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

i

Market dataready · fetched 2026-11-12T00:58:44.920Z

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 · 2026-11-11T21:00:00.107587676Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:58:44.596686+00:00

Share price$78.32
1D+0.2%
AH$77.38$77.85$78.33$78.80$79.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSCT
Sold putSold callAH

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$1.14$2.44$3.75$5.06$6.36$71.09$74.46$77.82$81.19$84.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive PSCT spot · $78.32PSCT PRICE$1.28$1.47$1.73$2.00$2.26$2.58$3.08$2.50$2.50$2.50$2.50$2.50$2.84$3.50$4.26$5.01$5.99
Puts——
Calls——
Skew——
Implied moveBearish±$4.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ70.11124.4%13.7%
30Δ73.1799.2%9.8%
35Δ75.2681.3%7.1%
40Δ79.7337.7%3.4%76.7467.8%5.2%
45Δ79.1036.5%2.9%77.8257.4%3.8%
50Δ78.5335.9%2.5%78.6954.9%3.2%
55Δ77.9835.5%2.1%79.6357.4%2.8%
60Δ77.4335.0%1.8%80.6660.1%2.5%
65Δ76.8635.0%1.4%81.7261.0%2.0%
70Δ76.1936.4%1.2%82.9863.1%1.7%
75Δ
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.11
IV
124.4%
B/E move
13.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.17
IV
99.2%
B/E move
9.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.26
IV
81.3%
B/E move
7.1%

40Δ

Calls
Pseudo strike
79.73
IV
37.7%
B/E move
3.4%
Puts
Pseudo strike
76.74
IV
67.8%
B/E move
5.2%

45Δ

Calls
Pseudo strike
79.10
IV
36.5%
B/E move
2.9%
Puts
Pseudo strike
77.82
IV
57.4%
B/E move
3.8%

50Δ

Calls
Pseudo strike
78.53
IV
35.9%
B/E move
2.5%
Puts
Pseudo strike
78.69
IV
54.9%
B/E move
3.2%

55Δ

Calls
Pseudo strike
77.98
IV
35.5%
B/E move
2.1%
Puts
Pseudo strike
79.63
IV
57.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
77.43
IV
35.0%
B/E move
1.8%
Puts
Pseudo strike
80.66
IV
60.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
76.86
IV
35.0%
B/E move
1.4%
Puts
Pseudo strike
81.72
IV
61.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
76.19
IV
36.4%
B/E move
1.2%
Puts
Pseudo strike
82.98
IV
63.1%
B/E move
1.7%

75Δ

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

80Δ

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

Options history

IV · four-Friday blend34.09%
Daily EOD
PSCT28.2%31.7%35.2%2026-10-19: 30.03%2026-10-20: 31.54%2026-10-21: 28.70%2026-10-22: 29.31%2026-10-23: 30.05%2026-10-26: 29.48%2026-10-27: 34.71%2026-10-28: 33.03%2026-10-29: 31.75%2026-10-30: 34.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.03%
31.54%
28.70%
29.31%
30.05%
29.48%
34.71%
33.03%
31.75%
34.09%