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Invesco Semiconductors ETF PSI

i

Market dataready · fetched 2026-11-12T02:32:44.518Z

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 · 2026-11-12T01:00:00.001910399Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:32:44.103714+00:00

Share price$120.48
1D+3.9%
AH$115$117$119$122$1245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSI
Sold putSold callAH

Invesco Semiconductors ETF options

Live interpolated PSI call and put midpoint premiums by absolute delta.Invesco Semiconductors ETF$1.07$4.47$7.88$11.28$14.68$89.16$104.24$119.32$134.40$149.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSI spot · $120.48PSI PRICE$1.44$1.95$2.45$2.94$3.49$4.22$4.96$5.80$7.04$8.28$9.75$11.44$13.70$1.64$2.15$2.66$3.24$3.83$4.43$5.31$6.28$7.24$8.24$9.27$10.29$12.40
PutsCheap0.59×
CallsCheap0.59×
SkewBullish-6.76 pp
Implied moveBearish±$10.27
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ132.5866.9%11.2%110.1773.3%9.9%
25Δ130.8570.9%10.2%112.3471.4%8.5%
30Δ128.8971.8%9.0%114.5169.5%7.2%
35Δ126.7169.8%7.6%116.3067.9%6.2%
40Δ124.6468.2%6.3%117.9866.3%5.3%
45Δ122.9868.8%5.6%119.6564.7%4.4%
50Δ121.3269.3%4.8%121.2764.7%3.8%
55Δ119.6370.3%4.1%122.8865.1%3.2%
60Δ117.7773.0%3.6%124.4865.6%2.7%
65Δ115.9275.6%3.1%126.0664.4%2.2%
70Δ113.8577.9%2.6%127.6462.5%1.7%
75Δ111.5679.8%2.1%129.2260.6%1.3%
80Δ108.7683.8%1.6%131.7662.2%0.9%

20Δ

Calls
Pseudo strike
132.58
IV
66.9%
B/E move
11.2%
Puts
Pseudo strike
110.17
IV
73.3%
B/E move
9.9%

25Δ

Calls
Pseudo strike
130.85
IV
70.9%
B/E move
10.2%
Puts
Pseudo strike
112.34
IV
71.4%
B/E move
8.5%

30Δ

Calls
Pseudo strike
128.89
IV
71.8%
B/E move
9.0%
Puts
Pseudo strike
114.51
IV
69.5%
B/E move
7.2%

35Δ

Calls
Pseudo strike
126.71
IV
69.8%
B/E move
7.6%
Puts
Pseudo strike
116.30
IV
67.9%
B/E move
6.2%

40Δ

Calls
Pseudo strike
124.64
IV
68.2%
B/E move
6.3%
Puts
Pseudo strike
117.98
IV
66.3%
B/E move
5.3%

45Δ

Calls
Pseudo strike
122.98
IV
68.8%
B/E move
5.6%
Puts
Pseudo strike
119.65
IV
64.7%
B/E move
4.4%

50Δ

Calls
Pseudo strike
121.32
IV
69.3%
B/E move
4.8%
Puts
Pseudo strike
121.27
IV
64.7%
B/E move
3.8%

55Δ

Calls
Pseudo strike
119.63
IV
70.3%
B/E move
4.1%
Puts
Pseudo strike
122.88
IV
65.1%
B/E move
3.2%

60Δ

Calls
Pseudo strike
117.77
IV
73.0%
B/E move
3.6%
Puts
Pseudo strike
124.48
IV
65.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
115.92
IV
75.6%
B/E move
3.1%
Puts
Pseudo strike
126.06
IV
64.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
113.85
IV
77.9%
B/E move
2.6%
Puts
Pseudo strike
127.64
IV
62.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
111.56
IV
79.8%
B/E move
2.1%
Puts
Pseudo strike
129.22
IV
60.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
108.76
IV
83.8%
B/E move
1.6%
Puts
Pseudo strike
131.76
IV
62.2%
B/E move
0.9%

Options history

IV · four-Friday blend54.56%
Daily EOD
PSI44.7%50.0%55.3%2026-10-19: 45.39%2026-10-20: 46.83%2026-10-21: 46.94%2026-10-23: 51.05%2026-10-26: 50.25%2026-10-27: 46.77%2026-10-28: 48.46%2026-10-29: 49.44%2026-10-30: 54.56%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.39%
46.83%
46.94%
51.05%
50.25%
46.77%
48.46%
49.44%
54.56%