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

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Market datapartial · fetched 2026-10-22T23:51:49.671Z

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 · 2026-10-22T20:00:00.274629348Z

FundamentalsAlpha Vantage · unavailable

Share price$54.29
1D+0.6%
AH$53.76$53.91$54.05$54.19$54.345:30 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$0.91$1.83$2.75$3.68$4.60$48.38$51.05$53.72$56.39$59.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSCH spot · $54.29PSCH PRICE$1.07$1.14$1.23$1.34$1.45$1.56$1.67$1.77$1.88$2.09$2.37$1.01$1.09$1.18$1.29$1.43$1.58$1.74$1.92$2.17$2.45$2.94$3.80$4.33
PutsExpensive1.65×
CallsExpensive1.23×
SkewBearish+7.52 pp
Implied moveBearish±$3.19
TiltBearish21.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.3955.0%12.7%
25Δ50.4244.8%9.1%
30Δ58.0739.0%8.9%51.7838.3%6.8%
35Δ56.7733.5%6.7%52.7334.1%5.3%
40Δ55.8629.6%5.1%53.4631.3%4.2%
45Δ55.1927.1%4.1%54.1029.0%3.3%
50Δ54.6625.0%3.4%54.6227.2%2.6%
55Δ54.1923.0%2.7%55.1225.7%2.0%
60Δ53.8021.2%2.2%55.5925.0%1.6%
65Δ53.4719.5%1.7%56.0724.5%1.2%
70Δ53.1417.9%1.3%56.7025.3%1.0%
75Δ52.7717.0%1.1%57.6628.1%0.8%
80Δ52.3916.6%0.9%58.3327.6%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.39
IV
55.0%
B/E move
12.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.42
IV
44.8%
B/E move
9.1%

30Δ

Calls
Pseudo strike
58.07
IV
39.0%
B/E move
8.9%
Puts
Pseudo strike
51.78
IV
38.3%
B/E move
6.8%

35Δ

Calls
Pseudo strike
56.77
IV
33.5%
B/E move
6.7%
Puts
Pseudo strike
52.73
IV
34.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
55.86
IV
29.6%
B/E move
5.1%
Puts
Pseudo strike
53.46
IV
31.3%
B/E move
4.2%

45Δ

Calls
Pseudo strike
55.19
IV
27.1%
B/E move
4.1%
Puts
Pseudo strike
54.10
IV
29.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
54.66
IV
25.0%
B/E move
3.4%
Puts
Pseudo strike
54.62
IV
27.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
54.19
IV
23.0%
B/E move
2.7%
Puts
Pseudo strike
55.12
IV
25.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
53.80
IV
21.2%
B/E move
2.2%
Puts
Pseudo strike
55.59
IV
25.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
53.47
IV
19.5%
B/E move
1.7%
Puts
Pseudo strike
56.07
IV
24.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
53.14
IV
17.9%
B/E move
1.3%
Puts
Pseudo strike
56.70
IV
25.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
52.77
IV
17.0%
B/E move
1.1%
Puts
Pseudo strike
57.66
IV
28.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
52.39
IV
16.6%
B/E move
0.9%
Puts
Pseudo strike
58.33
IV
27.6%
B/E move
0.5%

Options history

No recorded observations