Share price$127.48
1D-0.2%
Sold putSold callAH
Invesco S&P Spin-Off ETF CSD
i
Market datapartial · fetched 2026-10-22T04:38:07.522Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T00:00:00.132778604Z
FundamentalsAlpha Vantage · unavailable
Invesco S&P Spin-Off ETF options
PutsExpensive1.17×
CallsExpensive1.33×
SkewNeutral-0.09 pp
Implied moveBearish±$7.37
TiltBalanced1.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 136.47 | 31.4% | 8.3% | 120.03 | 35.9% | 7.5% |
| 30Δ | 133.88 | 28.1% | 6.5% | 122.51 | 31.7% | 5.7% |
| 35Δ | 131.95 | 25.6% | 5.2% | 124.37 | 28.7% | 4.4% |
| 40Δ | 130.49 | 24.4% | 4.3% | 125.76 | 27.4% | 3.7% |
| 45Δ | 129.29 | 24.4% | 3.7% | 127.02 | 26.9% | 3.0% |
| 50Δ | 128.19 | 25.1% | 3.3% | 128.21 | 26.1% | 2.5% |
| 55Δ | 127.05 | 25.7% | 2.9% | 129.35 | 25.2% | 2.0% |
| 60Δ | 125.86 | 25.9% | 2.5% | 130.50 | 25.0% | 1.6% |
| 65Δ | 124.53 | 27.0% | 2.2% | 131.75 | 25.1% | 1.3% |
| 70Δ | 123.17 | 27.3% | 1.8% | 132.92 | 24.6% | 0.9% |
| 75Δ | 121.19 | 30.1% | 1.6% | 134.20 | 24.2% | 0.7% |
| 80Δ | 119.21 | 31.2% | 1.3% | 135.77 | 24.3% | 0.4% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 136.47
- IV
- 31.4%
- B/E move
- 8.3%
- Pseudo strike
- 120.03
- IV
- 35.9%
- B/E move
- 7.5%
30Δ
- Pseudo strike
- 133.88
- IV
- 28.1%
- B/E move
- 6.5%
- Pseudo strike
- 122.51
- IV
- 31.7%
- B/E move
- 5.7%
35Δ
- Pseudo strike
- 131.95
- IV
- 25.6%
- B/E move
- 5.2%
- Pseudo strike
- 124.37
- IV
- 28.7%
- B/E move
- 4.4%
40Δ
- Pseudo strike
- 130.49
- IV
- 24.4%
- B/E move
- 4.3%
- Pseudo strike
- 125.76
- IV
- 27.4%
- B/E move
- 3.7%
45Δ
- Pseudo strike
- 129.29
- IV
- 24.4%
- B/E move
- 3.7%
- Pseudo strike
- 127.02
- IV
- 26.9%
- B/E move
- 3.0%
50Δ
- Pseudo strike
- 128.19
- IV
- 25.1%
- B/E move
- 3.3%
- Pseudo strike
- 128.21
- IV
- 26.1%
- B/E move
- 2.5%
55Δ
- Pseudo strike
- 127.05
- IV
- 25.7%
- B/E move
- 2.9%
- Pseudo strike
- 129.35
- IV
- 25.2%
- B/E move
- 2.0%
60Δ
- Pseudo strike
- 125.86
- IV
- 25.9%
- B/E move
- 2.5%
- Pseudo strike
- 130.50
- IV
- 25.0%
- B/E move
- 1.6%
65Δ
- Pseudo strike
- 124.53
- IV
- 27.0%
- B/E move
- 2.2%
- Pseudo strike
- 131.75
- IV
- 25.1%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 123.17
- IV
- 27.3%
- B/E move
- 1.8%
- Pseudo strike
- 132.92
- IV
- 24.6%
- B/E move
- 0.9%
75Δ
- Pseudo strike
- 121.19
- IV
- 30.1%
- B/E move
- 1.6%
- Pseudo strike
- 134.20
- IV
- 24.2%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 119.21
- IV
- 31.2%
- B/E move
- 1.3%
- Pseudo strike
- 135.77
- IV
- 24.3%
- B/E move
- 0.4%
Options history
No recorded observations