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Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Information Technology ETF PSCT

i

Market dataready · fetched 2026-11-03T22:00:08.946Z

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 · 2026-11-03T21:18:41.69329441Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T22:00:08.581087+00:00

Share price$79.00
1D+1.4%
AH$77.84$78.20$78.56$78.92$79.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSCT
Sold putSold callAH

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

Live interpolated PSCT call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco S&P SmallCap Information Technology ETF$0.51$2.04$3.57$5.10$6.63$72.63$75.97$79.30$82.64$85.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PSCT spot · $79.00PSCT PRICE$0.67$0.89$1.10$1.33$1.60$1.89$2.18$2.52$2.89$3.28$3.66$4.14$5.10$2.50$2.50$2.90$3.76$4.40$6.19
Puts——
CallsExpensive1.19×
Skew——
Implied moveBearish±$6.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.9435.7%8.4%
25Δ83.8135.2%7.2%
30Δ82.6834.7%6.0%73.9271.0%9.6%
35Δ81.6734.4%5.1%76.0358.1%6.9%
40Δ80.8734.3%4.4%77.4055.1%5.7%
45Δ80.1034.1%3.8%78.5260.0%5.4%
50Δ79.3633.5%3.2%79.8059.5%4.6%
55Δ78.6433.1%2.7%
60Δ77.9333.0%2.3%82.5761.4%3.3%
65Δ77.2332.4%1.9%
70Δ76.5531.5%1.5%
75Δ75.8130.6%1.2%
80Δ74.6631.2%1.0%

20Δ

Calls
Pseudo strike
84.94
IV
35.7%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
83.81
IV
35.2%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
82.68
IV
34.7%
B/E move
6.0%
Puts
Pseudo strike
73.92
IV
71.0%
B/E move
9.6%

35Δ

Calls
Pseudo strike
81.67
IV
34.4%
B/E move
5.1%
Puts
Pseudo strike
76.03
IV
58.1%
B/E move
6.9%

40Δ

Calls
Pseudo strike
80.87
IV
34.3%
B/E move
4.4%
Puts
Pseudo strike
77.40
IV
55.1%
B/E move
5.7%

45Δ

Calls
Pseudo strike
80.10
IV
34.1%
B/E move
3.8%
Puts
Pseudo strike
78.52
IV
60.0%
B/E move
5.4%

50Δ

Calls
Pseudo strike
79.36
IV
33.5%
B/E move
3.2%
Puts
Pseudo strike
79.80
IV
59.5%
B/E move
4.6%

55Δ

Calls
Pseudo strike
78.64
IV
33.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
77.93
IV
33.0%
B/E move
2.3%
Puts
Pseudo strike
82.57
IV
61.4%
B/E move
3.3%

65Δ

Calls
Pseudo strike
77.23
IV
32.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
76.55
IV
31.5%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
75.81
IV
30.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
74.66
IV
31.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend34.09%
Daily EOD
PSCT28.2%31.7%35.2%2026-10-19: 30.03%2026-10-20: 31.54%2026-10-21: 28.70%2026-10-22: 29.31%2026-10-23: 30.05%2026-10-26: 29.48%2026-10-27: 34.71%2026-10-28: 33.03%2026-10-29: 31.75%2026-10-30: 34.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.03%
31.54%
28.70%
29.31%
30.05%
29.48%
34.71%
33.03%
31.75%
34.09%