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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 2026-10-23T00:36:41.235Z

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 · 2026-10-22T20:00:00.427994776Z

FundamentalsAlpha Vantage · unavailable

Share price$77.18
1D-0.8%
AH$76.61$76.95$77.29$77.62$77.965:30 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$0.68$2.74$4.80$6.86$8.91$66.94$71.93$76.92$81.91$86.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSCT spot · $77.18PSCT PRICE$0.90$1.14$1.57$2.00$1.88$2.38$3.01$3.32$3.90$4.40$4.84$5.57$2.50$2.50$2.50$3.06$3.45$3.83$4.27$4.81$5.56$6.56$8.32
PutsExpensive1.27×
CallsExpensive1.25×
SkewBearish+2.42 pp
Implied moveBearish±$6.46
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.2138.1%11.6%
25Δ83.5837.2%9.8%
30Δ82.5439.4%9.0%72.2255.7%9.7%
35Δ81.6141.8%8.3%74.3145.6%7.0%
40Δ79.5231.8%5.5%75.8038.1%5.0%
45Δ78.6733.7%5.0%76.8438.7%4.4%
50Δ77.8537.0%4.8%77.8437.2%3.6%
55Δ76.8434.9%3.9%78.7935.4%2.9%
60Δ75.8635.6%3.3%79.6934.1%2.3%
65Δ74.9134.9%2.8%80.6233.2%1.8%
70Δ74.0333.3%2.2%81.6933.2%1.4%
75Δ72.9833.4%1.8%82.9533.9%1.0%
80Δ84.9236.7%0.8%

20Δ

Calls
Pseudo strike
85.21
IV
38.1%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
83.58
IV
37.2%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
82.54
IV
39.4%
B/E move
9.0%
Puts
Pseudo strike
72.22
IV
55.7%
B/E move
9.7%

35Δ

Calls
Pseudo strike
81.61
IV
41.8%
B/E move
8.3%
Puts
Pseudo strike
74.31
IV
45.6%
B/E move
7.0%

40Δ

Calls
Pseudo strike
79.52
IV
31.8%
B/E move
5.5%
Puts
Pseudo strike
75.80
IV
38.1%
B/E move
5.0%

45Δ

Calls
Pseudo strike
78.67
IV
33.7%
B/E move
5.0%
Puts
Pseudo strike
76.84
IV
38.7%
B/E move
4.4%

50Δ

Calls
Pseudo strike
77.85
IV
37.0%
B/E move
4.8%
Puts
Pseudo strike
77.84
IV
37.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
76.84
IV
34.9%
B/E move
3.9%
Puts
Pseudo strike
78.79
IV
35.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
75.86
IV
35.6%
B/E move
3.3%
Puts
Pseudo strike
79.69
IV
34.1%
B/E move
2.3%

65Δ

Calls
Pseudo strike
74.91
IV
34.9%
B/E move
2.8%
Puts
Pseudo strike
80.62
IV
33.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
74.03
IV
33.3%
B/E move
2.2%
Puts
Pseudo strike
81.69
IV
33.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
72.98
IV
33.4%
B/E move
1.8%
Puts
Pseudo strike
82.95
IV
33.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.92
IV
36.7%
B/E move
0.8%

Options history

No recorded observations