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

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Market datapartial · fetched 2026-10-22T21:00:39.943Z

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 · 2026-10-22T20:58:27.30036669Z

FundamentalsAlpha Vantage · unavailable

Share price$84.26
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$6.40$9.20$12.00$69.51$79.29$89.07$98.84$108.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOXQ spot · $84.26SOXQ PRICE$1.09$1.77$2.16$2.48$3.23$3.50$3.90$4.93$5.77$6.29$2.71$3.65$4.28$4.75$5.43$6.20$7.66$8.73$9.83$11.20
PutsFair1.01×
CallsExpensive1.25×
SkewBullish-2.13 pp
Implied moveBearish±$8.64
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.1742.8%13.1%
25Δ94.7754.0%14.6%
30Δ92.1551.3%11.9%
35Δ89.7647.4%9.5%81.1744.9%6.9%
40Δ88.6551.8%9.0%82.3849.6%6.6%
45Δ86.6946.9%7.0%83.8648.8%5.6%
50Δ85.2044.4%5.7%85.2546.0%4.5%
55Δ83.8648.6%5.4%86.5645.3%3.7%
60Δ82.3849.4%4.6%87.9344.4%3.0%
65Δ81.0446.7%3.6%89.7347.1%2.6%
70Δ91.3246.4%2.0%
75Δ92.8745.2%1.4%
80Δ94.6444.3%1.0%

20Δ

Calls
Pseudo strike
94.17
IV
42.8%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
94.77
IV
54.0%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
92.15
IV
51.3%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
89.76
IV
47.4%
B/E move
9.5%
Puts
Pseudo strike
81.17
IV
44.9%
B/E move
6.9%

40Δ

Calls
Pseudo strike
88.65
IV
51.8%
B/E move
9.0%
Puts
Pseudo strike
82.38
IV
49.6%
B/E move
6.6%

45Δ

Calls
Pseudo strike
86.69
IV
46.9%
B/E move
7.0%
Puts
Pseudo strike
83.86
IV
48.8%
B/E move
5.6%

50Δ

Calls
Pseudo strike
85.20
IV
44.4%
B/E move
5.7%
Puts
Pseudo strike
85.25
IV
46.0%
B/E move
4.5%

55Δ

Calls
Pseudo strike
83.86
IV
48.6%
B/E move
5.4%
Puts
Pseudo strike
86.56
IV
45.3%
B/E move
3.7%

60Δ

Calls
Pseudo strike
82.38
IV
49.4%
B/E move
4.6%
Puts
Pseudo strike
87.93
IV
44.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
81.04
IV
46.7%
B/E move
3.6%
Puts
Pseudo strike
89.73
IV
47.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.32
IV
46.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.87
IV
45.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.64
IV
44.3%
B/E move
1.0%

Options history

No recorded observations