65.0924.9%5.0%61.7622.2%3.4%
40Δ64.5126.0%4.5%62.3121.4%2.8%
45Δ63.9727.5%4.1%62.7921.3%2.4%
50Δ63.3525.7%3.4%63.2721.1%2.0%
55Δ62.7325.6%2.9%63.7320.8%1.6%
60Δ62.1027.8%2.6%64.1420.0%1.3%
65Δ61.2731.0%2.5%64.4718.5%0.9%
70Δ60.6430.3%2.0%64.8117.0%0.6%
75Δ60.1227.7%1.5%65.2616.4%0.4%
80Δ58.8531.4%1.3%65.8917.2%0.2%

20Δ

Calls
Pseudo strike
67.74
IV
27.9%
B/E move
8.4%
Puts
Pseudo strike
58.91
IV
31.2%
B/E move
7.5%

25Δ

Calls
Pseudo strike
66.67
IV
26.8%
B/E move
7.0%
Puts
Pseudo strike
60.18
IV
27.1%
B/E move
5.6%

30Δ

Calls
Pseudo strike
66.14
IV
28.7%
B/E move
6.5%
Puts
Pseudo strike
61.10
IV
24.1%
B/E move
4.3%

35Δ

Calls
Pseudo strike
65.09
IV
24.9%
B/E move
5.0%
Puts
Pseudo strike
61.76
IV
22.2%
B/E move
3.4%

40Δ

Calls
Pseudo strike
64.51
IV
26.0%
B/E move
4.5%
Puts
Pseudo strike
62.31
IV
21.4%
B/E move
2.8%

45Δ

Calls
Pseudo strike
63.97
IV
27.5%
B/E move
4.1%
Puts
Pseudo strike
62.79
IV
21.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
63.35
IV
25.7%
B/E move
3.4%
Puts
Pseudo strike
63.27
IV
21.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
62.73
IV
25.6%
B/E move
2.9%
Puts
Pseudo strike
63.73
IV
20.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
62.10
IV
27.8%
B/E move
2.6%
Puts
Pseudo strike
64.14
IV
20.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
61.27
IV
31.0%
B/E move
2.5%
Puts
Pseudo strike
64.47
IV
18.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
60.64
IV
30.3%
B/E move
2.0%
Puts
Pseudo strike
64.81
IV
17.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
60.12
IV
27.7%
B/E move
1.5%
Puts
Pseudo strike
65.26
IV
16.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
58.85
IV
31.4%
B/E move
1.3%
Puts
Pseudo strike
65.89
IV
17.2%
B/E move
0.2%

Options history

No recorded observations