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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 2026-10-23T16:37:37.180Z

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 · 2026-10-23T16:01:06.664346168Z

FundamentalsAlpha Vantage · unavailable

Share price$53.93
1D-0.1%
$53.40$53.56$53.71$53.86$54.015:30 AM6:30 AM9:00 AM1:00 PMPSCH
Sold putSold call

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$1.08$2.67$4.25$5.83$7.42$48.98$51.48$53.98$56.47$58.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSCH spot · $53.93PSCH PRICE$1.25$1.39$1.53$1.64$1.71$1.79$3.29$5.13$6.96$1.40$1.54$1.67$1.81$2.01$2.38
PutsExpensive1.30×
CallsExpensive1.36×
SkewBullish-0.62 pp
Implied moveBearish±$3.20
TiltBullish39.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ55.5430.9%5.3%53.1231.3%4.1%
45Δ54.8528.6%4.3%53.7228.9%3.2%
50Δ54.2926.8%3.5%54.2426.8%2.5%
55Δ53.8224.7%2.8%54.6924.9%1.9%
60Δ53.4522.4%2.3%55.1523.7%1.5%
65Δ53.0720.0%1.7%55.6624.2%1.2%
70Δ51.4124.5%1.4%
75Δ49.4530.5%1.2%
80Δ47.5036.5%1.0%

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
IV
B/E move

40Δ

Calls
Pseudo strike
55.54
IV
30.9%
B/E move
5.3%
Puts
Pseudo strike
53.12
IV
31.3%
B/E move
4.1%

45Δ

Calls
Pseudo strike
54.85
IV
28.6%
B/E move
4.3%
Puts
Pseudo strike
53.72
IV
28.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
54.29
IV
26.8%
B/E move
3.5%
Puts
Pseudo strike
54.24
IV
26.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
53.82
IV
24.7%
B/E move
2.8%
Puts
Pseudo strike
54.69
IV
24.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
53.45
IV
22.4%
B/E move
2.3%
Puts
Pseudo strike
55.15
IV
23.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
53.07
IV
20.0%
B/E move
1.7%
Puts
Pseudo strike
55.66
IV
24.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
51.41
IV
24.5%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
49.45
IV
30.5%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
47.50
IV
36.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations