Invesco MSCI Global Timber ETF CUT
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Market dataready · fetched 2026-11-04T01:19:38.591Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-04T01:00:00.150626128Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T01:19:38.239687+00:00
Invesco MSCI Global Timber ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 24.11 | 148.8% | 20.7% | |||
| 30Δ | 25.65 | 120.2% | 15.2% | |||
| 35Δ | 32.87 | 129.0% | 21.5% | 26.74 | 101.2% | 11.5% |
| 40Δ | 30.88 | 104.8% | 14.5% | 27.55 | 89.5% | 9.0% |
| 45Δ | 29.73 | 91.8% | 10.8% | 28.21 | 80.8% | 7.1% |
| 50Δ | 28.90 | 83.8% | 8.3% | 28.76 | 74.2% | 5.6% |
| 55Δ | 28.25 | 78.1% | 6.6% | 29.25 | 68.9% | 4.5% |
| 60Δ | 27.67 | 73.8% | 5.2% | 29.70 | 64.6% | 3.5% |
| 65Δ | 27.14 | 70.3% | 4.1% | 30.09 | 60.0% | 2.7% |
| 70Δ | 26.70 | 65.3% | 3.2% | 30.38 | 54.9% | 2.1% |
| 75Δ | 26.30 | 59.9% | 2.3% | 30.67 | 49.8% | 1.5% |
| 80Δ | 25.89 | 54.9% | 1.6% | 30.95 | 44.7% | 0.9% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 24.11
- IV
- 148.8%
- B/E move
- 20.7%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 25.65
- IV
- 120.2%
- B/E move
- 15.2%
35Δ
- Pseudo strike
- 32.87
- IV
- 129.0%
- B/E move
- 21.5%
- Pseudo strike
- 26.74
- IV
- 101.2%
- B/E move
- 11.5%
40Δ
- Pseudo strike
- 30.88
- IV
- 104.8%
- B/E move
- 14.5%
- Pseudo strike
- 27.55
- IV
- 89.5%
- B/E move
- 9.0%
45Δ
- Pseudo strike
- 29.73
- IV
- 91.8%
- B/E move
- 10.8%
- Pseudo strike
- 28.21
- IV
- 80.8%
- B/E move
- 7.1%
50Δ
- Pseudo strike
- 28.90
- IV
- 83.8%
- B/E move
- 8.3%
- Pseudo strike
- 28.76
- IV
- 74.2%
- B/E move
- 5.6%
55Δ
- Pseudo strike
- 28.25
- IV
- 78.1%
- B/E move
- 6.6%
- Pseudo strike
- 29.25
- IV
- 68.9%
- B/E move
- 4.5%
60Δ
- Pseudo strike
- 27.67
- IV
- 73.8%
- B/E move
- 5.2%
- Pseudo strike
- 29.70
- IV
- 64.6%
- B/E move
- 3.5%
65Δ
- Pseudo strike
- 27.14
- IV
- 70.3%
- B/E move
- 4.1%
- Pseudo strike
- 30.09
- IV
- 60.0%
- B/E move
- 2.7%
70Δ
- Pseudo strike
- 26.70
- IV
- 65.3%
- B/E move
- 3.2%
- Pseudo strike
- 30.38
- IV
- 54.9%
- B/E move
- 2.1%
75Δ
- Pseudo strike
- 26.30
- IV
- 59.9%
- B/E move
- 2.3%
- Pseudo strike
- 30.67
- IV
- 49.8%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 25.89
- IV
- 54.9%
- B/E move
- 1.6%
- Pseudo strike
- 30.95
- IV
- 44.7%
- B/E move
- 0.9%
Options history
Table
| Date | IV (%) |
|---|---|
| 50.16% | |
| 49.62% | |
| 49.48% | |
| 48.84% | |
| 50.02% | |
| 50.77% | |
| 49.56% | |
| 50.50% | |
| 51.55% | |
| 51.23% |