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Invesco Energy Exploration & Production ETF PXE

i

Market dataready · fetched 2026-11-12T03:15:54.411Z

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: 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 · 2026-11-12T01:00:00.063890054Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:15:54.051018+00:00

Share price$40.01
1D+1.2%
AH$39.45$39.60$39.75$39.90$40.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPXE
Sold putSold callAH

Invesco Energy Exploration & Production ETF options

Live interpolated PXE call and put midpoint premiums by absolute delta.Invesco Energy Exploration & Production ETF$0.87$1.41$1.96$2.51$3.06$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEPXE PRICE$0.93$0.93$0.93$0.96$1.02$1.07$1.23$1.50$1.72$1.90$2.09$2.27$2.46$2.90
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.77122.2%15.4%
25Δ45.53108.9%16.1%36.5897.1%11.0%
30Δ43.2784.1%10.4%37.6582.6%8.4%
35Δ38.5470.6%6.3%
40Δ39.2564.8%5.0%
45Δ39.7565.5%4.4%
50Δ40.2264.3%3.8%
55Δ40.6461.0%3.2%
60Δ41.0657.8%2.6%
65Δ41.4854.6%2.0%
70Δ41.9051.4%1.4%
75Δ42.4851.8%1.1%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.77
IV
122.2%
B/E move
15.4%

25Δ

Calls
Pseudo strike
45.53
IV
108.9%
B/E move
16.1%
Puts
Pseudo strike
36.58
IV
97.1%
B/E move
11.0%

30Δ

Calls
Pseudo strike
43.27
IV
84.1%
B/E move
10.4%
Puts
Pseudo strike
37.65
IV
82.6%
B/E move
8.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.54
IV
70.6%
B/E move
6.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.25
IV
64.8%
B/E move
5.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.75
IV
65.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.22
IV
64.3%
B/E move
3.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.64
IV
61.0%
B/E move
3.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.06
IV
57.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.48
IV
54.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.90
IV
51.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.48
IV
51.8%
B/E move
1.1%

80Δ

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

Options history

IV · four-Friday blend33.98%
Daily EOD
PXE30.3%33.9%37.5%2026-10-19: 32.37%2026-10-20: 30.80%2026-10-21: 33.35%2026-10-22: 31.77%2026-10-23: 34.25%2026-10-26: 35.85%2026-10-27: 36.96%2026-10-28: 35.82%2026-10-29: 33.29%2026-10-30: 33.98%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.37%
30.80%
33.35%
31.77%
34.25%
35.85%
36.96%
35.82%
33.29%
33.98%