Invesco Active U.S. Real Estate Fund PSR
i
Market dataready · fetched 2026-11-12T16:02:17.343Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T01:00:00.142897018Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:02:16.892071+00:00
Invesco Active U.S. Real Estate Fund options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | 104.17 | 21.6% | 1.4% | |||
| 50Δ | 104.58 | 21.2% | 1.2% | |||
| 55Δ | 105.00 | 20.8% | 0.9% | |||
| 60Δ | 103.94 | 16.3% | 0.8% | 105.80 | 22.5% | 0.8% |
| 65Δ | 103.63 | 15.8% | 0.7% | 106.62 | 24.2% | 0.7% |
| 70Δ | 103.33 | 15.3% | 0.5% | 107.43 | 25.9% | 0.6% |
| 75Δ | 103.03 | 14.8% | 0.4% | 108.24 | 27.7% | 0.5% |
| 80Δ | 102.59 | 14.9% | 0.3% | 109.06 | 29.4% | 0.4% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 104.17
- IV
- 21.6%
- B/E move
- 1.4%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 104.58
- IV
- 21.2%
- B/E move
- 1.2%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 105.00
- IV
- 20.8%
- B/E move
- 0.9%
60Δ
- Pseudo strike
- 103.94
- IV
- 16.3%
- B/E move
- 0.8%
- Pseudo strike
- 105.80
- IV
- 22.5%
- B/E move
- 0.8%
65Δ
- Pseudo strike
- 103.63
- IV
- 15.8%
- B/E move
- 0.7%
- Pseudo strike
- 106.62
- IV
- 24.2%
- B/E move
- 0.7%
70Δ
- Pseudo strike
- 103.33
- IV
- 15.3%
- B/E move
- 0.5%
- Pseudo strike
- 107.43
- IV
- 25.9%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 103.03
- IV
- 14.8%
- B/E move
- 0.4%
- Pseudo strike
- 108.24
- IV
- 27.7%
- B/E move
- 0.5%
80Δ
- Pseudo strike
- 102.59
- IV
- 14.9%
- B/E move
- 0.3%
- Pseudo strike
- 109.06
- IV
- 29.4%
- B/E move
- 0.4%
Options history
Table
| Date | IV (%) |
|---|---|
| 16.57% | |
| 16.37% | |
| 16.19% | |
| 16.61% | |
| 16.56% | |
| 16.96% | |
| 16.92% | |
| 16.77% | |
| 16.37% | |
| 16.44% |