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

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Market datapartial · fetched 2026-10-22T23:23:31.462Z

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 · 2026-10-22T23:19:35.97787006Z

FundamentalsAlpha Vantage · unavailable

Share price$84.25
1D-3.5%
AH$83.72$84.72$85.72$86.72$87.725:30 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$0.79$3.59$6.39$9.19$11.98$69.54$79.31$89.08$98.85$108.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOXQ spot · $84.25SOXQ PRICE$1.10$1.77$2.16$2.49$3.23$3.50$3.90$4.93$5.78$6.29$2.71$3.64$4.28$4.74$5.43$6.18$7.65$8.70$9.81$11.18
PutsFair1.02×
CallsExpensive1.25×
SkewBullish-2.24 pp
Implied moveBearish±$8.63
TiltBearish29.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.1842.9%13.1%
25Δ94.7654.0%14.6%
30Δ92.1451.4%11.9%
35Δ89.7547.4%9.5%81.1644.8%6.9%
40Δ88.6451.8%9.0%82.3749.6%6.6%
45Δ86.6846.9%7.0%83.8548.7%5.5%
50Δ85.1944.4%5.7%85.2345.9%4.5%
55Δ83.8548.7%5.4%86.5545.2%3.7%
60Δ82.3749.5%4.6%87.9144.3%3.0%
65Δ81.0346.8%3.6%89.7247.1%2.6%
70Δ91.2846.3%2.0%
75Δ92.8545.2%1.4%
80Δ94.6144.3%1.0%

20Δ

Calls
Pseudo strike
94.18
IV
42.9%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
94.76
IV
54.0%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
92.14
IV
51.4%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
89.75
IV
47.4%
B/E move
9.5%
Puts
Pseudo strike
81.16
IV
44.8%
B/E move
6.9%

40Δ

Calls
Pseudo strike
88.64
IV
51.8%
B/E move
9.0%
Puts
Pseudo strike
82.37
IV
49.6%
B/E move
6.6%

45Δ

Calls
Pseudo strike
86.68
IV
46.9%
B/E move
7.0%
Puts
Pseudo strike
83.85
IV
48.7%
B/E move
5.5%

50Δ

Calls
Pseudo strike
85.19
IV
44.4%
B/E move
5.7%
Puts
Pseudo strike
85.23
IV
45.9%
B/E move
4.5%

55Δ

Calls
Pseudo strike
83.85
IV
48.7%
B/E move
5.4%
Puts
Pseudo strike
86.55
IV
45.2%
B/E move
3.7%

60Δ

Calls
Pseudo strike
82.37
IV
49.5%
B/E move
4.6%
Puts
Pseudo strike
87.91
IV
44.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
81.03
IV
46.8%
B/E move
3.6%
Puts
Pseudo strike
89.72
IV
47.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.28
IV
46.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.85
IV
45.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.61
IV
44.3%
B/E move
1.0%

Options history

No recorded observations