IntraAlpha
Create free account Start free

Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Utilities Momentum ETF PUI

i

Market datapartial · fetched 2026-11-13T18:51:08.885Z

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 · 2026-11-13T17:22:39.357982748Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:51:07.560492+00:00

Share price$44.40
1D+0.2%
$44.30$44.33$44.36$44.40$44.435:30 AM6:30 AM9:00 AM1:00 PMPUI
Sold putSold call

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

Live interpolated PUI call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Utilities Momentum ETF$0.71$1.66$2.60$3.55$4.49$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEPUI PRICE$0.81$1.19$1.57$1.95$2.33$2.71$3.09$3.46$3.84$4.22
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ45.5619.3%4.4%
40Δ45.0219.7%4.1%
45Δ44.4920.0%3.7%
50Δ43.9520.4%3.4%
55Δ43.4120.8%3.0%
60Δ42.8821.2%2.7%
65Δ42.3421.6%2.3%
70Δ41.8122.0%2.0%
75Δ41.2722.4%1.6%
80Δ40.7422.7%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
45.56
IV
19.3%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
45.02
IV
19.7%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
44.49
IV
20.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
43.95
IV
20.4%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
43.41
IV
20.8%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
42.88
IV
21.2%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
42.34
IV
21.6%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
41.81
IV
22.0%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.27
IV
22.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.74
IV
22.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.89%
Daily EOD
PUI17.1%18.5%19.9%2026-10-19: 17.65%2026-10-20: 17.95%2026-10-21: 17.53%2026-10-22: 19.72%2026-10-23: 17.26%2026-10-26: 17.86%2026-10-27: 17.53%2026-10-28: 17.37%2026-10-29: 17.38%2026-10-30: 17.89%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.65%
17.95%
17.53%
19.72%
17.26%
17.86%
17.53%
17.37%
17.38%
17.89%