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Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Technology Momentum ETF PTF

i

Market dataready · fetched 2026-11-06T21:50:07.938Z

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 · 2026-11-06T21:00:00.332358176Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:50:07.192912+00:00

Share price$89.70
1D-0.3%
AH$88.47$89.09$89.70$90.32$90.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPTF
Sold putSold callAH

Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Technology Momentum ETF options

Live interpolated PTF call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Technology Momentum ETF$0.74$3.99$7.24$10.49$13.74$73.34$83.42$93.50$103.57$113.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PTF spot · $89.70PTF PRICE$1.09$1.49$1.96$2.47$3.07$3.73$4.51$5.37$6.37$7.53$9.07$10.77$12.81$1.85$2.37$2.92$3.50$4.05$4.71$5.41$6.08$6.83$7.58$8.58$9.65$10.86
PutsExpensive1.17×
CallsExpensive1.53×
SkewBearish+0.25 pp
Implied moveBearish±$9.92
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.5558.3%12.2%78.8786.8%14.1%
25Δ97.9560.2%10.9%81.4283.1%11.9%
30Δ96.4862.2%9.7%83.6480.0%10.0%
35Δ95.0163.9%8.7%85.7177.5%8.3%
40Δ93.5965.8%7.8%87.5074.2%7.0%
45Δ92.1567.7%6.9%89.1472.4%5.9%
50Δ90.6869.9%6.1%90.6970.6%4.9%
55Δ89.1371.8%5.4%92.1668.1%4.0%
60Δ87.5074.1%4.7%93.5965.9%3.3%
65Δ85.7576.5%4.0%94.9763.4%2.6%
70Δ83.6679.7%3.4%96.4662.1%2.0%
75Δ81.4283.0%2.8%98.0060.5%1.5%
80Δ78.8686.8%2.2%99.6258.7%1.1%

20Δ

Calls
Pseudo strike
99.55
IV
58.3%
B/E move
12.2%
Puts
Pseudo strike
78.87
IV
86.8%
B/E move
14.1%

25Δ

Calls
Pseudo strike
97.95
IV
60.2%
B/E move
10.9%
Puts
Pseudo strike
81.42
IV
83.1%
B/E move
11.9%

30Δ

Calls
Pseudo strike
96.48
IV
62.2%
B/E move
9.7%
Puts
Pseudo strike
83.64
IV
80.0%
B/E move
10.0%

35Δ

Calls
Pseudo strike
95.01
IV
63.9%
B/E move
8.7%
Puts
Pseudo strike
85.71
IV
77.5%
B/E move
8.3%

40Δ

Calls
Pseudo strike
93.59
IV
65.8%
B/E move
7.8%
Puts
Pseudo strike
87.50
IV
74.2%
B/E move
7.0%

45Δ

Calls
Pseudo strike
92.15
IV
67.7%
B/E move
6.9%
Puts
Pseudo strike
89.14
IV
72.4%
B/E move
5.9%

50Δ

Calls
Pseudo strike
90.68
IV
69.9%
B/E move
6.1%
Puts
Pseudo strike
90.69
IV
70.6%
B/E move
4.9%

55Δ

Calls
Pseudo strike
89.13
IV
71.8%
B/E move
5.4%
Puts
Pseudo strike
92.16
IV
68.1%
B/E move
4.0%

60Δ

Calls
Pseudo strike
87.50
IV
74.1%
B/E move
4.7%
Puts
Pseudo strike
93.59
IV
65.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
85.75
IV
76.5%
B/E move
4.0%
Puts
Pseudo strike
94.97
IV
63.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
83.66
IV
79.7%
B/E move
3.4%
Puts
Pseudo strike
96.46
IV
62.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
81.42
IV
83.0%
B/E move
2.8%
Puts
Pseudo strike
98.00
IV
60.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
78.86
IV
86.8%
B/E move
2.2%
Puts
Pseudo strike
99.62
IV
58.7%
B/E move
1.1%

Options history

IV · four-Friday blend55.91%
Daily EOD
PTF48.6%52.5%56.5%2026-10-19: 49.10%2026-10-20: 49.38%2026-10-21: 49.17%2026-10-22: 54.10%2026-10-23: 54.37%2026-10-26: 52.24%2026-10-27: 50.57%2026-10-28: 49.48%2026-10-29: 49.68%2026-10-30: 55.91%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.10%
49.38%
49.17%
54.10%
54.37%
52.24%
50.57%
49.48%
49.68%
55.91%