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Invesco Exchange-Traded Fund Trust II Invesco Dorsey Wright Developed Markets Momentum ETF PIZ

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Market dataready · fetched 2026-11-04T00:14:27.297Z

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 · 2026-11-03T21:00:00.272338192Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:14:25.480770+00:00

Share price$48.81
1D-0.5%
AH$48.66$48.80$48.94$49.08$49.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPIZ
Sold putSold callAH

Invesco Exchange-Traded Fund Trust II Invesco Dorsey Wright Developed Markets Momentum ETF options

Live interpolated PIZ call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco Dorsey Wright Developed Markets Momentum ETF$0.66$1.53$2.40$3.27$4.15$44.58$46.92$49.25$51.59$53.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PIZ spot · $48.81PIZ PRICE$0.75$0.77$0.85$0.95$1.04$1.17$1.29$1.51$1.74$2.09$2.51$3.15$3.89$0.87$0.93$1.01$1.09$1.17$1.25$1.32$1.40$1.47$1.60$1.85$2.10
Puts——
CallsExpensive1.53×
Skew——
Implied moveBalanced±$2.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.9868.6%16.2%
25Δ53.1052.2%10.4%45.5952.6%8.4%
30Δ51.7245.0%7.7%46.7044.7%6.2%
35Δ50.7940.5%6.0%47.4839.3%4.8%
40Δ50.0536.5%4.7%48.1035.1%3.7%
45Δ49.5434.3%3.9%48.5531.9%2.9%
50Δ49.0332.2%3.1%49.0028.7%2.2%
55Δ48.6032.0%2.7%49.2726.5%1.8%
60Δ48.1731.9%2.2%49.5424.3%1.4%
65Δ47.6633.1%1.9%49.8122.0%1.0%
70Δ47.1235.1%1.7%50.0920.3%0.6%
75Δ46.3738.4%1.5%50.4320.1%0.5%
80Δ45.5141.5%1.2%50.7719.8%0.3%

20Δ

Calls
Pseudo strike
55.98
IV
68.6%
B/E move
16.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
53.10
IV
52.2%
B/E move
10.4%
Puts
Pseudo strike
45.59
IV
52.6%
B/E move
8.4%

30Δ

Calls
Pseudo strike
51.72
IV
45.0%
B/E move
7.7%
Puts
Pseudo strike
46.70
IV
44.7%
B/E move
6.2%

35Δ

Calls
Pseudo strike
50.79
IV
40.5%
B/E move
6.0%
Puts
Pseudo strike
47.48
IV
39.3%
B/E move
4.8%

40Δ

Calls
Pseudo strike
50.05
IV
36.5%
B/E move
4.7%
Puts
Pseudo strike
48.10
IV
35.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
49.54
IV
34.3%
B/E move
3.9%
Puts
Pseudo strike
48.55
IV
31.9%
B/E move
2.9%

50Δ

Calls
Pseudo strike
49.03
IV
32.2%
B/E move
3.1%
Puts
Pseudo strike
49.00
IV
28.7%
B/E move
2.2%

55Δ

Calls
Pseudo strike
48.60
IV
32.0%
B/E move
2.7%
Puts
Pseudo strike
49.27
IV
26.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
48.17
IV
31.9%
B/E move
2.2%
Puts
Pseudo strike
49.54
IV
24.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
47.66
IV
33.1%
B/E move
1.9%
Puts
Pseudo strike
49.81
IV
22.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
47.12
IV
35.1%
B/E move
1.7%
Puts
Pseudo strike
50.09
IV
20.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
46.37
IV
38.4%
B/E move
1.5%
Puts
Pseudo strike
50.43
IV
20.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
45.51
IV
41.5%
B/E move
1.2%
Puts
Pseudo strike
50.77
IV
19.8%
B/E move
0.3%

Options history

IV · four-Friday blend26.33%
Daily EOD
PIZ20.2%50.7%81.3%2026-10-19: 31.75%2026-10-20: 39.56%2026-10-22: 55.49%2026-10-23: 59.65%2026-10-26: 31.10%2026-10-27: 77.05%2026-10-28: 28.81%2026-10-29: 24.44%2026-10-30: 26.33%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.75%
39.56%
55.49%
59.65%
31.10%
77.05%
28.81%
24.44%
26.33%