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Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Healthcare Momentum ETF PTH

i

Market dataready · fetched 2026-11-12T15:21:29.061Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T15:18:29.191688744Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:21:28.271867+00:00

Share price$57.61
1D-1.0%
$57.54$57.79$58.05$58.30$58.565:30 AM6:30 AM9:00 AM1:00 PMPTH
Sold putSold call

Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Healthcare Momentum ETF options

Live interpolated PTH call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Healthcare Momentum ETF$0.48$2.06$3.64$5.23$6.81$50.08$53.89$57.71$61.52$65.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PTH spot · $57.61PTH PRICE$0.65$0.89$1.14$1.36$1.58$1.87$2.23$2.64$3.10$3.65$4.34$5.16$6.35$1.19$1.39$1.53$1.66$1.79$1.93$2.27$2.65$3.08$3.41$3.72$4.13
Puts——
CallsExpensive1.13×
Skew——
Implied moveBullish±$4.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.3831.9%11.1%
25Δ62.4932.9%10.0%53.4541.1%9.3%
30Δ61.5933.8%8.9%54.4638.9%7.9%
35Δ60.6533.7%7.6%55.3535.5%6.6%
40Δ59.6832.3%6.3%56.2432.1%5.3%
45Δ58.8732.2%5.4%57.1328.7%3.9%
50Δ58.1332.9%4.8%58.0125.4%2.7%
55Δ57.3833.5%4.2%58.6025.5%2.2%
60Δ56.5934.1%3.6%59.2225.6%1.8%
65Δ55.7535.0%3.1%59.8625.8%1.4%
70Δ54.8136.5%2.7%60.4224.8%1.1%
75Δ53.7437.8%2.2%60.9423.5%0.7%
80Δ52.3340.8%1.9%61.5322.4%0.4%

20Δ

Calls
Pseudo strike
63.38
IV
31.9%
B/E move
11.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
62.49
IV
32.9%
B/E move
10.0%
Puts
Pseudo strike
53.45
IV
41.1%
B/E move
9.3%

30Δ

Calls
Pseudo strike
61.59
IV
33.8%
B/E move
8.9%
Puts
Pseudo strike
54.46
IV
38.9%
B/E move
7.9%

35Δ

Calls
Pseudo strike
60.65
IV
33.7%
B/E move
7.6%
Puts
Pseudo strike
55.35
IV
35.5%
B/E move
6.6%

40Δ

Calls
Pseudo strike
59.68
IV
32.3%
B/E move
6.3%
Puts
Pseudo strike
56.24
IV
32.1%
B/E move
5.3%

45Δ

Calls
Pseudo strike
58.87
IV
32.2%
B/E move
5.4%
Puts
Pseudo strike
57.13
IV
28.7%
B/E move
3.9%

50Δ

Calls
Pseudo strike
58.13
IV
32.9%
B/E move
4.8%
Puts
Pseudo strike
58.01
IV
25.4%
B/E move
2.7%

55Δ

Calls
Pseudo strike
57.38
IV
33.5%
B/E move
4.2%
Puts
Pseudo strike
58.60
IV
25.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
56.59
IV
34.1%
B/E move
3.6%
Puts
Pseudo strike
59.22
IV
25.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
55.75
IV
35.0%
B/E move
3.1%
Puts
Pseudo strike
59.86
IV
25.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
54.81
IV
36.5%
B/E move
2.7%
Puts
Pseudo strike
60.42
IV
24.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
53.74
IV
37.8%
B/E move
2.2%
Puts
Pseudo strike
60.94
IV
23.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
52.33
IV
40.8%
B/E move
1.9%
Puts
Pseudo strike
61.53
IV
22.4%
B/E move
0.4%

Options history

IV · four-Friday blend30.41%
Daily EOD
PTH28.3%29.4%30.6%2026-10-19: 28.43%2026-10-20: 29.02%2026-10-21: 28.82%2026-10-22: 29.65%2026-10-23: 29.66%2026-10-26: 29.39%2026-10-27: 29.36%2026-10-28: 29.59%2026-10-29: 28.92%2026-10-30: 30.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.43%
29.02%
28.82%
29.65%
29.66%
29.39%
29.36%
29.59%
28.92%
30.41%