IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-23T03:32:22.738Z

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 · 2026-10-22T23:52:24.816329054Z

FundamentalsAlpha Vantage · unavailable

Share price$84.00
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$0.84$3.48$6.12$8.76$11.40$69.59$79.35$89.10$98.86$108.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOXQ spot · $84.00SOXQ PRICE$1.13$1.77$2.20$2.55$3.28$3.57$3.97$5.07$5.95$6.70$2.56$3.57$4.15$4.53$5.39$5.84$7.53$8.16$9.55$10.64
PutsFair0.99×
CallsExpensive1.28×
SkewBullish-5.03 pp
Implied moveBearish±$8.50
TiltBearish26.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.2144.2%13.5%
25Δ94.5354.2%14.7%
30Δ92.0652.5%12.2%
35Δ89.6748.9%9.8%81.0242.9%6.6%
40Δ88.4852.8%9.2%82.1548.8%6.5%
45Δ86.5048.1%7.2%83.6047.5%5.4%
50Δ84.9545.4%5.9%84.9244.3%4.3%
55Δ83.6150.3%5.6%86.2945.1%3.7%
60Δ82.0851.4%4.8%87.4642.1%2.8%
65Δ80.5850.2%3.9%89.3846.5%2.6%
70Δ90.5943.8%1.9%
75Δ92.3544.2%1.4%
80Δ93.8742.5%0.9%

20Δ

Calls
Pseudo strike
94.21
IV
44.2%
B/E move
13.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
94.53
IV
54.2%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
92.06
IV
52.5%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
89.67
IV
48.9%
B/E move
9.8%
Puts
Pseudo strike
81.02
IV
42.9%
B/E move
6.6%

40Δ

Calls
Pseudo strike
88.48
IV
52.8%
B/E move
9.2%
Puts
Pseudo strike
82.15
IV
48.8%
B/E move
6.5%

45Δ

Calls
Pseudo strike
86.50
IV
48.1%
B/E move
7.2%
Puts
Pseudo strike
83.60
IV
47.5%
B/E move
5.4%

50Δ

Calls
Pseudo strike
84.95
IV
45.4%
B/E move
5.9%
Puts
Pseudo strike
84.92
IV
44.3%
B/E move
4.3%

55Δ

Calls
Pseudo strike
83.61
IV
50.3%
B/E move
5.6%
Puts
Pseudo strike
86.29
IV
45.1%
B/E move
3.7%

60Δ

Calls
Pseudo strike
82.08
IV
51.4%
B/E move
4.8%
Puts
Pseudo strike
87.46
IV
42.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
80.58
IV
50.2%
B/E move
3.9%
Puts
Pseudo strike
89.38
IV
46.5%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.59
IV
43.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.35
IV
44.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.87
IV
42.5%
B/E move
0.9%

Options history

No recorded observations