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

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Market datapartial · fetched 2026-10-22T23:23:05.233Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.328938334Z

FundamentalsAlpha Vantage · unavailable

Share price$111.18
1D-1.2%
AH$111.04$111.44$111.84$112.23$112.635:30 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$0.93$2.76$4.60$6.43$8.27$101.65$106.57$111.50$116.42$121.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PYZ spot · $111.18PYZ PRICE$1.13$1.45$1.50$1.77$2.04$2.35$2.83$3.65$3.99$4.80$1.98$2.39$2.80$3.23$3.88$4.16$4.54$5.54$6.43$7.74
PutsExpensive1.10×
CallsExpensive1.51×
SkewBullish-2.06 pp
Implied moveBearish±$6.06
TiltBearish25.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.3933.7%10.2%
25Δ119.1632.5%8.5%
30Δ116.3126.2%6.0%
35Δ114.8825.0%4.9%108.7225.8%4.0%
40Δ113.6923.7%4.1%109.7925.6%3.4%
45Δ112.6822.9%3.5%110.8125.2%2.8%
50Δ111.7323.4%3.0%111.7924.7%2.4%
55Δ110.8126.3%3.0%112.8225.4%2.0%
60Δ109.8324.7%2.4%113.6423.6%1.5%
65Δ108.7025.9%2.1%114.4822.2%1.1%
70Δ115.7323.5%0.9%
75Δ116.9023.6%0.6%
80Δ118.4624.4%0.4%

20Δ

Calls
Pseudo strike
121.39
IV
33.7%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
119.16
IV
32.5%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
116.31
IV
26.2%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
114.88
IV
25.0%
B/E move
4.9%
Puts
Pseudo strike
108.72
IV
25.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
113.69
IV
23.7%
B/E move
4.1%
Puts
Pseudo strike
109.79
IV
25.6%
B/E move
3.4%

45Δ

Calls
Pseudo strike
112.68
IV
22.9%
B/E move
3.5%
Puts
Pseudo strike
110.81
IV
25.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
111.73
IV
23.4%
B/E move
3.0%
Puts
Pseudo strike
111.79
IV
24.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
110.81
IV
26.3%
B/E move
3.0%
Puts
Pseudo strike
112.82
IV
25.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
109.83
IV
24.7%
B/E move
2.4%
Puts
Pseudo strike
113.64
IV
23.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
108.70
IV
25.9%
B/E move
2.1%
Puts
Pseudo strike
114.48
IV
22.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
115.73
IV
23.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
116.90
IV
23.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
118.46
IV
24.4%
B/E move
0.4%

Options history

No recorded observations