IntraAlpha
Create free account Start free

Invesco Semiconductors ETF PSI

i

Market dataready · fetched 2026-11-05T17:13:15.940Z

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 · 2026-11-05T17:13:10.615793275Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T17:13:14.357648+00:00

Share price$99.33
1D-8.1%
$97$100$103$106$1095:30 AM6:30 AM9:00 AM1:00 PMPSI
Sold putSold call

Invesco Semiconductors ETF options

Live interpolated PSI call and put midpoint premiums by absolute delta.Invesco Semiconductors ETF$1.31$5.64$9.98$14.31$18.65$74.73$90.54$106.35$122.16$137.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PSI spot · $99.33PSI PRICE$1.78$2.34$2.92$3.75$4.61$5.55$6.63$7.81$9.31$10.86$12.21$14.31$17.40$2.51$3.04$3.79$4.44$5.30$7.69$8.67$9.88$11.21$12.55$14.04$15.61
Puts——
CallsExpensive1.13×
Skew——
Implied moveBearish±$14.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.8985.0%19.5%85.48101.1%16.5%
25Δ113.4084.2%16.5%89.2791.9%13.2%
30Δ110.1982.8%13.9%91.9589.5%11.2%
35Δ107.9485.2%12.5%94.4884.9%9.4%
40Δ105.7588.0%11.1%96.6883.5%8.0%
45Δ103.5190.2%9.8%
50Δ101.2492.3%8.6%100.9985.5%6.1%
55Δ98.9194.0%7.4%103.0482.6%5.0%
60Δ96.4897.7%6.5%105.1281.0%4.1%
65Δ93.9399.7%5.5%107.2179.0%3.4%
70Δ91.4497.7%4.3%109.3076.9%2.6%
75Δ88.51100.6%3.5%111.4374.1%2.0%
80Δ84.76107.7%2.9%113.5871.0%1.4%

20Δ

Calls
Pseudo strike
116.89
IV
85.0%
B/E move
19.5%
Puts
Pseudo strike
85.48
IV
101.1%
B/E move
16.5%

25Δ

Calls
Pseudo strike
113.40
IV
84.2%
B/E move
16.5%
Puts
Pseudo strike
89.27
IV
91.9%
B/E move
13.2%

30Δ

Calls
Pseudo strike
110.19
IV
82.8%
B/E move
13.9%
Puts
Pseudo strike
91.95
IV
89.5%
B/E move
11.2%

35Δ

Calls
Pseudo strike
107.94
IV
85.2%
B/E move
12.5%
Puts
Pseudo strike
94.48
IV
84.9%
B/E move
9.4%

40Δ

Calls
Pseudo strike
105.75
IV
88.0%
B/E move
11.1%
Puts
Pseudo strike
96.68
IV
83.5%
B/E move
8.0%

45Δ

Calls
Pseudo strike
103.51
IV
90.2%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
101.24
IV
92.3%
B/E move
8.6%
Puts
Pseudo strike
100.99
IV
85.5%
B/E move
6.1%

55Δ

Calls
Pseudo strike
98.91
IV
94.0%
B/E move
7.4%
Puts
Pseudo strike
103.04
IV
82.6%
B/E move
5.0%

60Δ

Calls
Pseudo strike
96.48
IV
97.7%
B/E move
6.5%
Puts
Pseudo strike
105.12
IV
81.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
93.93
IV
99.7%
B/E move
5.5%
Puts
Pseudo strike
107.21
IV
79.0%
B/E move
3.4%

70Δ

Calls
Pseudo strike
91.44
IV
97.7%
B/E move
4.3%
Puts
Pseudo strike
109.30
IV
76.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
88.51
IV
100.6%
B/E move
3.5%
Puts
Pseudo strike
111.43
IV
74.1%
B/E move
2.0%

80Δ

Calls
Pseudo strike
84.76
IV
107.7%
B/E move
2.9%
Puts
Pseudo strike
113.58
IV
71.0%
B/E move
1.4%

Options history

IV · four-Friday blend54.56%
Daily EOD
PSI44.7%50.0%55.3%2026-10-19: 45.39%2026-10-20: 46.83%2026-10-21: 46.94%2026-10-23: 51.05%2026-10-26: 50.25%2026-10-27: 46.77%2026-10-28: 48.46%2026-10-29: 49.44%2026-10-30: 54.56%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.39%
46.83%
46.94%
51.05%
50.25%
46.77%
48.46%
49.44%
54.56%