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Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Cyclicals Momentum ETF PEZ

i

Market dataready · fetched 2026-11-04T09:38:57.590Z

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: 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 · 2026-11-03T21:00:00.626660849Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:38:57.058424+00:00

Share price$99.74
1D+0.0%
AH$100.87$100.89$100.92$100.95$100.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPEZ
Sold putSold callAH

Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Cyclicals Momentum ETF options

Live interpolated PEZ call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Cyclicals Momentum ETF$0.86$2.13$3.40$4.68$5.95$96.66$98.23$99.80$101.37$102.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PEZ spot · $99.74PEZ PRICE$1.00$1.41$1.83$2.24$2.48$2.58$2.73$3.05$3.52$3.95$5.04$5.58$1.90$2.00$2.43$2.53$2.69$2.94$3.26$3.77$4.29$4.80
Puts——
Calls——
Skew——
Implied moveBalanced±$5.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.5974.4%13.1%
25Δ105.0032.8%6.3%92.5159.4%9.2%
30Δ104.1134.6%5.8%
35Δ103.2236.4%5.3%
40Δ102.3438.3%4.9%98.2038.5%4.0%
45Δ101.2236.1%4.0%
50Δ100.1632.3%3.0%100.1128.8%2.2%
55Δ99.3629.3%2.4%100.7626.7%1.7%
60Δ98.5928.2%1.9%101.3925.2%1.3%
65Δ97.8328.3%1.6%102.0124.2%1.0%
70Δ97.0927.6%1.3%102.7323.6%0.8%
75Δ95.8630.8%1.2%103.4423.0%0.6%
80Δ95.0329.5%0.9%104.1622.4%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.59
IV
74.4%
B/E move
13.1%

25Δ

Calls
Pseudo strike
105.00
IV
32.8%
B/E move
6.3%
Puts
Pseudo strike
92.51
IV
59.4%
B/E move
9.2%

30Δ

Calls
Pseudo strike
104.11
IV
34.6%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
103.22
IV
36.4%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
102.34
IV
38.3%
B/E move
4.9%
Puts
Pseudo strike
98.20
IV
38.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
101.22
IV
36.1%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
100.16
IV
32.3%
B/E move
3.0%
Puts
Pseudo strike
100.11
IV
28.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
99.36
IV
29.3%
B/E move
2.4%
Puts
Pseudo strike
100.76
IV
26.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
98.59
IV
28.2%
B/E move
1.9%
Puts
Pseudo strike
101.39
IV
25.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
97.83
IV
28.3%
B/E move
1.6%
Puts
Pseudo strike
102.01
IV
24.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
97.09
IV
27.6%
B/E move
1.3%
Puts
Pseudo strike
102.73
IV
23.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
95.86
IV
30.8%
B/E move
1.2%
Puts
Pseudo strike
103.44
IV
23.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
95.03
IV
29.5%
B/E move
0.9%
Puts
Pseudo strike
104.16
IV
22.4%
B/E move
0.4%

Options history

IV · four-Friday blend23.55%
Daily EOD
PEZ21.6%22.6%23.7%2026-10-19: 21.86%2026-10-20: 21.86%2026-10-21: 21.72%2026-10-22: 22.27%2026-10-23: 22.52%2026-10-26: 23.17%2026-10-27: 22.34%2026-10-28: 22.56%2026-10-29: 23.02%2026-10-30: 23.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.86%
21.86%
21.72%
22.27%
22.52%
23.17%
22.34%
22.56%
23.02%
23.55%