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Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Materials ETF PSCM

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Market datapartial · fetched 2026-10-23T12:34:32.112Z

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 · 2026-10-22T20:00:00.624379978Z

FundamentalsAlpha Vantage · unavailable

Share price$91.32
1D+0.0%
AH$90.69$90.72$90.74$90.76$90.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSCM
Sold putSold callAH

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

Live interpolated PSCM call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Materials ETF$0.67$2.47$4.28$6.08$7.88$81.77$86.72$91.67$96.62$101.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSCM spot · $91.32PSCM PRICE$0.87$1.26$1.58$2.02$2.13$2.71$3.25$3.46$4.06$2.68$2.82$3.26$3.74$4.22$4.80$5.42$6.32$7.36
PutsExpensive1.45×
CallsExpensive1.85×
SkewBullish-2.76 pp
Implied moveBalanced±$6.51
TiltBearish31.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.6030.1%8.9%
25Δ98.1234.1%8.8%
30Δ96.7634.1%7.7%
35Δ95.6735.6%7.0%
40Δ93.9531.0%5.2%89.7835.1%4.6%
45Δ93.0633.3%4.9%90.9431.2%3.5%
50Δ92.0134.1%4.3%91.9330.6%2.9%
55Δ90.9531.1%3.4%92.8830.1%2.4%
60Δ89.9331.6%2.9%93.8029.3%1.9%
65Δ94.7628.8%1.5%
70Δ95.7228.2%1.1%
75Δ96.9028.4%0.8%
80Δ98.2028.5%0.5%

20Δ

Calls
Pseudo strike
98.60
IV
30.1%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
98.12
IV
34.1%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
96.76
IV
34.1%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
95.67
IV
35.6%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
93.95
IV
31.0%
B/E move
5.2%
Puts
Pseudo strike
89.78
IV
35.1%
B/E move
4.6%

45Δ

Calls
Pseudo strike
93.06
IV
33.3%
B/E move
4.9%
Puts
Pseudo strike
90.94
IV
31.2%
B/E move
3.5%

50Δ

Calls
Pseudo strike
92.01
IV
34.1%
B/E move
4.3%
Puts
Pseudo strike
91.93
IV
30.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
90.95
IV
31.1%
B/E move
3.4%
Puts
Pseudo strike
92.88
IV
30.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
89.93
IV
31.6%
B/E move
2.9%
Puts
Pseudo strike
93.80
IV
29.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.76
IV
28.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
95.72
IV
28.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.90
IV
28.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.20
IV
28.5%
B/E move
0.5%

Options history

No recorded observations