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Invesco California AMT-Free Municipal Bond ETF PWZ

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Market datapartial · fetched 2026-10-23T03:17:34.870Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.124895559Z

FundamentalsAlpha Vantage · unavailable

Share price$22.87
1D+0.3%
AH$22.79$22.83$22.87$22.91$22.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPWZ
Sold putSold callAH

Invesco California AMT-Free Municipal Bond ETF options

Live interpolated PWZ call and put midpoint premiums by absolute delta.Invesco California AMT-Free Municipal Bond ETF$0.65$0.92$1.19$1.47$1.74$19.76$21.43$23.10$24.77$26.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PWZ spot · $22.87PWZ PRICE$0.68$0.68$0.69$0.71$0.73$0.75$0.77$0.84$0.93$1.01$1.09$1.17$1.38$0.68$0.68$0.68$0.68$0.72$0.76$0.81$0.90$0.99$1.07$1.16$1.25$1.66
PutsExpensive1.56×
CallsExpensive1.87×
SkewBullish-7.21 pp
Implied moveBearish±$1.58
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.01108.0%38.5%19.2785.2%18.7%
25Δ27.3078.6%22.3%20.5565.9%13.1%
30Δ26.3068.0%18.0%21.4452.1%9.2%
35Δ25.5059.2%14.6%22.0642.5%6.5%
40Δ24.7150.3%11.2%22.3938.2%5.3%
45Δ23.9241.4%7.9%22.7233.9%4.0%
50Δ23.1232.6%4.5%23.0330.1%2.9%
55Δ22.8329.8%3.5%23.2228.5%2.4%
60Δ22.6228.2%3.0%23.4127.0%1.9%
65Δ22.4226.6%2.4%23.6125.5%1.5%
70Δ22.2124.9%1.9%23.8023.9%1.0%
75Δ22.0123.3%1.4%23.9922.4%0.5%
80Δ21.7422.7%1.1%24.4524.6%0.4%

20Δ

Calls
Pseudo strike
31.01
IV
108.0%
B/E move
38.5%
Puts
Pseudo strike
19.27
IV
85.2%
B/E move
18.7%

25Δ

Calls
Pseudo strike
27.30
IV
78.6%
B/E move
22.3%
Puts
Pseudo strike
20.55
IV
65.9%
B/E move
13.1%

30Δ

Calls
Pseudo strike
26.30
IV
68.0%
B/E move
18.0%
Puts
Pseudo strike
21.44
IV
52.1%
B/E move
9.2%

35Δ

Calls
Pseudo strike
25.50
IV
59.2%
B/E move
14.6%
Puts
Pseudo strike
22.06
IV
42.5%
B/E move
6.5%

40Δ

Calls
Pseudo strike
24.71
IV
50.3%
B/E move
11.2%
Puts
Pseudo strike
22.39
IV
38.2%
B/E move
5.3%

45Δ

Calls
Pseudo strike
23.92
IV
41.4%
B/E move
7.9%
Puts
Pseudo strike
22.72
IV
33.9%
B/E move
4.0%

50Δ

Calls
Pseudo strike
23.12
IV
32.6%
B/E move
4.5%
Puts
Pseudo strike
23.03
IV
30.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
22.83
IV
29.8%
B/E move
3.5%
Puts
Pseudo strike
23.22
IV
28.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
22.62
IV
28.2%
B/E move
3.0%
Puts
Pseudo strike
23.41
IV
27.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
22.42
IV
26.6%
B/E move
2.4%
Puts
Pseudo strike
23.61
IV
25.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
22.21
IV
24.9%
B/E move
1.9%
Puts
Pseudo strike
23.80
IV
23.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
22.01
IV
23.3%
B/E move
1.4%
Puts
Pseudo strike
23.99
IV
22.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
21.74
IV
22.7%
B/E move
1.1%
Puts
Pseudo strike
24.45
IV
24.6%
B/E move
0.4%

Options history

No recorded observations