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Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Staples Momentum ETF PSL

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Market datapartial · fetched 2026-10-22T21:24:15.575Z

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 · 2026-10-22T20:00:00.264760318Z

FundamentalsAlpha Vantage · unavailable

Share price$115.72
1D+0.0%
AH$114.19$114.22$114.25$114.28$114.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSL
Sold putSold callAH

Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Staples Momentum ETF options

Live interpolated PSL call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Staples Momentum ETF$2.47$2.75$3.03$3.31$3.59$104.04$108.87$113.69$118.51$123.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSL spot · $115.72PSL PRICE$2.50$2.50$2.61$2.83$3.15$3.31$3.41$3.51$2.50$2.50$2.50$2.56$2.77$2.95$3.39
PutsExpensive2.91×
CallsCheap0.95×
SkewBearish+13.41 pp
Implied moveBearish±$5.45
TiltBullish10.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ106.9948.0%9.7%
30Δ110.4038.1%6.8%
35Δ112.7031.0%4.8%
40Δ114.2526.4%3.5%
45Δ117.3923.6%3.6%115.3324.1%2.7%
50Δ116.3620.0%2.7%116.3021.8%2.0%
55Δ115.5517.8%2.1%117.1821.4%1.7%
60Δ114.8416.6%1.7%
65Δ114.2016.0%1.4%
70Δ113.7414.8%1.2%
75Δ113.3713.2%0.9%
80Δ112.9911.6%0.7%

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
106.99
IV
48.0%
B/E move
9.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.40
IV
38.1%
B/E move
6.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.70
IV
31.0%
B/E move
4.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
114.25
IV
26.4%
B/E move
3.5%

45Δ

Calls
Pseudo strike
117.39
IV
23.6%
B/E move
3.6%
Puts
Pseudo strike
115.33
IV
24.1%
B/E move
2.7%

50Δ

Calls
Pseudo strike
116.36
IV
20.0%
B/E move
2.7%
Puts
Pseudo strike
116.30
IV
21.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
115.55
IV
17.8%
B/E move
2.1%
Puts
Pseudo strike
117.18
IV
21.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
114.84
IV
16.6%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
114.20
IV
16.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
113.74
IV
14.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
113.37
IV
13.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
112.99
IV
11.6%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations