Invesco Large Cap Growth ETF PWB
i
Market dataready · fetched 2026-11-04T03:21:57.641Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-04T01:00:00.003855266Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:21:56.851709+00:00
Invesco Large Cap Growth ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 156.60 | 30.4% | 6.8% | 137.27 | 42.1% | 8.0% |
| 25Δ | 155.07 | 31.1% | 6.0% | 140.03 | 39.9% | 6.5% |
| 30Δ | 153.82 | 32.7% | 5.5% | 142.05 | 38.5% | 5.4% |
| 35Δ | 152.44 | 33.5% | 4.9% | 143.81 | 37.3% | 4.6% |
| 40Δ | 151.10 | 34.5% | 4.4% | 145.33 | 37.6% | 4.0% |
| 45Δ | 149.71 | 35.2% | 3.9% | 146.87 | 36.3% | 3.3% |
| 50Δ | 148.32 | 35.9% | 3.4% | 148.30 | 35.5% | 2.7% |
| 55Δ | 146.86 | 36.5% | 3.0% | 149.66 | 34.4% | 2.2% |
| 60Δ | 145.37 | 37.0% | 2.6% | 151.08 | 34.3% | 1.8% |
| 65Δ | 143.80 | 37.4% | 2.2% | 152.51 | 33.9% | 1.5% |
| 70Δ | 142.09 | 38.2% | 1.8% | 153.95 | 33.3% | 1.1% |
| 75Δ | 140.09 | 39.6% | 1.5% | 155.43 | 32.5% | 0.8% |
| 80Δ | 137.82 | 40.8% | 1.2% | 157.34 | 32.7% | 0.6% |
20Δ
- Pseudo strike
- 156.60
- IV
- 30.4%
- B/E move
- 6.8%
- Pseudo strike
- 137.27
- IV
- 42.1%
- B/E move
- 8.0%
25Δ
- Pseudo strike
- 155.07
- IV
- 31.1%
- B/E move
- 6.0%
- Pseudo strike
- 140.03
- IV
- 39.9%
- B/E move
- 6.5%
30Δ
- Pseudo strike
- 153.82
- IV
- 32.7%
- B/E move
- 5.5%
- Pseudo strike
- 142.05
- IV
- 38.5%
- B/E move
- 5.4%
35Δ
- Pseudo strike
- 152.44
- IV
- 33.5%
- B/E move
- 4.9%
- Pseudo strike
- 143.81
- IV
- 37.3%
- B/E move
- 4.6%
40Δ
- Pseudo strike
- 151.10
- IV
- 34.5%
- B/E move
- 4.4%
- Pseudo strike
- 145.33
- IV
- 37.6%
- B/E move
- 4.0%
45Δ
- Pseudo strike
- 149.71
- IV
- 35.2%
- B/E move
- 3.9%
- Pseudo strike
- 146.87
- IV
- 36.3%
- B/E move
- 3.3%
50Δ
- Pseudo strike
- 148.32
- IV
- 35.9%
- B/E move
- 3.4%
- Pseudo strike
- 148.30
- IV
- 35.5%
- B/E move
- 2.7%
55Δ
- Pseudo strike
- 146.86
- IV
- 36.5%
- B/E move
- 3.0%
- Pseudo strike
- 149.66
- IV
- 34.4%
- B/E move
- 2.2%
60Δ
- Pseudo strike
- 145.37
- IV
- 37.0%
- B/E move
- 2.6%
- Pseudo strike
- 151.08
- IV
- 34.3%
- B/E move
- 1.8%
65Δ
- Pseudo strike
- 143.80
- IV
- 37.4%
- B/E move
- 2.2%
- Pseudo strike
- 152.51
- IV
- 33.9%
- B/E move
- 1.5%
70Δ
- Pseudo strike
- 142.09
- IV
- 38.2%
- B/E move
- 1.8%
- Pseudo strike
- 153.95
- IV
- 33.3%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 140.09
- IV
- 39.6%
- B/E move
- 1.5%
- Pseudo strike
- 155.43
- IV
- 32.5%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 137.82
- IV
- 40.8%
- B/E move
- 1.2%
- Pseudo strike
- 157.34
- IV
- 32.7%
- B/E move
- 0.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 26.52% | |
| 26.66% | |
| 26.41% | |
| 29.22% | |
| 27.66% | |
| 26.42% | |
| 25.71% | |
| 25.21% | |
| 25.60% | |
| 28.53% |