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Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Staples Momentum ETF PSL

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Market dataready · fetched 2026-11-03T14:44:19.343Z

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 · 2026-11-02T21:00:00.1489463Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:44:18.635176+00:00

Share price$114.35
1D-0.5%
AH$113.93$114.09$114.25$114.41$114.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSL
Sold putSold callAH

Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Staples Momentum ETF options

Live interpolated PSL call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Staples Momentum ETF$2.37$2.98$3.60$4.22$4.84$110.45$112.66$114.87$117.07$119.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PSL spot · $114.35PSL PRICE$2.50$2.50$2.50$2.50$2.50$2.50$2.55$2.62$2.68$2.43$2.50$2.50$2.50$2.50$2.68$3.30$3.90$4.66
Puts——
Calls——
Skew——
Implied moveBearish±$5.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ105.6761.3%9.7%
30Δ108.9049.8%7.0%
35Δ111.1840.7%5.0%
40Δ117.3537.0%4.8%112.7733.9%3.6%
45Δ115.8530.9%3.5%113.9128.6%2.6%
50Δ114.8126.2%2.6%114.7326.3%2.0%
55Δ114.0422.3%1.9%115.6427.5%1.8%
60Δ113.5719.5%1.5%116.5528.1%1.5%
65Δ113.1216.7%1.1%117.6029.0%1.2%
70Δ112.8014.9%0.9%
75Δ112.5413.3%0.7%
80Δ112.2711.8%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
105.67
IV
61.3%
B/E move
9.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.90
IV
49.8%
B/E move
7.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.18
IV
40.7%
B/E move
5.0%

40Δ

Calls
Pseudo strike
117.35
IV
37.0%
B/E move
4.8%
Puts
Pseudo strike
112.77
IV
33.9%
B/E move
3.6%

45Δ

Calls
Pseudo strike
115.85
IV
30.9%
B/E move
3.5%
Puts
Pseudo strike
113.91
IV
28.6%
B/E move
2.6%

50Δ

Calls
Pseudo strike
114.81
IV
26.2%
B/E move
2.6%
Puts
Pseudo strike
114.73
IV
26.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
114.04
IV
22.3%
B/E move
1.9%
Puts
Pseudo strike
115.64
IV
27.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
113.57
IV
19.5%
B/E move
1.5%
Puts
Pseudo strike
116.55
IV
28.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
113.12
IV
16.7%
B/E move
1.1%
Puts
Pseudo strike
117.60
IV
29.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
112.80
IV
14.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
112.54
IV
13.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
112.27
IV
11.8%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.93%
Daily EOD
PSL16.8%18.0%19.1%2026-10-19: 17.02%2026-10-20: 17.00%2026-10-21: 17.25%2026-10-23: 18.64%2026-10-26: 18.28%2026-10-27: 18.30%2026-10-28: 18.57%2026-10-29: 18.49%2026-10-30: 18.93%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.02%
17.00%
17.25%
18.64%
18.28%
18.30%
18.57%
18.49%
18.93%