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Invesco Global Listed Private Equity ETF PSP

i

Market dataready · fetched 2026-11-12T00:56:18.153Z

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 · 2026-11-11T23:30:00.003678767Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:56:17.198751+00:00

Share price$60.52
1D-0.2%
AH$60.51$60.64$60.77$60.90$61.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSP
Sold putSold callAH

Invesco Global Listed Private Equity ETF options

Live interpolated PSP call and put midpoint premiums by absolute delta.Invesco Global Listed Private Equity ETF$0.85$1.34$1.84$2.34$2.84$55.79$58.12$60.45$62.77$65.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PSP spot · $60.52PSP PRICE$0.90$0.95$1.00$1.07$1.17$1.31$1.47$1.63$1.78$1.93$2.20$2.69$0.93$0.97$1.01$1.08$1.18$1.27$1.37$1.46$1.57$1.68$1.79$1.98$2.21
PutsExpensive1.39×
Calls——
Skew——
Implied moveBalanced±$2.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.8182.8%11.0%
25Δ65.4267.6%9.6%56.8365.7%7.7%
30Δ63.7456.0%6.9%58.1654.1%5.6%
35Δ62.5347.1%5.0%59.0547.0%4.2%
40Δ61.7441.5%3.8%59.6842.4%3.3%
45Δ61.1738.1%3.0%60.2038.5%2.6%
50Δ60.7036.0%2.5%60.6335.2%2.1%
55Δ60.2834.5%2.0%61.0332.0%1.6%
60Δ59.8832.9%1.6%61.3229.9%1.3%
65Δ59.5531.1%1.3%61.6127.7%1.0%
70Δ59.2129.3%1.0%61.9025.6%0.7%
75Δ58.7928.8%0.8%62.2124.1%0.5%
80Δ58.2230.6%0.6%62.5323.1%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.81
IV
82.8%
B/E move
11.0%

25Δ

Calls
Pseudo strike
65.42
IV
67.6%
B/E move
9.6%
Puts
Pseudo strike
56.83
IV
65.7%
B/E move
7.7%

30Δ

Calls
Pseudo strike
63.74
IV
56.0%
B/E move
6.9%
Puts
Pseudo strike
58.16
IV
54.1%
B/E move
5.6%

35Δ

Calls
Pseudo strike
62.53
IV
47.1%
B/E move
5.0%
Puts
Pseudo strike
59.05
IV
47.0%
B/E move
4.2%

40Δ

Calls
Pseudo strike
61.74
IV
41.5%
B/E move
3.8%
Puts
Pseudo strike
59.68
IV
42.4%
B/E move
3.3%

45Δ

Calls
Pseudo strike
61.17
IV
38.1%
B/E move
3.0%
Puts
Pseudo strike
60.20
IV
38.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
60.70
IV
36.0%
B/E move
2.5%
Puts
Pseudo strike
60.63
IV
35.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
60.28
IV
34.5%
B/E move
2.0%
Puts
Pseudo strike
61.03
IV
32.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
59.88
IV
32.9%
B/E move
1.6%
Puts
Pseudo strike
61.32
IV
29.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
59.55
IV
31.1%
B/E move
1.3%
Puts
Pseudo strike
61.61
IV
27.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
59.21
IV
29.3%
B/E move
1.0%
Puts
Pseudo strike
61.90
IV
25.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
58.79
IV
28.8%
B/E move
0.8%
Puts
Pseudo strike
62.21
IV
24.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
58.22
IV
30.6%
B/E move
0.6%
Puts
Pseudo strike
62.53
IV
23.1%
B/E move
0.3%

Options history

IV · four-Friday blend28.97%
Daily EOD
PSP22.6%33.6%44.6%2026-10-19: 36.62%2026-10-20: 24.16%2026-10-21: 43.13%2026-10-22: 28.44%2026-10-23: 26.16%2026-10-26: 27.08%2026-10-27: 26.95%2026-10-28: 25.21%2026-10-29: 28.65%2026-10-30: 28.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.62%
24.16%
43.13%
28.44%
26.16%
27.08%
26.95%
25.21%
28.65%
28.97%