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Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Industrials ETF PSCI

i

Market dataready · fetched 2026-11-12T00:56:19.144Z

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 · 2026-11-11T21:00:00.20917364Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:56:18.816375+00:00

Share price$167.39
1D+0.5%
AH$165.95$166.37$166.78$167.20$167.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSCI
Sold putSold callAH

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

Live interpolated PSCI call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Industrials ETF$1.03$2.27$3.51$4.75$5.99$156.18$161.37$166.55$171.74$176.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PSCI spot · $167.39PSCI PRICE$1.33$1.55$1.88$2.25$2.76$3.36$4.00$4.65$5.63$1.16$1.29$1.49$1.72$1.95$2.23$2.62$3.01$3.38$3.59$3.81
Puts——
Calls——
Skew——
Implied moveBalanced±$3.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ164.5022.9%2.4%
35Δ165.5520.4%1.9%
40Δ168.8318.1%1.7%166.3219.5%1.5%
45Δ168.2117.7%1.4%166.9919.0%1.3%
50Δ167.6018.0%1.2%167.6018.2%1.0%
55Δ167.0018.8%1.1%168.2117.8%0.8%
60Δ166.2919.8%1.0%168.8318.1%0.7%
65Δ165.5120.9%0.9%169.4518.0%0.6%
70Δ164.6621.8%0.8%170.0517.6%0.4%
75Δ163.7722.0%0.6%170.4916.2%0.3%
80Δ162.6023.1%0.5%170.9214.9%0.2%

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
164.50
IV
22.9%
B/E move
2.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
165.55
IV
20.4%
B/E move
1.9%

40Δ

Calls
Pseudo strike
168.83
IV
18.1%
B/E move
1.7%
Puts
Pseudo strike
166.32
IV
19.5%
B/E move
1.5%

45Δ

Calls
Pseudo strike
168.21
IV
17.7%
B/E move
1.4%
Puts
Pseudo strike
166.99
IV
19.0%
B/E move
1.3%

50Δ

Calls
Pseudo strike
167.60
IV
18.0%
B/E move
1.2%
Puts
Pseudo strike
167.60
IV
18.2%
B/E move
1.0%

55Δ

Calls
Pseudo strike
167.00
IV
18.8%
B/E move
1.1%
Puts
Pseudo strike
168.21
IV
17.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
166.29
IV
19.8%
B/E move
1.0%
Puts
Pseudo strike
168.83
IV
18.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
165.51
IV
20.9%
B/E move
0.9%
Puts
Pseudo strike
169.45
IV
18.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
164.66
IV
21.8%
B/E move
0.8%
Puts
Pseudo strike
170.05
IV
17.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
163.77
IV
22.0%
B/E move
0.6%
Puts
Pseudo strike
170.49
IV
16.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
162.60
IV
23.1%
B/E move
0.5%
Puts
Pseudo strike
170.92
IV
14.9%
B/E move
0.2%

Options history

IV · four-Friday blend21.65%
Daily EOD
PSCI19.7%20.7%21.8%2026-10-19: 19.81%2026-10-30: 21.65%Oct 19Oct 30
2 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.81%
21.65%