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Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Information Technology ETF PSCT

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Market datapartial · fetched 2026-10-22T16:35:17.741Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T16:00:03.772866978Z

FundamentalsAlpha Vantage · unavailable

Share price$77.51
1D-0.4%
$76.71$77.02$77.34$77.65$77.965:30 AM6:30 AM9:00 AM1:00 PMPSCT
Sold putSold call

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

Live interpolated PSCT call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Information Technology ETF$0.77$2.69$4.62$6.54$8.47$66.81$72.61$78.41$84.20$90.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSCT spot · $77.51PSCT PRICE$2.50$2.50$2.50$2.58$1.85$3.11$4.08$4.45$5.42$5.77$6.67$7.91$0.97$1.20$1.41$1.62$2.26$2.99$3.72
PutsCheap0.89×
CallsExpensive1.24×
SkewBullish-8.78 pp
Implied moveBearish±$6.83
TiltBullish55.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.7427.0%8.7%
25Δ94.7261.4%25.4%73.3325.0%6.9%
30Δ87.5847.1%16.2%74.6423.2%5.5%
35Δ83.5837.5%11.1%75.8021.4%4.3%
40Δ81.1731.8%8.0%76.7623.0%3.9%
45Δ78.9718.5%4.3%77.6725.3%3.6%
50Δ78.3126.5%5.0%78.5927.6%3.4%
55Δ77.3730.9%5.1%
60Δ76.2729.1%4.1%
65Δ74.9631.0%3.7%
70Δ73.9728.6%2.9%
75Δ72.6828.8%2.4%
80Δ71.1129.8%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.74
IV
27.0%
B/E move
8.7%

25Δ

Calls
Pseudo strike
94.72
IV
61.4%
B/E move
25.4%
Puts
Pseudo strike
73.33
IV
25.0%
B/E move
6.9%

30Δ

Calls
Pseudo strike
87.58
IV
47.1%
B/E move
16.2%
Puts
Pseudo strike
74.64
IV
23.2%
B/E move
5.5%

35Δ

Calls
Pseudo strike
83.58
IV
37.5%
B/E move
11.1%
Puts
Pseudo strike
75.80
IV
21.4%
B/E move
4.3%

40Δ

Calls
Pseudo strike
81.17
IV
31.8%
B/E move
8.0%
Puts
Pseudo strike
76.76
IV
23.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
78.97
IV
18.5%
B/E move
4.3%
Puts
Pseudo strike
77.67
IV
25.3%
B/E move
3.6%

50Δ

Calls
Pseudo strike
78.31
IV
26.5%
B/E move
5.0%
Puts
Pseudo strike
78.59
IV
27.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
77.37
IV
30.9%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
76.27
IV
29.1%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
74.96
IV
31.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
73.97
IV
28.6%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
72.68
IV
28.8%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
71.11
IV
29.8%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations