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Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Basic Materials Momentum ETF PYZ

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Market dataready · fetched 2026-11-12T03:16:01.994Z

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 · 2026-11-11T21:00:00.30077635Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:16:01.651333+00:00

Share price$113.51
1D+0.6%
AH$112.79$113.01$113.23$113.45$113.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPYZ
Sold putSold callAH

Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Basic Materials Momentum ETF options

Live interpolated PYZ call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Basic Materials Momentum ETF$1.10$2.95$4.80$6.65$8.50$105.65$109.12$112.58$116.04$119.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive PYZ spot · $113.51PYZ PRICE$1.30$1.41$1.54$1.72$1.89$2.07$2.26$2.58$2.97$3.46$3.96$4.73$1.44$1.67$1.89$2.11$2.33$2.55$2.77$3.01$3.32$3.94$4.75$7.96
Puts——
Calls——
Skew——
Implied moveBearish±$4.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ120.4952.2%7.3%107.4754.0%6.6%
30Δ118.3044.6%5.5%108.5850.6%5.8%
35Δ116.6038.9%4.1%109.6847.1%5.0%
40Δ115.6235.9%3.4%110.7943.7%4.2%
45Δ114.6433.0%2.7%111.9040.3%3.5%
50Δ113.7730.4%2.1%113.0136.8%2.7%
55Δ113.1228.5%1.7%114.1133.4%1.9%
60Δ112.4827.8%1.4%115.1230.3%1.2%
65Δ111.8427.5%1.1%115.7429.0%1.0%
70Δ111.1328.0%1.0%116.5829.7%0.8%
75Δ110.4127.8%0.8%117.5731.0%0.6%
80Δ109.4628.8%0.6%120.7444.1%0.6%

20Δ

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

25Δ

Calls
Pseudo strike
120.49
IV
52.2%
B/E move
7.3%
Puts
Pseudo strike
107.47
IV
54.0%
B/E move
6.6%

30Δ

Calls
Pseudo strike
118.30
IV
44.6%
B/E move
5.5%
Puts
Pseudo strike
108.58
IV
50.6%
B/E move
5.8%

35Δ

Calls
Pseudo strike
116.60
IV
38.9%
B/E move
4.1%
Puts
Pseudo strike
109.68
IV
47.1%
B/E move
5.0%

40Δ

Calls
Pseudo strike
115.62
IV
35.9%
B/E move
3.4%
Puts
Pseudo strike
110.79
IV
43.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
114.64
IV
33.0%
B/E move
2.7%
Puts
Pseudo strike
111.90
IV
40.3%
B/E move
3.5%

50Δ

Calls
Pseudo strike
113.77
IV
30.4%
B/E move
2.1%
Puts
Pseudo strike
113.01
IV
36.8%
B/E move
2.7%

55Δ

Calls
Pseudo strike
113.12
IV
28.5%
B/E move
1.7%
Puts
Pseudo strike
114.11
IV
33.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
112.48
IV
27.8%
B/E move
1.4%
Puts
Pseudo strike
115.12
IV
30.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
111.84
IV
27.5%
B/E move
1.1%
Puts
Pseudo strike
115.74
IV
29.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
111.13
IV
28.0%
B/E move
1.0%
Puts
Pseudo strike
116.58
IV
29.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
110.41
IV
27.8%
B/E move
0.8%
Puts
Pseudo strike
117.57
IV
31.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
109.46
IV
28.8%
B/E move
0.6%
Puts
Pseudo strike
120.74
IV
44.1%
B/E move
0.6%

Options history

IV · four-Friday blend26.05%
Daily EOD
PYZ24.7%25.4%26.2%2026-10-22: 24.80%2026-10-23: 25.23%2026-10-26: 26.08%2026-10-30: 26.05%Oct 22Oct 23Oct 30
4 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
24.80%
25.23%
26.08%
26.05%