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Invesco Exchange-Traded Fund Trust II Invesco PHLX Semiconductor ETF SOXQ

i

Market dataready · fetched 2026-11-03T16:04:13.236Z

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 · 2026-11-03T16:04:10.131356059Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T16:04:11.280691+00:00

Share price$84.69
1D+0.2%
$83.39$83.72$84.05$84.37$84.705:30 AM6:30 AM9:00 AM1:00 PMSOXQ
Sold putSold call

Invesco Exchange-Traded Fund Trust II Invesco PHLX Semiconductor ETF options

Live interpolated SOXQ call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco PHLX Semiconductor ETF$0.59$4.07$7.55$11.04$14.52$73.54$78.94$84.33$89.72$95.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SOXQ spot · $84.69SOXQ PRICE$0.97$1.23$1.65$1.93$2.46$3.35$3.91$4.52$5.15$5.85$2.81$3.36$4.00$4.72$5.51$6.42$7.29$8.85$9.85$13.51
Puts——
Calls——
Skew——
Implied moveBearish±$8.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.4249.5%11.4%
25Δ91.4247.6%9.4%
30Δ90.2849.9%8.6%
35Δ88.7147.2%7.0%81.3760.5%7.2%
40Δ87.6649.8%6.4%82.8059.8%6.2%
45Δ84.1859.5%5.3%
50Δ85.3148.9%4.7%85.5559.6%4.6%
55Δ84.1949.2%4.0%86.9459.5%3.9%
60Δ83.0549.3%3.4%88.3759.6%3.2%
65Δ81.9248.8%2.8%89.7958.5%2.6%
70Δ80.7648.3%2.3%91.7261.1%2.2%
75Δ93.2058.9%1.6%
80Δ97.0868.2%1.3%

20Δ

Calls
Pseudo strike
93.42
IV
49.5%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
91.42
IV
47.6%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
90.28
IV
49.9%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
88.71
IV
47.2%
B/E move
7.0%
Puts
Pseudo strike
81.37
IV
60.5%
B/E move
7.2%

40Δ

Calls
Pseudo strike
87.66
IV
49.8%
B/E move
6.4%
Puts
Pseudo strike
82.80
IV
59.8%
B/E move
6.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.18
IV
59.5%
B/E move
5.3%

50Δ

Calls
Pseudo strike
85.31
IV
48.9%
B/E move
4.7%
Puts
Pseudo strike
85.55
IV
59.6%
B/E move
4.6%

55Δ

Calls
Pseudo strike
84.19
IV
49.2%
B/E move
4.0%
Puts
Pseudo strike
86.94
IV
59.5%
B/E move
3.9%

60Δ

Calls
Pseudo strike
83.05
IV
49.3%
B/E move
3.4%
Puts
Pseudo strike
88.37
IV
59.6%
B/E move
3.2%

65Δ

Calls
Pseudo strike
81.92
IV
48.8%
B/E move
2.8%
Puts
Pseudo strike
89.79
IV
58.5%
B/E move
2.6%

70Δ

Calls
Pseudo strike
80.76
IV
48.3%
B/E move
2.3%
Puts
Pseudo strike
91.72
IV
61.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.20
IV
58.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.08
IV
68.2%
B/E move
1.3%

Options history

IV · four-Friday blend45.73%
Daily EOD
SOXQ38.8%42.5%46.3%2026-10-19: 39.68%2026-10-20: 39.92%2026-10-21: 39.27%2026-10-22: 42.28%2026-10-23: 42.56%2026-10-26: 41.78%2026-10-27: 41.21%2026-10-28: 40.85%2026-10-29: 41.10%2026-10-30: 45.73%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.68%
39.92%
39.27%
42.28%
42.56%
41.78%
41.21%
40.85%
41.10%
45.73%