Share price$22.96
1D+0.3%
Sold putSold call
Invesco California AMT-Free Municipal Bond ETF PWZ
i
Market datapartial · fetched 2026-10-23T15:07:54.481Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-23T15:06:09.462813856Z
FundamentalsAlpha Vantage · unavailable
Invesco California AMT-Free Municipal Bond ETF options
PutsExpensive1.97×
CallsExpensive3.92×
SkewBullish-46.35 pp
Implied move——
TiltBearish87.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.09 | 108.5% | 38.3% | 19.34 | 85.9% | 18.7% |
| 25Δ | 27.39 | 78.9% | 22.2% | 20.66 | 65.9% | 13.0% |
| 30Δ | 21.53 | 52.3% | 9.2% | |||
| 35Δ | 22.13 | 44.6% | 6.9% | |||
| 40Δ | 22.50 | 43.9% | 6.3% | |||
| 45Δ | 22.86 | 43.1% | 5.6% | |||
| 50Δ | 23.23 | 42.3% | 5.0% | |||
| 55Δ | 23.60 | 41.5% | 4.4% | |||
| 60Δ | 23.97 | 40.8% | 3.7% | |||
| 65Δ | 24.34 | 40.0% | 3.1% | |||
| 70Δ | 24.71 | 39.2% | 2.5% | |||
| 75Δ | 25.08 | 38.4% | 1.8% | |||
| 80Δ | 25.45 | 37.7% | 1.2% | |||
20Δ
- Pseudo strike
- 31.09
- IV
- 108.5%
- B/E move
- 38.3%
- Pseudo strike
- 19.34
- IV
- 85.9%
- B/E move
- 18.7%
25Δ
- Pseudo strike
- 27.39
- IV
- 78.9%
- B/E move
- 22.2%
- Pseudo strike
- 20.66
- IV
- 65.9%
- B/E move
- 13.0%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 21.53
- IV
- 52.3%
- B/E move
- 9.2%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.13
- IV
- 44.6%
- B/E move
- 6.9%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.50
- IV
- 43.9%
- B/E move
- 6.3%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.86
- IV
- 43.1%
- B/E move
- 5.6%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.23
- IV
- 42.3%
- B/E move
- 5.0%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.60
- IV
- 41.5%
- B/E move
- 4.4%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.97
- IV
- 40.8%
- B/E move
- 3.7%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 24.34
- IV
- 40.0%
- B/E move
- 3.1%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 24.71
- IV
- 39.2%
- B/E move
- 2.5%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 25.08
- IV
- 38.4%
- B/E move
- 1.8%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 25.45
- IV
- 37.7%
- B/E move
- 1.2%
Options history
No recorded observations