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

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Market datapartial · fetched 2026-10-22T21:55:23.138Z

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 · 2026-10-22T20:00:00.266923249Z

FundamentalsAlpha Vantage · unavailable

Share price$161.04
1D+0.6%
AH$159.54$159.91$160.29$160.67$161.045:30 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$0.80$2.88$4.96$7.04$9.13$148.10$154.26$160.43$166.59$172.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSCI spot · $161.04PSCI PRICE$1.02$1.25$1.56$1.96$2.45$2.96$3.54$4.25$4.97$5.85$7.03$8.52$1.61$1.95$2.33$2.76$3.19$3.68$4.19$4.78$5.44$6.19$7.08$8.17
PutsCheap0.85×
CallsFair1.04×
SkewBullish-0.82 pp
Implied moveBalanced±$7.22
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ170.0520.7%6.2%
25Δ167.8019.0%5.0%154.9423.0%4.8%
30Δ166.2618.5%4.2%156.6921.9%3.9%
35Δ165.1118.8%3.7%158.1621.1%3.2%
40Δ164.0519.5%3.4%159.4520.6%2.7%
45Δ162.9319.8%3.0%160.6520.0%2.2%
50Δ161.8020.2%2.7%161.7819.6%1.8%
55Δ160.6320.9%2.4%162.8819.2%1.5%
60Δ159.3921.2%2.1%163.9618.8%1.2%
65Δ158.0821.7%1.8%165.0618.6%0.9%
70Δ156.5222.7%1.6%166.2018.3%0.6%
75Δ154.6824.0%1.3%167.4418.1%0.4%
80Δ168.8418.1%0.2%

20Δ

Calls
Pseudo strike
170.05
IV
20.7%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
167.80
IV
19.0%
B/E move
5.0%
Puts
Pseudo strike
154.94
IV
23.0%
B/E move
4.8%

30Δ

Calls
Pseudo strike
166.26
IV
18.5%
B/E move
4.2%
Puts
Pseudo strike
156.69
IV
21.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
165.11
IV
18.8%
B/E move
3.7%
Puts
Pseudo strike
158.16
IV
21.1%
B/E move
3.2%

40Δ

Calls
Pseudo strike
164.05
IV
19.5%
B/E move
3.4%
Puts
Pseudo strike
159.45
IV
20.6%
B/E move
2.7%

45Δ

Calls
Pseudo strike
162.93
IV
19.8%
B/E move
3.0%
Puts
Pseudo strike
160.65
IV
20.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
161.80
IV
20.2%
B/E move
2.7%
Puts
Pseudo strike
161.78
IV
19.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
160.63
IV
20.9%
B/E move
2.4%
Puts
Pseudo strike
162.88
IV
19.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
159.39
IV
21.2%
B/E move
2.1%
Puts
Pseudo strike
163.96
IV
18.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
158.08
IV
21.7%
B/E move
1.8%
Puts
Pseudo strike
165.06
IV
18.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
156.52
IV
22.7%
B/E move
1.6%
Puts
Pseudo strike
166.20
IV
18.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
154.68
IV
24.0%
B/E move
1.3%
Puts
Pseudo strike
167.44
IV
18.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
168.84
IV
18.1%
B/E move
0.2%

Options history

No recorded observations