Invesco Large Cap Growth ETF PWB
i
Market dataready · fetched 2026-11-12T01:24:22.932Z
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 · 2026-11-12T01:00:00.014350824Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:24:22.495780+00:00
Invesco Large Cap Growth ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 153.98 | 28.8% | 4.6% | 141.84 | 33.5% | 4.7% |
| 25Δ | 152.89 | 29.1% | 4.0% | 143.30 | 32.0% | 3.9% |
| 30Δ | 151.64 | 27.7% | 3.3% | 144.51 | 30.7% | 3.3% |
| 35Δ | 150.80 | 28.4% | 3.0% | 145.60 | 29.6% | 2.7% |
| 40Δ | 150.01 | 29.8% | 2.7% | 146.49 | 30.2% | 2.4% |
| 45Δ | 149.15 | 30.6% | 2.4% | 147.35 | 30.7% | 2.1% |
| 50Δ | 148.26 | 31.6% | 2.1% | 148.24 | 29.4% | 1.7% |
| 55Δ | 147.34 | 31.8% | 1.8% | 149.08 | 28.9% | 1.4% |
| 60Δ | 146.37 | 32.2% | 1.6% | 149.92 | 28.5% | 1.1% |
| 65Δ | 145.42 | 32.1% | 1.3% | 150.89 | 29.3% | 1.0% |
| 70Δ | 144.32 | 32.7% | 1.1% | 151.81 | 28.9% | 0.7% |
| 75Δ | 143.18 | 33.0% | 0.9% | 152.67 | 27.9% | 0.5% |
| 80Δ | 141.65 | 34.6% | 0.7% | 153.69 | 27.1% | 0.4% |
20Δ
- Pseudo strike
- 153.98
- IV
- 28.8%
- B/E move
- 4.6%
- Pseudo strike
- 141.84
- IV
- 33.5%
- B/E move
- 4.7%
25Δ
- Pseudo strike
- 152.89
- IV
- 29.1%
- B/E move
- 4.0%
- Pseudo strike
- 143.30
- IV
- 32.0%
- B/E move
- 3.9%
30Δ
- Pseudo strike
- 151.64
- IV
- 27.7%
- B/E move
- 3.3%
- Pseudo strike
- 144.51
- IV
- 30.7%
- B/E move
- 3.3%
35Δ
- Pseudo strike
- 150.80
- IV
- 28.4%
- B/E move
- 3.0%
- Pseudo strike
- 145.60
- IV
- 29.6%
- B/E move
- 2.7%
40Δ
- Pseudo strike
- 150.01
- IV
- 29.8%
- B/E move
- 2.7%
- Pseudo strike
- 146.49
- IV
- 30.2%
- B/E move
- 2.4%
45Δ
- Pseudo strike
- 149.15
- IV
- 30.6%
- B/E move
- 2.4%
- Pseudo strike
- 147.35
- IV
- 30.7%
- B/E move
- 2.1%
50Δ
- Pseudo strike
- 148.26
- IV
- 31.6%
- B/E move
- 2.1%
- Pseudo strike
- 148.24
- IV
- 29.4%
- B/E move
- 1.7%
55Δ
- Pseudo strike
- 147.34
- IV
- 31.8%
- B/E move
- 1.8%
- Pseudo strike
- 149.08
- IV
- 28.9%
- B/E move
- 1.4%
60Δ
- Pseudo strike
- 146.37
- IV
- 32.2%
- B/E move
- 1.6%
- Pseudo strike
- 149.92
- IV
- 28.5%
- B/E move
- 1.1%
65Δ
- Pseudo strike
- 145.42
- IV
- 32.1%
- B/E move
- 1.3%
- Pseudo strike
- 150.89
- IV
- 29.3%
- B/E move
- 1.0%
70Δ
- Pseudo strike
- 144.32
- IV
- 32.7%
- B/E move
- 1.1%
- Pseudo strike
- 151.81
- IV
- 28.9%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 143.18
- IV
- 33.0%
- B/E move
- 0.9%
- Pseudo strike
- 152.67
- IV
- 27.9%
- B/E move
- 0.5%
80Δ
- Pseudo strike
- 141.65
- IV
- 34.6%
- B/E move
- 0.7%
- Pseudo strike
- 153.69
- IV
- 27.1%
- B/E move
- 0.4%
Options history
Table
| Date | IV (%) |
|---|---|
| 26.52% | |
| 26.66% | |
| 26.41% | |
| 29.22% | |
| 27.66% | |
| 26.42% | |
| 25.71% | |
| 25.21% | |
| 25.60% | |
| 28.53% |