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

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Market dataready · fetched 2026-11-12T01:28:49.225Z

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 · 2026-11-11T21:00:00.145180661Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:28:49.114303+00:00

Share price$116.50
1D-0.4%
AH$115.79$115.93$116.06$116.20$116.345:30 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$2.14$2.65$3.16$3.67$4.18$111.61$114.43$117.24$120.06$122.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PSL spot · $116.50PSL PRICE$2.22$2.29$2.42$2.49$2.50$2.50$2.54$2.60$2.66$2.20$2.20$2.22$2.27$2.39$2.49$2.50$2.62$2.82$3.43$4.04
Puts——
Calls——
Skew——
Implied moveBalanced±$4.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.47100.9%13.1%
25Δ108.3876.7%8.9%
30Δ111.4361.3%6.3%
35Δ113.4551.1%4.6%
40Δ119.1145.2%4.1%114.8744.5%3.5%
45Δ117.7538.7%3.0%115.9539.2%2.6%
50Δ116.8234.7%2.4%116.7533.7%1.9%
55Δ116.0830.6%1.8%117.4130.2%1.5%
60Δ115.6026.8%1.4%118.0227.7%1.1%
65Δ115.1623.0%1.0%118.8328.6%0.9%
70Δ114.8520.3%0.8%119.6529.5%0.8%
75Δ114.6118.1%0.6%
80Δ114.3715.9%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.47
IV
100.9%
B/E move
13.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.38
IV
76.7%
B/E move
8.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.43
IV
61.3%
B/E move
6.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.45
IV
51.1%
B/E move
4.6%

40Δ

Calls
Pseudo strike
119.11
IV
45.2%
B/E move
4.1%
Puts
Pseudo strike
114.87
IV
44.5%
B/E move
3.5%

45Δ

Calls
Pseudo strike
117.75
IV
38.7%
B/E move
3.0%
Puts
Pseudo strike
115.95
IV
39.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
116.82
IV
34.7%
B/E move
2.4%
Puts
Pseudo strike
116.75
IV
33.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
116.08
IV
30.6%
B/E move
1.8%
Puts
Pseudo strike
117.41
IV
30.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
115.60
IV
26.8%
B/E move
1.4%
Puts
Pseudo strike
118.02
IV
27.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
115.16
IV
23.0%
B/E move
1.0%
Puts
Pseudo strike
118.83
IV
28.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
114.85
IV
20.3%
B/E move
0.8%
Puts
Pseudo strike
119.65
IV
29.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
114.61
IV
18.1%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
114.37
IV
15.9%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.93%
Daily EOD
PSL16.8%18.0%19.1%2026-10-19: 17.02%2026-10-20: 17.00%2026-10-21: 17.25%2026-10-23: 18.64%2026-10-26: 18.28%2026-10-27: 18.30%2026-10-28: 18.57%2026-10-29: 18.49%2026-10-30: 18.93%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.02%
17.00%
17.25%
18.64%
18.28%
18.30%
18.57%
18.49%
18.93%