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Invesco Global Listed Private Equity ETF PSP

i

Market dataready · fetched 2026-11-06T21:06:12.404Z

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 · 2026-11-06T21:00:00.343621721Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:06:12.018712+00:00

Share price$58.78
1D-0.1%
AH$58.73$58.90$59.08$59.25$59.425:30 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$0.68$1.94$3.20$4.46$5.72$53.10$55.74$58.39$61.04$63.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PSP spot · $58.78PSP PRICE$0.82$0.97$1.12$1.27$1.45$1.66$2.01$2.39$2.85$3.43$4.25$5.36$1.00$1.10$1.21$1.31$1.39$1.60$1.83$1.94$2.05$2.25$2.47$2.68$2.88
PutsExpensive1.44×
Calls——
Skew——
Implied moveBearish±$3.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.7672.7%12.0%
25Δ63.0849.0%8.7%54.7260.6%8.8%
30Δ62.0246.5%7.2%56.0952.3%6.6%
35Δ61.0543.1%5.8%57.0946.0%5.1%
40Δ60.2940.5%4.7%57.8840.5%3.9%
45Δ59.6338.9%3.9%58.4739.0%3.2%
50Δ59.0337.9%3.3%59.0338.1%2.7%
55Δ58.4639.2%2.9%59.4634.9%2.1%
60Δ57.8740.6%2.5%59.9031.8%1.6%
65Δ57.2142.1%2.2%60.3130.0%1.2%
70Δ56.4544.1%1.9%60.7128.6%0.9%
75Δ55.4847.9%1.6%61.0927.0%0.6%
80Δ54.2253.1%1.4%61.4124.9%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.76
IV
72.7%
B/E move
12.0%

25Δ

Calls
Pseudo strike
63.08
IV
49.0%
B/E move
8.7%
Puts
Pseudo strike
54.72
IV
60.6%
B/E move
8.8%

30Δ

Calls
Pseudo strike
62.02
IV
46.5%
B/E move
7.2%
Puts
Pseudo strike
56.09
IV
52.3%
B/E move
6.6%

35Δ

Calls
Pseudo strike
61.05
IV
43.1%
B/E move
5.8%
Puts
Pseudo strike
57.09
IV
46.0%
B/E move
5.1%

40Δ

Calls
Pseudo strike
60.29
IV
40.5%
B/E move
4.7%
Puts
Pseudo strike
57.88
IV
40.5%
B/E move
3.9%

45Δ

Calls
Pseudo strike
59.63
IV
38.9%
B/E move
3.9%
Puts
Pseudo strike
58.47
IV
39.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
59.03
IV
37.9%
B/E move
3.3%
Puts
Pseudo strike
59.03
IV
38.1%
B/E move
2.7%

55Δ

Calls
Pseudo strike
58.46
IV
39.2%
B/E move
2.9%
Puts
Pseudo strike
59.46
IV
34.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
57.87
IV
40.6%
B/E move
2.5%
Puts
Pseudo strike
59.90
IV
31.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
57.21
IV
42.1%
B/E move
2.2%
Puts
Pseudo strike
60.31
IV
30.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
56.45
IV
44.1%
B/E move
1.9%
Puts
Pseudo strike
60.71
IV
28.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
55.48
IV
47.9%
B/E move
1.6%
Puts
Pseudo strike
61.09
IV
27.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
54.22
IV
53.1%
B/E move
1.4%
Puts
Pseudo strike
61.41
IV
24.9%
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%