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

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Market datapartial · fetched 2026-10-22T18:37:55.252Z

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 · 2026-10-22T18:03:44.267054487Z

FundamentalsAlpha Vantage · unavailable

Share price$160.07
1D+0.2%
$159.54$159.91$160.29$160.67$161.045:30 AM6:30 AM9:00 AM1:00 PMPSCI
Sold putSold call

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$1.79$4.03$6.26$8.50$10.74$146.98$153.22$159.46$165.70$171.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSCI spot · $160.07PSCI PRICE$2.84$3.66$4.35$4.82$5.59$6.90$2.03$2.52$3.14$3.76$3.79$4.15$4.76$5.40$6.33$6.95$10.09
PutsCheap0.87×
CallsExpensive1.06×
SkewBullish-0.31 pp
Implied moveBalanced±$7.45
TiltBearish30.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ155.5022.9%4.1%
35Δ157.0722.2%3.4%
40Δ158.3422.8%3.0%
45Δ161.8919.1%2.9%159.6123.4%2.6%
50Δ160.8521.1%2.8%160.8120.4%1.9%
55Δ159.6421.5%2.4%161.8919.1%1.5%
60Δ158.5120.7%2.0%162.9718.8%1.2%
65Δ157.2420.8%1.7%164.0718.6%0.9%
70Δ155.6722.4%1.6%165.3418.9%0.7%
75Δ166.3617.9%0.4%
80Δ169.6322.0%0.3%

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
155.50
IV
22.9%
B/E move
4.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
157.07
IV
22.2%
B/E move
3.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
158.34
IV
22.8%
B/E move
3.0%

45Δ

Calls
Pseudo strike
161.89
IV
19.1%
B/E move
2.9%
Puts
Pseudo strike
159.61
IV
23.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
160.85
IV
21.1%
B/E move
2.8%
Puts
Pseudo strike
160.81
IV
20.4%
B/E move
1.9%

55Δ

Calls
Pseudo strike
159.64
IV
21.5%
B/E move
2.4%
Puts
Pseudo strike
161.89
IV
19.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
158.51
IV
20.7%
B/E move
2.0%
Puts
Pseudo strike
162.97
IV
18.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
157.24
IV
20.8%
B/E move
1.7%
Puts
Pseudo strike
164.07
IV
18.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
155.67
IV
22.4%
B/E move
1.6%
Puts
Pseudo strike
165.34
IV
18.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
166.36
IV
17.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
169.63
IV
22.0%
B/E move
0.3%

Options history

No recorded observations