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Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Energy Momentum ETF PXI

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Market dataready · fetched 2026-11-12T03:11:23.984Z

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 · 2026-11-11T21:00:00.03127989Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:11:23.657285+00:00

Share price$59.14
1D+0.7%
AH$58.54$58.66$58.79$58.91$59.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPXI
Sold putSold callAH

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

Live interpolated PXI call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Energy Momentum ETF$0.54$1.08$1.61$2.15$2.68$53.89$56.71$59.52$62.34$65.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PXI spot · $59.14PXI PRICE$0.60$0.63$0.70$0.76$0.82$0.87$0.93$0.99$1.09$1.19$1.29$1.39$1.76$0.71$0.78$0.87$1.05$1.24$1.49$1.76$1.97$2.11$2.25$2.53
Puts——
CallsCheap0.94×
Skew——
Implied moveBearish±$2.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.4561.5%10.0%
25Δ62.4447.9%6.6%56.2151.1%6.2%
30Δ61.3941.5%5.0%57.2543.5%4.5%
35Δ60.6536.7%3.8%57.9439.0%3.5%
40Δ60.0432.4%2.9%58.4138.2%3.0%
45Δ59.6729.4%2.4%58.8637.8%2.6%
50Δ59.3126.5%1.9%59.3138.2%2.2%
55Δ58.9723.7%1.4%59.7738.9%1.9%
60Δ58.7522.5%1.2%60.1737.9%1.6%
65Δ58.5221.2%1.0%60.5235.2%1.2%
70Δ58.3019.9%0.8%60.8632.6%0.9%
75Δ58.0818.6%0.6%61.3031.4%0.6%
80Δ57.6319.9%0.4%

20Δ

Calls
Pseudo strike
64.45
IV
61.5%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
62.44
IV
47.9%
B/E move
6.6%
Puts
Pseudo strike
56.21
IV
51.1%
B/E move
6.2%

30Δ

Calls
Pseudo strike
61.39
IV
41.5%
B/E move
5.0%
Puts
Pseudo strike
57.25
IV
43.5%
B/E move
4.5%

35Δ

Calls
Pseudo strike
60.65
IV
36.7%
B/E move
3.8%
Puts
Pseudo strike
57.94
IV
39.0%
B/E move
3.5%

40Δ

Calls
Pseudo strike
60.04
IV
32.4%
B/E move
2.9%
Puts
Pseudo strike
58.41
IV
38.2%
B/E move
3.0%

45Δ

Calls
Pseudo strike
59.67
IV
29.4%
B/E move
2.4%
Puts
Pseudo strike
58.86
IV
37.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
59.31
IV
26.5%
B/E move
1.9%
Puts
Pseudo strike
59.31
IV
38.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
58.97
IV
23.7%
B/E move
1.4%
Puts
Pseudo strike
59.77
IV
38.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
58.75
IV
22.5%
B/E move
1.2%
Puts
Pseudo strike
60.17
IV
37.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
58.52
IV
21.2%
B/E move
1.0%
Puts
Pseudo strike
60.52
IV
35.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
58.30
IV
19.9%
B/E move
0.8%
Puts
Pseudo strike
60.86
IV
32.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
58.08
IV
18.6%
B/E move
0.6%
Puts
Pseudo strike
61.30
IV
31.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
57.63
IV
19.9%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.86%
Daily EOD
PXI28.6%29.8%31.0%2026-10-19: 28.75%2026-10-20: 29.70%2026-10-21: 28.94%2026-10-22: 30.07%2026-10-23: 30.65%2026-10-26: 30.75%2026-10-27: 30.02%2026-10-28: 30.44%2026-10-29: 30.03%2026-10-30: 30.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.75%
29.70%
28.94%
30.07%
30.65%
30.75%
30.02%
30.44%
30.03%
30.86%