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Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Health Care ETF PSCH

i

Market dataready · fetched 2026-11-13T02:00:48.698Z

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 · 2026-11-12T21:00:00.348071218Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:00:47.981749+00:00

Share price$56.96
1D-1.0%
AH$56.83$57.02$57.21$57.40$57.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSCH
Sold putSold callAH

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

Live interpolated PSCH call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Health Care ETF$0.94$1.28$1.62$1.96$2.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICEPSCH PRICE$0.97$1.03$1.12$1.23$1.34$1.48$1.62$1.77$1.91$2.06$2.21$0.99$1.01$1.07$1.15$1.24
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.0299.0%12.2%
25Δ
30Δ60.2064.8%7.4%54.6160.9%5.9%
35Δ58.9954.7%5.4%55.4752.8%4.5%
40Δ58.2449.4%4.2%56.1446.8%3.5%
45Δ57.6545.4%3.4%56.6442.5%2.7%
50Δ57.1442.1%2.7%
55Δ56.7239.7%2.2%
60Δ56.3437.6%1.8%
65Δ55.9735.4%1.4%
70Δ55.6733.1%1.1%
75Δ55.3830.8%0.8%
80Δ55.0828.4%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.02
IV
99.0%
B/E move
12.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
60.20
IV
64.8%
B/E move
7.4%
Puts
Pseudo strike
54.61
IV
60.9%
B/E move
5.9%

35Δ

Calls
Pseudo strike
58.99
IV
54.7%
B/E move
5.4%
Puts
Pseudo strike
55.47
IV
52.8%
B/E move
4.5%

40Δ

Calls
Pseudo strike
58.24
IV
49.4%
B/E move
4.2%
Puts
Pseudo strike
56.14
IV
46.8%
B/E move
3.5%

45Δ

Calls
Pseudo strike
57.65
IV
45.4%
B/E move
3.4%
Puts
Pseudo strike
56.64
IV
42.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
57.14
IV
42.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
56.72
IV
39.7%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
56.34
IV
37.6%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
55.97
IV
35.4%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
55.67
IV
33.1%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
55.38
IV
30.8%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
55.08
IV
28.4%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend55.54%
Daily EOD
PSCH43.8%50.3%56.8%2026-10-19: 52.41%2026-10-20: 51.79%2026-10-21: 54.35%2026-10-22: 50.54%2026-10-23: 53.50%2026-10-26: 55.93%2026-10-27: 55.81%2026-10-28: 46.70%2026-10-29: 44.66%2026-10-30: 55.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.41%
51.79%
54.35%
50.54%
53.50%
55.93%
55.81%
46.70%
44.66%
55.54%