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Invesco Global Listed Private Equity ETF PSP

i

Market dataready · fetched 2026-11-03T23:04:34.323Z

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 · 2026-11-03T21:10:00.003361365Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T23:04:33.904746+00:00

Share price$59.45
1D-1.2%
AH$59.32$59.54$59.77$59.99$60.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSP
Sold putSold callAH

Invesco Global Listed Private Equity ETF options

Live interpolated PSP call and put midpoint premiums by absolute delta.Invesco Global Listed Private Equity ETF$0.65$1.78$2.91$4.04$5.16$53.89$56.78$59.67$62.56$65.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSP spot · $59.45PSP PRICE$0.78$0.81$0.92$1.06$1.19$1.34$1.59$1.90$2.26$2.64$3.20$3.88$4.84$0.92$1.02$1.12$1.23$1.32$1.44$1.61$1.79$1.99$2.19$2.44$2.70$2.99
PutsExpensive1.41×
CallsExpensive1.26×
SkewBullish-3.83 pp
Implied moveBalanced±$3.20
TiltBullish7.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.6457.5%13.4%53.8360.6%11.0%
25Δ63.8544.4%8.8%55.6550.9%8.1%
30Δ62.5439.5%6.7%56.9543.8%6.1%
35Δ61.6336.6%5.4%57.8639.1%4.7%
40Δ60.8633.9%4.4%58.5834.9%3.7%
45Δ60.2432.1%3.6%59.1831.8%2.9%
50Δ59.6932.0%3.1%59.6730.2%2.3%
55Δ59.1733.2%2.7%60.1328.7%1.9%
60Δ58.6034.1%2.4%60.5527.5%1.5%
65Δ58.0234.9%2.0%60.9726.3%1.1%
70Δ57.2936.8%1.7%61.3825.3%0.9%
75Δ56.4538.9%1.5%61.7924.3%0.6%
80Δ55.3542.5%1.2%62.2223.2%0.4%

20Δ

Calls
Pseudo strike
66.64
IV
57.5%
B/E move
13.4%
Puts
Pseudo strike
53.83
IV
60.6%
B/E move
11.0%

25Δ

Calls
Pseudo strike
63.85
IV
44.4%
B/E move
8.8%
Puts
Pseudo strike
55.65
IV
50.9%
B/E move
8.1%

30Δ

Calls
Pseudo strike
62.54
IV
39.5%
B/E move
6.7%
Puts
Pseudo strike
56.95
IV
43.8%
B/E move
6.1%

35Δ

Calls
Pseudo strike
61.63
IV
36.6%
B/E move
5.4%
Puts
Pseudo strike
57.86
IV
39.1%
B/E move
4.7%

40Δ

Calls
Pseudo strike
60.86
IV
33.9%
B/E move
4.4%
Puts
Pseudo strike
58.58
IV
34.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
60.24
IV
32.1%
B/E move
3.6%
Puts
Pseudo strike
59.18
IV
31.8%
B/E move
2.9%

50Δ

Calls
Pseudo strike
59.69
IV
32.0%
B/E move
3.1%
Puts
Pseudo strike
59.67
IV
30.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
59.17
IV
33.2%
B/E move
2.7%
Puts
Pseudo strike
60.13
IV
28.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
58.60
IV
34.1%
B/E move
2.4%
Puts
Pseudo strike
60.55
IV
27.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
58.02
IV
34.9%
B/E move
2.0%
Puts
Pseudo strike
60.97
IV
26.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
57.29
IV
36.8%
B/E move
1.7%
Puts
Pseudo strike
61.38
IV
25.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
56.45
IV
38.9%
B/E move
1.5%
Puts
Pseudo strike
61.79
IV
24.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
55.35
IV
42.5%
B/E move
1.2%
Puts
Pseudo strike
62.22
IV
23.2%
B/E move
0.4%

Options history

IV · four-Friday blend28.97%
Daily EOD
PSP22.6%33.6%44.6%2026-10-19: 36.62%2026-10-20: 24.16%2026-10-21: 43.13%2026-10-22: 28.44%2026-10-23: 26.16%2026-10-26: 27.08%2026-10-27: 26.95%2026-10-28: 25.21%2026-10-29: 28.65%2026-10-30: 28.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.62%
24.16%
43.13%
28.44%
26.16%
27.08%
26.95%
25.21%
28.65%
28.97%