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Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Healthcare Momentum ETF PTH

i

Market dataready · fetched 2026-11-04T01:12:57.924Z

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 · 2026-11-03T21:00:00.465963774Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T01:12:56.894316+00:00

Share price$58.91
1D+1.6%
AH$58.05$58.45$58.85$59.25$59.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPTH
Sold putSold callAH

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

Live interpolated PTH call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Healthcare Momentum ETF$0.77$1.71$2.64$3.58$4.51$53.09$55.73$58.36$61.00$63.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PTH spot · $58.91PTH PRICE$0.88$0.94$0.90$1.21$1.46$1.68$1.98$2.32$2.74$3.17$3.62$4.24$0.94$1.05$1.17$1.28$1.43$1.65$1.87$2.08$2.32$2.61$2.88$3.13$3.44
PutsExpensive1.30×
Calls——
Skew——
Implied moveBearish±$3.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.2266.2%15.6%53.2262.2%11.3%
25Δ64.1552.9%10.5%55.0452.8%8.4%
30Δ61.6336.6%6.1%56.2946.3%6.4%
35Δ61.2441.0%6.0%57.2640.9%5.0%
40Δ58.0137.6%4.0%
45Δ59.7835.4%3.9%58.6136.5%3.3%
50Δ59.1934.6%3.3%59.1835.1%2.7%
55Δ58.6234.8%2.9%59.7033.5%2.2%
60Δ58.0535.6%2.5%60.2132.2%1.7%
65Δ57.4236.5%2.1%60.7231.4%1.4%
70Δ56.7836.9%1.8%61.1930.1%1.0%
75Δ56.1336.6%1.4%61.6128.3%0.7%
80Δ55.3237.2%1.1%62.0926.9%0.4%

20Δ

Calls
Pseudo strike
67.22
IV
66.2%
B/E move
15.6%
Puts
Pseudo strike
53.22
IV
62.2%
B/E move
11.3%

25Δ

Calls
Pseudo strike
64.15
IV
52.9%
B/E move
10.5%
Puts
Pseudo strike
55.04
IV
52.8%
B/E move
8.4%

30Δ

Calls
Pseudo strike
61.63
IV
36.6%
B/E move
6.1%
Puts
Pseudo strike
56.29
IV
46.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
61.24
IV
41.0%
B/E move
6.0%
Puts
Pseudo strike
57.26
IV
40.9%
B/E move
5.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.01
IV
37.6%
B/E move
4.0%

45Δ

Calls
Pseudo strike
59.78
IV
35.4%
B/E move
3.9%
Puts
Pseudo strike
58.61
IV
36.5%
B/E move
3.3%

50Δ

Calls
Pseudo strike
59.19
IV
34.6%
B/E move
3.3%
Puts
Pseudo strike
59.18
IV
35.1%
B/E move
2.7%

55Δ

Calls
Pseudo strike
58.62
IV
34.8%
B/E move
2.9%
Puts
Pseudo strike
59.70
IV
33.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
58.05
IV
35.6%
B/E move
2.5%
Puts
Pseudo strike
60.21
IV
32.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
57.42
IV
36.5%
B/E move
2.1%
Puts
Pseudo strike
60.72
IV
31.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
56.78
IV
36.9%
B/E move
1.8%
Puts
Pseudo strike
61.19
IV
30.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
56.13
IV
36.6%
B/E move
1.4%
Puts
Pseudo strike
61.61
IV
28.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
55.32
IV
37.2%
B/E move
1.1%
Puts
Pseudo strike
62.09
IV
26.9%
B/E move
0.4%

Options history

IV · four-Friday blend30.41%
Daily EOD
PTH28.3%29.4%30.6%2026-10-19: 28.43%2026-10-20: 29.02%2026-10-21: 28.82%2026-10-22: 29.65%2026-10-23: 29.66%2026-10-26: 29.39%2026-10-27: 29.36%2026-10-28: 29.59%2026-10-29: 28.92%2026-10-30: 30.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.43%
29.02%
28.82%
29.65%
29.66%
29.39%
29.36%
29.59%
28.92%
30.41%