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Invesco Semiconductors ETF PSI

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Market datapartial · fetched 2026-10-22T23:45:39.829Z

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 · 2026-10-22T22:30:00.000943863Z

FundamentalsAlpha Vantage · unavailable

Share price$117.28
1D-3.6%
AH$116$118$120$122$1235:30 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$1.32$5.93$10.54$15.15$19.76$89.76$110.00$130.24$150.48$170.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSI spot · $117.28PSI PRICE$1.82$2.52$3.20$3.84$4.73$5.77$6.91$8.23$9.61$11.13$12.83$14.89$17.64$2.67$3.74$4.46$5.35$6.34$7.42$8.54$10.14$11.98$13.55$15.07$16.73$18.43
PutsFair1.01×
CallsExpensive1.19×
SkewBearish+2.05 pp
Implied moveBearish±$15.45
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ134.8252.7%16.5%102.3566.0%15.0%
25Δ132.0454.2%14.7%105.1968.6%13.5%
30Δ129.2054.9%12.9%108.6464.4%11.2%
35Δ126.1953.4%10.9%111.6261.9%9.4%
40Δ123.6653.9%9.5%114.2860.6%8.0%
45Δ121.4555.7%8.5%116.7859.3%6.8%
50Δ119.1757.4%7.5%119.2158.1%5.6%
55Δ116.7658.9%6.6%121.8358.4%4.8%
60Δ114.3160.1%5.7%124.5359.5%4.0%
65Δ111.7360.5%4.8%127.0258.1%3.3%
70Δ109.0361.1%3.9%129.4756.2%2.5%
75Δ106.0962.1%3.2%131.9053.9%1.8%
80Δ102.5864.8%2.5%134.3351.4%1.2%

20Δ

Calls
Pseudo strike
134.82
IV
52.7%
B/E move
16.5%
Puts
Pseudo strike
102.35
IV
66.0%
B/E move
15.0%

25Δ

Calls
Pseudo strike
132.04
IV
54.2%
B/E move
14.7%
Puts
Pseudo strike
105.19
IV
68.6%
B/E move
13.5%

30Δ

Calls
Pseudo strike
129.20
IV
54.9%
B/E move
12.9%
Puts
Pseudo strike
108.64
IV
64.4%
B/E move
11.2%

35Δ

Calls
Pseudo strike
126.19
IV
53.4%
B/E move
10.9%
Puts
Pseudo strike
111.62
IV
61.9%
B/E move
9.4%

40Δ

Calls
Pseudo strike
123.66
IV
53.9%
B/E move
9.5%
Puts
Pseudo strike
114.28
IV
60.6%
B/E move
8.0%

45Δ

Calls
Pseudo strike
121.45
IV
55.7%
B/E move
8.5%
Puts
Pseudo strike
116.78
IV
59.3%
B/E move
6.8%

50Δ

Calls
Pseudo strike
119.17
IV
57.4%
B/E move
7.5%
Puts
Pseudo strike
119.21
IV
58.1%
B/E move
5.6%

55Δ

Calls
Pseudo strike
116.76
IV
58.9%
B/E move
6.6%
Puts
Pseudo strike
121.83
IV
58.4%
B/E move
4.8%

60Δ

Calls
Pseudo strike
114.31
IV
60.1%
B/E move
5.7%
Puts
Pseudo strike
124.53
IV
59.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
111.73
IV
60.5%
B/E move
4.8%
Puts
Pseudo strike
127.02
IV
58.1%
B/E move
3.3%

70Δ

Calls
Pseudo strike
109.03
IV
61.1%
B/E move
3.9%
Puts
Pseudo strike
129.47
IV
56.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
106.09
IV
62.1%
B/E move
3.2%
Puts
Pseudo strike
131.90
IV
53.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
102.58
IV
64.8%
B/E move
2.5%
Puts
Pseudo strike
134.33
IV
51.4%
B/E move
1.2%

Options history

No recorded observations