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

i

Market dataready · fetched 2026-11-06T14:34:24.773Z

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 · 2026-11-06T14:34:21.99649445Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T14:34:22.361607+00:00

Share price$74.44
1D-0.9%
$74.21$74.58$74.96$75.33$75.705:30 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$0.75$2.93$5.12$7.31$9.49$61.80$70.16$78.52$86.89$95.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SOXQ spot · $74.44SOXQ PRICE$0.98$1.21$1.52$1.86$2.30$2.76$3.31$3.95$4.60$5.24$6.11$2.07$2.54$2.98$3.46$4.02$4.60$5.25$5.98$6.82$8.02$8.86
Puts——
Calls——
Skew——
Implied moveBearish±$7.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.5563.5%13.6%
25Δ81.1358.2%10.6%
30Δ79.6558.0%9.0%70.0769.3%8.7%
35Δ78.3557.5%7.8%71.4468.4%7.4%
40Δ77.2859.0%6.9%72.7466.4%6.3%
45Δ76.1759.6%6.0%73.9664.7%5.3%
50Δ75.0861.1%5.3%75.1363.7%4.5%
55Δ73.9662.9%4.7%76.2762.5%3.7%
60Δ72.8063.6%4.0%77.4261.4%3.1%
65Δ71.6363.0%3.3%78.5860.5%2.5%
70Δ70.3464.2%2.7%79.8259.8%1.9%
75Δ81.3460.5%1.5%
80Δ82.5257.8%1.0%

20Δ

Calls
Pseudo strike
83.55
IV
63.5%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
81.13
IV
58.2%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
79.65
IV
58.0%
B/E move
9.0%
Puts
Pseudo strike
70.07
IV
69.3%
B/E move
8.7%

35Δ

Calls
Pseudo strike
78.35
IV
57.5%
B/E move
7.8%
Puts
Pseudo strike
71.44
IV
68.4%
B/E move
7.4%

40Δ

Calls
Pseudo strike
77.28
IV
59.0%
B/E move
6.9%
Puts
Pseudo strike
72.74
IV
66.4%
B/E move
6.3%

45Δ

Calls
Pseudo strike
76.17
IV
59.6%
B/E move
6.0%
Puts
Pseudo strike
73.96
IV
64.7%
B/E move
5.3%

50Δ

Calls
Pseudo strike
75.08
IV
61.1%
B/E move
5.3%
Puts
Pseudo strike
75.13
IV
63.7%
B/E move
4.5%

55Δ

Calls
Pseudo strike
73.96
IV
62.9%
B/E move
4.7%
Puts
Pseudo strike
76.27
IV
62.5%
B/E move
3.7%

60Δ

Calls
Pseudo strike
72.80
IV
63.6%
B/E move
4.0%
Puts
Pseudo strike
77.42
IV
61.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
71.63
IV
63.0%
B/E move
3.3%
Puts
Pseudo strike
78.58
IV
60.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
70.34
IV
64.2%
B/E move
2.7%
Puts
Pseudo strike
79.82
IV
59.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.34
IV
60.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.52
IV
57.8%
B/E move
1.0%

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%