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Invesco Exchange-Traded Fund Trust II Invesco PHLX Semiconductor ETF SOXQ

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Market dataready · fetched 2026-11-12T03:19:11.163Z

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 · 2026-11-12T00:54:30.662482337Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:19:10.714313+00:00

Share price$81.50
1D+0.5%
AH$81$82$83$84$855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOXQ
Sold putSold callAH

Invesco Exchange-Traded Fund Trust II Invesco PHLX Semiconductor ETF options

Live interpolated SOXQ call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco PHLX Semiconductor ETF$0.43$3.74$7.05$10.37$13.68$67.73$74.47$81.22$87.97$94.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOXQ spot · $81.50SOXQ PRICE$0.86$1.20$1.64$1.93$2.40$2.90$3.53$4.15$5.17$6.25$7.56$9.39$12.73$0.79$1.05$1.33$1.71$2.06$2.13$2.13$2.26$2.50$3.19$3.52$3.55$3.58
PutsCheap0.56×
CallsFair0.95×
SkewBullish-36.87 pp
Implied moveBullish±$5.65
TiltBullish33.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.0563.5%10.3%76.4451.8%7.2%
25Δ87.9966.3%9.4%77.3853.0%6.4%
30Δ87.0371.0%8.8%78.4551.6%5.4%
35Δ85.3666.9%7.1%79.2453.9%4.9%
40Δ84.4070.0%6.5%80.1253.8%4.2%
45Δ83.2571.1%5.7%81.0446.9%3.2%
50Δ82.1374.1%5.1%81.6940.3%2.4%
55Δ80.9475.2%4.4%82.2936.5%1.8%
60Δ79.6281.5%4.0%82.8434.9%1.4%
65Δ78.1486.3%3.5%83.6638.1%1.3%
70Δ76.4391.6%3.1%84.1637.3%1.1%
75Δ74.26100.4%2.6%84.4233.1%0.8%
80Δ70.75121.5%2.4%84.6828.8%0.5%

20Δ

Calls
Pseudo strike
89.05
IV
63.5%
B/E move
10.3%
Puts
Pseudo strike
76.44
IV
51.8%
B/E move
7.2%

25Δ

Calls
Pseudo strike
87.99
IV
66.3%
B/E move
9.4%
Puts
Pseudo strike
77.38
IV
53.0%
B/E move
6.4%

30Δ

Calls
Pseudo strike
87.03
IV
71.0%
B/E move
8.8%
Puts
Pseudo strike
78.45
IV
51.6%
B/E move
5.4%

35Δ

Calls
Pseudo strike
85.36
IV
66.9%
B/E move
7.1%
Puts
Pseudo strike
79.24
IV
53.9%
B/E move
4.9%

40Δ

Calls
Pseudo strike
84.40
IV
70.0%
B/E move
6.5%
Puts
Pseudo strike
80.12
IV
53.8%
B/E move
4.2%

45Δ

Calls
Pseudo strike
83.25
IV
71.1%
B/E move
5.7%
Puts
Pseudo strike
81.04
IV
46.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
82.13
IV
74.1%
B/E move
5.1%
Puts
Pseudo strike
81.69
IV
40.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
80.94
IV
75.2%
B/E move
4.4%
Puts
Pseudo strike
82.29
IV
36.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
79.62
IV
81.5%
B/E move
4.0%
Puts
Pseudo strike
82.84
IV
34.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
78.14
IV
86.3%
B/E move
3.5%
Puts
Pseudo strike
83.66
IV
38.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
76.43
IV
91.6%
B/E move
3.1%
Puts
Pseudo strike
84.16
IV
37.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
74.26
IV
100.4%
B/E move
2.6%
Puts
Pseudo strike
84.42
IV
33.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
70.75
IV
121.5%
B/E move
2.4%
Puts
Pseudo strike
84.68
IV
28.8%
B/E move
0.5%

Options history

IV · four-Friday blend45.73%
Daily EOD
SOXQ38.8%42.5%46.3%2026-10-19: 39.68%2026-10-20: 39.92%2026-10-21: 39.27%2026-10-22: 42.28%2026-10-23: 42.56%2026-10-26: 41.78%2026-10-27: 41.21%2026-10-28: 40.85%2026-10-29: 41.10%2026-10-30: 45.73%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.68%
39.92%
39.27%
42.28%
42.56%
41.78%
41.21%
40.85%
41.10%
45.73%