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Invesco Exchange-Traded Fund Trust II Invesco Nasdaq Biotechnology ETF IBBQ

i

Market datapartial · fetched 2026-11-05T16:02:46.013Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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: 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 data

PriceAlpaca · sip · 2026-11-05T16:00:54.164355273Z

FundamentalsAlpha Vantage · unavailable

Share price$35.85
1D-3.1%
$35.69$36.04$36.39$36.75$37.105:30 AM6:30 AM9:00 AM1:00 PMIBBQ
Sold putSold call

Invesco Exchange-Traded Fund Trust II Invesco Nasdaq Biotechnology ETF options

Live interpolated IBBQ call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco Nasdaq Biotechnology ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIBBQ PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.68%
Daily close
IBBQ22.9%33.0%43.2%2026-08-07: 28.22%2026-08-13: 28.10%2026-08-14: 28.55%2026-08-21: 24.86%2026-08-24: 25.58%2026-08-25: 24.84%2026-08-26: 25.95%2026-08-27: 25.50%2026-08-28: 25.78%2026-08-31: 25.98%2026-09-01: 25.59%2026-09-02: 25.70%2026-09-03: 25.32%2026-09-04: 25.89%2026-09-08: 27.79%2026-09-09: 27.52%2026-09-10: 29.15%2026-09-11: 28.99%2026-09-14: 31.16%2026-09-15: 33.66%2026-09-16: 35.76%2026-09-17: 41.20%2026-09-18: 24.76%2026-09-21: 24.87%2026-09-22: 24.78%2026-09-23: 24.30%2026-09-24: 24.67%2026-09-25: 25.23%2026-09-28: 25.88%2026-09-29: 25.53%2026-09-30: 25.36%2026-10-01: 26.64%2026-10-02: 27.35%2026-10-05: 27.46%2026-10-06: 26.40%2026-10-07: 28.56%2026-10-08: 28.63%2026-10-09: 30.22%2026-10-12: 32.60%2026-10-13: 34.11%2026-10-15: 41.77%2026-10-16: 24.91%2026-10-19: 25.96%2026-10-20: 25.79%2026-10-21: 26.37%2026-10-22: 26.98%2026-10-23: 27.90%2026-10-26: 27.36%2026-10-27: 28.60%2026-10-28: 26.80%2026-10-29: 26.98%2026-10-30: 27.68%Aug 7Sep 23Oct 30
52 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
28.22%
28.10%
28.55%
24.86%
25.58%
24.84%
25.95%
25.50%
25.78%
25.98%
25.59%
25.70%
25.32%
25.89%
27.79%
27.52%
29.15%
28.99%
31.16%
33.66%
35.76%
41.20%
24.76%
24.87%
24.78%
24.30%
24.67%
25.23%
25.88%
25.53%
25.36%
26.64%
27.35%
27.46%
26.40%
28.56%
28.63%
30.22%
32.60%
34.11%
41.77%
24.91%
25.96%
25.79%
26.37%
26.98%
27.90%
27.36%
28.60%
26.80%
26.98%
27.68%