Invesco Oil & Gas Services ETF PXJ
i
Market dataready · fetched 2026-11-12T03:11:54.081Z
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 · 2026-11-12T01:00:00.037727773Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:11:53.728266+00:00
Invesco Oil & Gas Services ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 46.88 | 85.3% | 14.2% | 37.81 | 78.5% | 10.4% |
| 25Δ | 44.83 | 66.5% | 9.4% | 38.99 | 66.7% | 7.8% |
| 30Δ | 43.72 | 56.1% | 6.8% | 40.27 | 42.2% | 4.4% |
| 35Δ | 42.98 | 50.2% | 5.2% | 40.61 | 43.9% | 4.0% |
| 40Δ | 42.49 | 45.3% | 4.2% | 40.95 | 45.6% | 3.5% |
| 45Δ | 41.99 | 40.5% | 3.2% | 41.29 | 43.7% | 3.0% |
| 50Δ | 41.70 | 38.0% | 2.7% | 41.63 | 41.1% | 2.4% |
| 55Δ | 41.41 | 35.5% | 2.2% | 41.97 | 38.5% | 1.9% |
| 60Δ | 41.11 | 33.1% | 1.7% | 42.32 | 38.6% | 1.6% |
| 65Δ | 40.83 | 31.8% | 1.3% | 42.67 | 38.9% | 1.3% |
| 70Δ | 40.55 | 31.2% | 1.1% | 43.03 | 39.3% | 1.0% |
| 75Δ | 40.28 | 30.6% | 0.9% | 43.50 | 39.9% | 0.8% |
| 80Δ | 40.00 | 30.1% | 0.6% | 43.96 | 40.6% | 0.6% |
20Δ
- Pseudo strike
- 46.88
- IV
- 85.3%
- B/E move
- 14.2%
- Pseudo strike
- 37.81
- IV
- 78.5%
- B/E move
- 10.4%
25Δ
- Pseudo strike
- 44.83
- IV
- 66.5%
- B/E move
- 9.4%
- Pseudo strike
- 38.99
- IV
- 66.7%
- B/E move
- 7.8%
30Δ
- Pseudo strike
- 43.72
- IV
- 56.1%
- B/E move
- 6.8%
- Pseudo strike
- 40.27
- IV
- 42.2%
- B/E move
- 4.4%
35Δ
- Pseudo strike
- 42.98
- IV
- 50.2%
- B/E move
- 5.2%
- Pseudo strike
- 40.61
- IV
- 43.9%
- B/E move
- 4.0%
40Δ
- Pseudo strike
- 42.49
- IV
- 45.3%
- B/E move
- 4.2%
- Pseudo strike
- 40.95
- IV
- 45.6%
- B/E move
- 3.5%
45Δ
- Pseudo strike
- 41.99
- IV
- 40.5%
- B/E move
- 3.2%
- Pseudo strike
- 41.29
- IV
- 43.7%
- B/E move
- 3.0%
50Δ
- Pseudo strike
- 41.70
- IV
- 38.0%
- B/E move
- 2.7%
- Pseudo strike
- 41.63
- IV
- 41.1%
- B/E move
- 2.4%
55Δ
- Pseudo strike
- 41.41
- IV
- 35.5%
- B/E move
- 2.2%
- Pseudo strike
- 41.97
- IV
- 38.5%
- B/E move
- 1.9%
60Δ
- Pseudo strike
- 41.11
- IV
- 33.1%
- B/E move
- 1.7%
- Pseudo strike
- 42.32
- IV
- 38.6%
- B/E move
- 1.6%
65Δ
- Pseudo strike
- 40.83
- IV
- 31.8%
- B/E move
- 1.3%
- Pseudo strike
- 42.67
- IV
- 38.9%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 40.55
- IV
- 31.2%
- B/E move
- 1.1%
- Pseudo strike
- 43.03
- IV
- 39.3%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 40.28
- IV
- 30.6%
- B/E move
- 0.9%
- Pseudo strike
- 43.50
- IV
- 39.9%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 40.00
- IV
- 30.1%
- B/E move
- 0.6%
- Pseudo strike
- 43.96
- IV
- 40.6%
- B/E move
- 0.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 31.93% | |
| 31.83% | |
| 32.28% | |
| 32.04% | |
| 33.92% | |
| 35.14% | |
| 34.09% | |
| 34.62% | |
| 33.02% | |
| 34.03% |