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

i

Market dataready · fetched 2026-11-12T00:48:36.224Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-11T21:00:00.163340343Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:48:35.223040+00:00

Share price$64.29
1D+0.0%
AH$64.49$64.50$64.52$64.54$64.555:30 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$1.74$3.10$4.46$5.82$7.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEPSCF PRICE$1.89$2.23$2.65$3.17$3.69$4.27$5.11$5.95$6.79$2.05
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ62.6421.2%5.8%
40Δ67.4818.4%7.9%
45Δ66.5418.3%7.0%
50Δ65.6118.4%6.2%
55Δ64.6818.7%5.5%
60Δ63.7619.1%4.9%
65Δ62.7919.4%4.3%
70Δ61.6319.8%3.8%
75Δ60.4620.1%3.3%
80Δ59.2920.5%2.8%

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
IV
B/E move
Puts
Pseudo strike
62.64
IV
21.2%
B/E move
5.8%

40Δ

Calls
Pseudo strike
67.48
IV
18.4%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
66.54
IV
18.3%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
65.61
IV
18.4%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
64.68
IV
18.7%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
63.76
IV
19.1%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
62.79
IV
19.4%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
61.63
IV
19.8%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
60.46
IV
20.1%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
59.29
IV
20.5%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.49%
Daily EOD
PSCF20.1%21.0%22.0%2026-10-19: 20.83%2026-10-20: 21.09%2026-10-21: 20.36%2026-10-22: 21.66%2026-10-23: 20.52%2026-10-26: 21.89%2026-10-27: 20.77%2026-10-28: 20.20%2026-10-30: 21.49%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.83%
21.09%
20.36%
21.66%
20.52%
21.89%
20.77%
20.20%
21.49%