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Invesco Pharmaceuticals ETF PJP

i

Market dataready · fetched 2026-11-04T06:36:23.881Z

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 · 2026-11-04T01:00:00.019405316Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:36:23.501438+00:00

Share price$129.11
1D+0.3%
AH$128.50$128.91$129.33$129.74$130.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPJP
Sold putSold callAH

Invesco Pharmaceuticals ETF options

Live interpolated PJP call and put midpoint premiums by absolute delta.Invesco Pharmaceuticals ETF$1.01$2.66$4.30$5.95$7.60$121.78$126.26$130.74$135.23$139.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PJP spot · $129.11PJP PRICE$1.19$1.66$2.13$2.48$2.59$2.69$2.98$3.49$4.00$4.51$5.02$5.67$7.12$2.45$2.45$2.49$2.56$2.64$2.72$2.94$3.45$3.97$4.48$5.00$5.51
Puts——
CallsExpensive1.21×
Skew——
Implied moveBullish±$5.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ139.2838.9%8.8%
25Δ137.6940.1%7.9%120.1556.3%8.8%
30Δ136.1041.4%7.1%123.3145.5%6.4%
35Δ134.4640.7%6.1%125.5637.8%4.7%
40Δ132.7135.9%4.8%126.7633.6%3.8%
45Δ130.9631.1%3.5%127.9729.5%2.9%
50Δ129.5728.2%2.7%129.1725.3%2.1%
55Δ128.6327.8%2.3%130.2522.3%1.4%
60Δ127.6827.4%2.0%131.0321.8%1.2%
65Δ126.7426.9%1.7%131.8221.3%1.0%
70Δ125.8026.5%1.3%132.6120.8%0.8%
75Δ124.7426.3%1.0%133.3920.3%0.6%
80Δ123.0627.5%0.8%134.1819.8%0.3%

20Δ

Calls
Pseudo strike
139.28
IV
38.9%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
137.69
IV
40.1%
B/E move
7.9%
Puts
Pseudo strike
120.15
IV
56.3%
B/E move
8.8%

30Δ

Calls
Pseudo strike
136.10
IV
41.4%
B/E move
7.1%
Puts
Pseudo strike
123.31
IV
45.5%
B/E move
6.4%

35Δ

Calls
Pseudo strike
134.46
IV
40.7%
B/E move
6.1%
Puts
Pseudo strike
125.56
IV
37.8%
B/E move
4.7%

40Δ

Calls
Pseudo strike
132.71
IV
35.9%
B/E move
4.8%
Puts
Pseudo strike
126.76
IV
33.6%
B/E move
3.8%

45Δ

Calls
Pseudo strike
130.96
IV
31.1%
B/E move
3.5%
Puts
Pseudo strike
127.97
IV
29.5%
B/E move
2.9%

50Δ

Calls
Pseudo strike
129.57
IV
28.2%
B/E move
2.7%
Puts
Pseudo strike
129.17
IV
25.3%
B/E move
2.1%

55Δ

Calls
Pseudo strike
128.63
IV
27.8%
B/E move
2.3%
Puts
Pseudo strike
130.25
IV
22.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
127.68
IV
27.4%
B/E move
2.0%
Puts
Pseudo strike
131.03
IV
21.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
126.74
IV
26.9%
B/E move
1.7%
Puts
Pseudo strike
131.82
IV
21.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
125.80
IV
26.5%
B/E move
1.3%
Puts
Pseudo strike
132.61
IV
20.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
124.74
IV
26.3%
B/E move
1.0%
Puts
Pseudo strike
133.39
IV
20.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
123.06
IV
27.5%
B/E move
0.8%
Puts
Pseudo strike
134.18
IV
19.8%
B/E move
0.3%

Options history

IV · four-Friday blend21.44%
Daily EOD
PJP18.4%20.0%21.7%2026-10-19: 18.66%2026-10-20: 19.48%2026-10-21: 19.76%2026-10-22: 20.42%2026-10-23: 20.32%2026-10-26: 20.32%2026-10-27: 20.26%2026-10-28: 21.15%2026-10-29: 20.18%2026-10-30: 21.44%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.66%
19.48%
19.76%
20.42%
20.32%
20.32%
20.26%
21.15%
20.18%
21.44%