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Invesco Exchange-Traded Fund Trust II Invesco Global Water ETF PIO

i

Market datapartial · fetched 2026-11-03T20:51:11.689Z

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 · 2026-11-03T20:17:29.959444682Z

FundamentalsAlpha Vantage · unavailable

Share price$44.71
1D-0.0%
$44.65$44.70$44.75$44.79$44.845:30 AM6:30 AM9:00 AM1:00 PMPIO
Sold putSold call

Invesco Exchange-Traded Fund Trust II Invesco Global Water ETF options

Live interpolated PIO call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco Global Water ETF$0.48$0.64$0.81$0.97$1.13$42.14$43.32$44.50$45.68$46.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICELive PIO spot · $44.71PIO PRICE$0.50$0.50$0.54$0.59$0.64$0.70$0.78$0.88$0.98$1.08$0.53$0.56$0.60$0.66$0.71$0.76$0.82
Puts——
Calls——
Skew——
Implied moveBearish±$1.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.2548.9%11.3%41.3147.4%8.8%
25Δ47.4236.4%7.2%42.5137.9%6.2%
30Δ46.5230.5%5.3%43.2732.0%4.6%
35Δ45.9126.8%4.0%43.8228.2%3.5%
40Δ45.5424.5%3.3%44.2025.4%2.7%
45Δ45.1622.2%2.6%44.5023.1%2.2%
50Δ44.8620.8%2.1%44.8020.9%1.6%
55Δ44.6320.0%1.8%
60Δ44.4019.2%1.5%
65Δ44.1618.5%1.2%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
49.25
IV
48.9%
B/E move
11.3%
Puts
Pseudo strike
41.31
IV
47.4%
B/E move
8.8%

25Δ

Calls
Pseudo strike
47.42
IV
36.4%
B/E move
7.2%
Puts
Pseudo strike
42.51
IV
37.9%
B/E move
6.2%

30Δ

Calls
Pseudo strike
46.52
IV
30.5%
B/E move
5.3%
Puts
Pseudo strike
43.27
IV
32.0%
B/E move
4.6%

35Δ

Calls
Pseudo strike
45.91
IV
26.8%
B/E move
4.0%
Puts
Pseudo strike
43.82
IV
28.2%
B/E move
3.5%

40Δ

Calls
Pseudo strike
45.54
IV
24.5%
B/E move
3.3%
Puts
Pseudo strike
44.20
IV
25.4%
B/E move
2.7%

45Δ

Calls
Pseudo strike
45.16
IV
22.2%
B/E move
2.6%
Puts
Pseudo strike
44.50
IV
23.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
44.86
IV
20.8%
B/E move
2.1%
Puts
Pseudo strike
44.80
IV
20.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
44.63
IV
20.0%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
44.40
IV
19.2%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
44.16
IV
18.5%
B/E move
1.2%
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 blend16.10%
Daily EOD
PIO13.7%15.0%16.3%2026-10-19: 14.19%2026-10-20: 13.90%2026-10-21: 13.98%2026-10-22: 13.96%2026-10-23: 15.09%2026-10-26: 15.96%2026-10-27: 15.31%2026-10-28: 15.76%2026-10-29: 15.01%2026-10-30: 16.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.19%
13.90%
13.98%
13.96%
15.09%
15.96%
15.31%
15.76%
15.01%
16.10%