Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Technology Momentum ETF PTF
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Market dataready · fetched 2026-11-12T15:28:19.100Z
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 · 2026-11-12T15:26:20.798241322Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:28:18.345614+00:00
Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Technology Momentum ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 102.15 | 54.2% | 8.3% | 87.85 | 68.3% | 8.8% |
| 25Δ | 100.82 | 54.5% | 7.2% | 89.50 | 66.2% | 7.4% |
| 30Δ | 99.73 | 55.9% | 6.4% | 90.95 | 64.2% | 6.3% |
| 35Δ | 98.66 | 57.0% | 5.7% | 92.21 | 62.8% | 5.3% |
| 40Δ | 97.63 | 58.2% | 5.0% | 93.38 | 61.4% | 4.5% |
| 45Δ | 96.59 | 59.3% | 4.4% | 94.48 | 60.2% | 3.8% |
| 50Δ | 95.54 | 59.9% | 3.8% | 95.52 | 58.6% | 3.2% |
| 55Δ | 94.47 | 60.8% | 3.3% | 96.55 | 57.6% | 2.7% |
| 60Δ | 93.35 | 62.7% | 2.9% | 97.55 | 56.6% | 2.2% |
| 65Δ | 92.16 | 64.1% | 2.4% | 98.54 | 55.1% | 1.8% |
| 70Δ | 90.86 | 65.6% | 2.0% | 99.58 | 54.2% | 1.4% |
| 75Δ | 89.41 | 67.4% | 1.6% | 100.66 | 53.0% | 1.0% |
| 80Δ | 87.67 | 70.0% | 1.3% | 101.89 | 52.4% | 0.7% |
20Δ
- Pseudo strike
- 102.15
- IV
- 54.2%
- B/E move
- 8.3%
- Pseudo strike
- 87.85
- IV
- 68.3%
- B/E move
- 8.8%
25Δ
- Pseudo strike
- 100.82
- IV
- 54.5%
- B/E move
- 7.2%
- Pseudo strike
- 89.50
- IV
- 66.2%
- B/E move
- 7.4%
30Δ
- Pseudo strike
- 99.73
- IV
- 55.9%
- B/E move
- 6.4%
- Pseudo strike
- 90.95
- IV
- 64.2%
- B/E move
- 6.3%
35Δ
- Pseudo strike
- 98.66
- IV
- 57.0%
- B/E move
- 5.7%
- Pseudo strike
- 92.21
- IV
- 62.8%
- B/E move
- 5.3%
40Δ
- Pseudo strike
- 97.63
- IV
- 58.2%
- B/E move
- 5.0%
- Pseudo strike
- 93.38
- IV
- 61.4%
- B/E move
- 4.5%
45Δ
- Pseudo strike
- 96.59
- IV
- 59.3%
- B/E move
- 4.4%
- Pseudo strike
- 94.48
- IV
- 60.2%
- B/E move
- 3.8%
50Δ
- Pseudo strike
- 95.54
- IV
- 59.9%
- B/E move
- 3.8%
- Pseudo strike
- 95.52
- IV
- 58.6%
- B/E move
- 3.2%
55Δ
- Pseudo strike
- 94.47
- IV
- 60.8%
- B/E move
- 3.3%
- Pseudo strike
- 96.55
- IV
- 57.6%
- B/E move
- 2.7%
60Δ
- Pseudo strike
- 93.35
- IV
- 62.7%
- B/E move
- 2.9%
- Pseudo strike
- 97.55
- IV
- 56.6%
- B/E move
- 2.2%
65Δ
- Pseudo strike
- 92.16
- IV
- 64.1%
- B/E move
- 2.4%
- Pseudo strike
- 98.54
- IV
- 55.1%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 90.86
- IV
- 65.6%
- B/E move
- 2.0%
- Pseudo strike
- 99.58
- IV
- 54.2%
- B/E move
- 1.4%
75Δ
- Pseudo strike
- 89.41
- IV
- 67.4%
- B/E move
- 1.6%
- Pseudo strike
- 100.66
- IV
- 53.0%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 87.67
- IV
- 70.0%
- B/E move
- 1.3%
- Pseudo strike
- 101.89
- IV
- 52.4%
- B/E move
- 0.7%
Options history
Table
| Date | IV (%) |
|---|---|
| 49.10% | |
| 49.38% | |
| 49.17% | |
| 54.10% | |
| 54.37% | |
| 52.24% | |
| 50.57% | |
| 49.48% | |
| 49.68% | |
| 55.91% |