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

i

Market dataready · fetched 2026-11-12T15:41:47.479Z

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 · 2026-11-12T15:26:02.059454361Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:41:46.988514+00:00

Share price$90.69
1D-0.8%
$90.63$90.83$91.04$91.24$91.445:30 AM6:30 AM9:00 AM1:00 PMPSCM
Sold putSold call

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$0.70$1.84$2.98$4.12$5.26$82.58$85.48$88.39$91.29$94.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PSCM spot · $90.69PSCM PRICE$0.83$0.95$1.09$1.26$1.45$1.69$1.95$2.26$2.69$3.27$4.09$4.94$0.98$1.11$1.22$1.32$1.43$1.56$1.75$1.97$2.27$2.68$3.02$3.30
Puts——
Calls——
Skew——
Implied moveBullish±$3.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.8956.7%8.8%
25Δ95.6448.7%6.5%86.7846.8%5.4%
30Δ94.1443.4%5.0%88.0441.3%4.1%
35Δ93.1140.5%4.1%89.0037.0%3.2%
40Δ92.2939.1%3.4%89.7333.1%2.5%
45Δ91.5738.2%2.8%90.3230.4%2.0%
50Δ90.9137.5%2.4%90.8328.3%1.6%
55Δ90.2837.4%2.0%91.2927.1%1.3%
60Δ89.5938.5%1.8%91.7426.4%1.0%
65Δ88.8340.8%1.6%92.2226.2%0.8%
70Δ87.8644.6%1.4%92.7826.9%0.7%
75Δ86.8047.0%1.2%93.2626.3%0.5%
80Δ93.6924.8%0.3%

20Δ

Calls
Pseudo strike
97.89
IV
56.7%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
95.64
IV
48.7%
B/E move
6.5%
Puts
Pseudo strike
86.78
IV
46.8%
B/E move
5.4%

30Δ

Calls
Pseudo strike
94.14
IV
43.4%
B/E move
5.0%
Puts
Pseudo strike
88.04
IV
41.3%
B/E move
4.1%

35Δ

Calls
Pseudo strike
93.11
IV
40.5%
B/E move
4.1%
Puts
Pseudo strike
89.00
IV
37.0%
B/E move
3.2%

40Δ

Calls
Pseudo strike
92.29
IV
39.1%
B/E move
3.4%
Puts
Pseudo strike
89.73
IV
33.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
91.57
IV
38.2%
B/E move
2.8%
Puts
Pseudo strike
90.32
IV
30.4%
B/E move
2.0%

50Δ

Calls
Pseudo strike
90.91
IV
37.5%
B/E move
2.4%
Puts
Pseudo strike
90.83
IV
28.3%
B/E move
1.6%

55Δ

Calls
Pseudo strike
90.28
IV
37.4%
B/E move
2.0%
Puts
Pseudo strike
91.29
IV
27.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
89.59
IV
38.5%
B/E move
1.8%
Puts
Pseudo strike
91.74
IV
26.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
88.83
IV
40.8%
B/E move
1.6%
Puts
Pseudo strike
92.22
IV
26.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
87.86
IV
44.6%
B/E move
1.4%
Puts
Pseudo strike
92.78
IV
26.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
86.80
IV
47.0%
B/E move
1.2%
Puts
Pseudo strike
93.26
IV
26.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.69
IV
24.8%
B/E move
0.3%

Options history

IV · four-Friday blend31.34%
Daily EOD
PSCM27.2%29.4%31.6%2026-10-19: 27.53%2026-10-20: 28.44%2026-10-21: 28.83%2026-10-22: 30.67%2026-10-23: 30.30%2026-10-26: 29.93%2026-10-30: 31.34%Oct 19Oct 22Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.53%
28.44%
28.83%
30.67%
30.30%
29.93%
31.34%