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

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Market datapartial · fetched 2026-10-22T16:40:09.461Z

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 · 2026-10-22T16:40:02.68825749Z

FundamentalsAlpha Vantage · unavailable

Share price$85.22
1D-2.4%
$84.63$85.39$86.14$86.89$87.655:30 AM6:30 AM9:00 AM1:00 PMSOXQ
Sold putSold call

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$0.81$3.25$5.69$8.13$10.56$70.64$80.10$89.57$99.03$108.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOXQ spot · $85.22SOXQ PRICE$1.08$1.49$2.04$2.48$3.03$3.64$4.34$5.09$5.92$6.85$8.04$2.26$2.78$3.22$3.87$4.32$5.36$5.55$6.23$7.60$8.47$9.86
PutsCheap0.93×
CallsExpensive1.24×
SkewBullish-6.01 pp
Implied moveBalanced±$8.66
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.2242.4%13.0%
25Δ93.5743.6%11.5%
30Δ92.5447.6%11.0%80.5146.2%8.2%
35Δ90.7747.1%9.4%82.0245.7%7.0%
40Δ89.2547.7%8.3%83.4743.8%5.8%
45Δ87.7748.3%7.3%84.8244.0%5.0%
50Δ86.3149.3%6.4%86.0941.7%4.0%
55Δ84.8249.8%5.5%87.4544.4%3.7%
60Δ83.3050.2%4.7%88.4939.6%2.7%
65Δ81.7550.7%4.0%89.6738.6%2.1%
70Δ80.0152.1%3.3%91.3540.5%1.7%
75Δ92.6539.1%1.2%
80Δ94.3739.1%0.8%

20Δ

Calls
Pseudo strike
95.22
IV
42.4%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
93.57
IV
43.6%
B/E move
11.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
92.54
IV
47.6%
B/E move
11.0%
Puts
Pseudo strike
80.51
IV
46.2%
B/E move
8.2%

35Δ

Calls
Pseudo strike
90.77
IV
47.1%
B/E move
9.4%
Puts
Pseudo strike
82.02
IV
45.7%
B/E move
7.0%

40Δ

Calls
Pseudo strike
89.25
IV
47.7%
B/E move
8.3%
Puts
Pseudo strike
83.47
IV
43.8%
B/E move
5.8%

45Δ

Calls
Pseudo strike
87.77
IV
48.3%
B/E move
7.3%
Puts
Pseudo strike
84.82
IV
44.0%
B/E move
5.0%

50Δ

Calls
Pseudo strike
86.31
IV
49.3%
B/E move
6.4%
Puts
Pseudo strike
86.09
IV
41.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
84.82
IV
49.8%
B/E move
5.5%
Puts
Pseudo strike
87.45
IV
44.4%
B/E move
3.7%

60Δ

Calls
Pseudo strike
83.30
IV
50.2%
B/E move
4.7%
Puts
Pseudo strike
88.49
IV
39.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
81.75
IV
50.7%
B/E move
4.0%
Puts
Pseudo strike
89.67
IV
38.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
80.01
IV
52.1%
B/E move
3.3%
Puts
Pseudo strike
91.35
IV
40.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.65
IV
39.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.37
IV
39.1%
B/E move
0.8%

Options history

No recorded observations