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

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Market dataready · fetched 2026-10-23T13:36:08.040Z

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 · 2026-10-23T13:30:03.679017913Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T13:32:45.714566+00:00

Share price$90.54
1D+0.0%
$90.49$90.52$90.54$90.56$90.595:30 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$1.19$2.58$3.97$5.35$6.74$81.39$86.16$90.93$95.70$100.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSCM spot · $90.54PSCM PRICE$1.34$1.59$1.85$2.14$2.48$2.89$3.30$3.84$4.97$5.46$5.61$1.92$2.15$2.48$2.79$3.05$3.47$3.89$4.36$4.66$4.85$6.34
PutsExpensive1.40×
CallsExpensive1.81×
SkewBullish-3.08 pp
Implied moveBearish±$5.94
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ98.0537.6%9.8%
30Δ96.0634.9%7.9%86.4437.8%6.6%
35Δ94.5132.7%6.4%87.9834.3%5.2%
40Δ93.2431.3%5.3%89.1032.9%4.3%
45Δ92.1330.7%4.5%90.1631.1%3.5%
50Δ91.1430.4%3.9%91.1028.9%2.7%
55Δ90.1929.8%3.2%91.9928.3%2.2%
60Δ89.2230.0%2.8%92.8327.3%1.8%
65Δ87.9634.1%2.6%93.6726.5%1.4%
70Δ86.9832.5%2.1%94.3224.7%1.0%
75Δ86.3529.0%1.6%94.8422.4%0.6%
80Δ96.4924.9%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
98.05
IV
37.6%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
96.06
IV
34.9%
B/E move
7.9%
Puts
Pseudo strike
86.44
IV
37.8%
B/E move
6.6%

35Δ

Calls
Pseudo strike
94.51
IV
32.7%
B/E move
6.4%
Puts
Pseudo strike
87.98
IV
34.3%
B/E move
5.2%

40Δ

Calls
Pseudo strike
93.24
IV
31.3%
B/E move
5.3%
Puts
Pseudo strike
89.10
IV
32.9%
B/E move
4.3%

45Δ

Calls
Pseudo strike
92.13
IV
30.7%
B/E move
4.5%
Puts
Pseudo strike
90.16
IV
31.1%
B/E move
3.5%

50Δ

Calls
Pseudo strike
91.14
IV
30.4%
B/E move
3.9%
Puts
Pseudo strike
91.10
IV
28.9%
B/E move
2.7%

55Δ

Calls
Pseudo strike
90.19
IV
29.8%
B/E move
3.2%
Puts
Pseudo strike
91.99
IV
28.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
89.22
IV
30.0%
B/E move
2.8%
Puts
Pseudo strike
92.83
IV
27.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
87.96
IV
34.1%
B/E move
2.6%
Puts
Pseudo strike
93.67
IV
26.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
86.98
IV
32.5%
B/E move
2.1%
Puts
Pseudo strike
94.32
IV
24.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
86.35
IV
29.0%
B/E move
1.6%
Puts
Pseudo strike
94.84
IV
22.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.49
IV
24.9%
B/E move
0.4%

Options history

No recorded observations