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

i

Market dataready · fetched 2026-11-05T15:26:57.998Z

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 · 2026-11-05T15:10:54.936696264Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T15:26:56.508209+00:00

Share price$58.67
1D-1.3%
$58.61$58.83$59.06$59.29$59.515:30 AM6:30 AM9:00 AM1:00 PMPTH
Sold putSold call

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$0.82$1.90$2.97$4.04$5.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEPTH PRICE$0.94$1.04$1.15$1.31$1.49$1.68$1.89$2.13$2.43$2.79$3.28$3.98$1.82$2.08$2.55$3.21$4.07$4.81
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ63.9755.9%10.6%
30Δ62.1847.8%7.7%
35Δ61.0242.6%6.0%
40Δ60.2240.3%4.9%
45Δ59.5538.5%4.0%
50Δ58.9337.0%3.3%
55Δ58.4035.7%2.8%59.3531.3%1.9%
60Δ57.8734.7%2.3%59.8230.9%1.6%
65Δ57.3434.3%1.9%60.4432.5%1.3%
70Δ56.7834.4%1.5%61.2035.5%1.2%
75Δ56.1335.2%1.3%62.1838.8%1.0%
80Δ55.2937.1%1.0%63.0739.5%0.7%

20Δ

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

25Δ

Calls
Pseudo strike
63.97
IV
55.9%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
62.18
IV
47.8%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
61.02
IV
42.6%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
60.22
IV
40.3%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
59.55
IV
38.5%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
58.93
IV
37.0%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
58.40
IV
35.7%
B/E move
2.8%
Puts
Pseudo strike
59.35
IV
31.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
57.87
IV
34.7%
B/E move
2.3%
Puts
Pseudo strike
59.82
IV
30.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
57.34
IV
34.3%
B/E move
1.9%
Puts
Pseudo strike
60.44
IV
32.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
56.78
IV
34.4%
B/E move
1.5%
Puts
Pseudo strike
61.20
IV
35.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
56.13
IV
35.2%
B/E move
1.3%
Puts
Pseudo strike
62.18
IV
38.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
55.29
IV
37.1%
B/E move
1.0%
Puts
Pseudo strike
63.07
IV
39.5%
B/E move
0.7%

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%