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Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Industrials ETF PSCI

i

Market dataready · fetched 2026-11-04T00:28:15.288Z

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 · 2026-11-03T21:00:00.214878185Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:28:12.767370+00:00

Share price$167.39
1D-1.3%
AH$167.25$167.87$168.49$169.11$169.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSCI
Sold putSold callAH

Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Industrials ETF options

Live interpolated PSCI call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Industrials ETF$0.98$3.31$5.64$7.97$10.30$155.85$162.02$168.18$174.35$180.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PSCI spot · $167.39PSCI PRICE$1.28$1.58$1.99$2.43$2.98$3.53$4.19$5.04$5.87$6.84$8.03$9.63$1.23$1.54$1.91$2.30$2.77$3.22$3.72$4.31$4.89$5.52$6.22$7.04
Puts——
Calls——
Skew——
Implied moveBearish±$7.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.2829.6%5.6%
25Δ173.9824.3%4.7%161.3527.7%4.5%
30Δ172.4723.6%4.0%162.9426.9%3.8%
35Δ171.3024.0%3.5%164.3426.2%3.2%
40Δ170.1724.3%3.1%165.5826.0%2.7%
45Δ169.0925.1%2.8%166.7925.4%2.3%
50Δ167.9525.3%2.4%167.9425.0%1.9%
55Δ166.7825.9%2.1%169.0724.8%1.6%
60Δ165.5226.9%1.9%170.1724.2%1.3%
65Δ164.2227.2%1.6%171.2623.7%1.0%
70Δ162.8127.7%1.4%172.3623.2%0.7%
75Δ161.2328.3%1.1%173.5622.7%0.5%
80Δ159.2829.4%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
159.28
IV
29.6%
B/E move
5.6%

25Δ

Calls
Pseudo strike
173.98
IV
24.3%
B/E move
4.7%
Puts
Pseudo strike
161.35
IV
27.7%
B/E move
4.5%

30Δ

Calls
Pseudo strike
172.47
IV
23.6%
B/E move
4.0%
Puts
Pseudo strike
162.94
IV
26.9%
B/E move
3.8%

35Δ

Calls
Pseudo strike
171.30
IV
24.0%
B/E move
3.5%
Puts
Pseudo strike
164.34
IV
26.2%
B/E move
3.2%

40Δ

Calls
Pseudo strike
170.17
IV
24.3%
B/E move
3.1%
Puts
Pseudo strike
165.58
IV
26.0%
B/E move
2.7%

45Δ

Calls
Pseudo strike
169.09
IV
25.1%
B/E move
2.8%
Puts
Pseudo strike
166.79
IV
25.4%
B/E move
2.3%

50Δ

Calls
Pseudo strike
167.95
IV
25.3%
B/E move
2.4%
Puts
Pseudo strike
167.94
IV
25.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
166.78
IV
25.9%
B/E move
2.1%
Puts
Pseudo strike
169.07
IV
24.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
165.52
IV
26.9%
B/E move
1.9%
Puts
Pseudo strike
170.17
IV
24.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
164.22
IV
27.2%
B/E move
1.6%
Puts
Pseudo strike
171.26
IV
23.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
162.81
IV
27.7%
B/E move
1.4%
Puts
Pseudo strike
172.36
IV
23.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
161.23
IV
28.3%
B/E move
1.1%
Puts
Pseudo strike
173.56
IV
22.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
159.28
IV
29.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.65%
Daily EOD
PSCI19.7%20.7%21.8%2026-10-19: 19.81%2026-10-30: 21.65%Oct 19Oct 30
2 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.81%
21.65%