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Invesco S&P Spin-Off ETF CSD

i

Market dataready · fetched 2026-11-11T13:46:36.880Z

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 · 2026-11-11T01:00:00.159023628Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:46:36.497503+00:00

Share price$129.62
1D+1.2%
AH$127.71$128.21$128.70$129.20$129.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSD
Sold putSold callAH

Invesco S&P Spin-Off ETF options

Live interpolated CSD call and put midpoint premiums by absolute delta.Invesco S&P Spin-Off ETF$1.00$2.40$3.80$5.21$6.61$120.67$125.02$129.36$133.71$138.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CSD spot · $129.62CSD PRICE$1.15$1.26$1.39$1.54$1.69$1.86$2.14$2.46$2.83$3.26$5.12$6.21$1.25$1.43$1.62$1.74$1.99$2.36$2.74$3.19$3.71$4.39$4.87$5.16$5.37
PutsExpensive1.26×
Calls——
Skew——
Implied moveBearish±$4.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.4351.9%7.3%
25Δ135.5238.4%5.4%124.0144.6%5.4%
30Δ133.5932.8%4.0%125.7739.7%4.2%
35Δ132.2929.3%3.1%127.2134.8%3.2%
40Δ131.3326.8%2.5%128.2133.2%2.6%
45Δ130.5524.7%2.0%129.0733.1%2.2%
50Δ129.8623.1%1.6%129.9132.6%1.9%
55Δ129.2523.0%1.4%130.7532.5%1.6%
60Δ128.6522.9%1.1%131.6232.6%1.3%
65Δ128.0422.9%1.0%132.5833.3%1.1%
70Δ127.3922.9%0.8%133.3932.3%0.9%
75Δ125.6131.7%0.9%134.0329.7%0.6%
80Δ124.3133.3%0.7%134.4926.7%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
121.43
IV
51.9%
B/E move
7.3%

25Δ

Calls
Pseudo strike
135.52
IV
38.4%
B/E move
5.4%
Puts
Pseudo strike
124.01
IV
44.6%
B/E move
5.4%

30Δ

Calls
Pseudo strike
133.59
IV
32.8%
B/E move
4.0%
Puts
Pseudo strike
125.77
IV
39.7%
B/E move
4.2%

35Δ

Calls
Pseudo strike
132.29
IV
29.3%
B/E move
3.1%
Puts
Pseudo strike
127.21
IV
34.8%
B/E move
3.2%

40Δ

Calls
Pseudo strike
131.33
IV
26.8%
B/E move
2.5%
Puts
Pseudo strike
128.21
IV
33.2%
B/E move
2.6%

45Δ

Calls
Pseudo strike
130.55
IV
24.7%
B/E move
2.0%
Puts
Pseudo strike
129.07
IV
33.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
129.86
IV
23.1%
B/E move
1.6%
Puts
Pseudo strike
129.91
IV
32.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
129.25
IV
23.0%
B/E move
1.4%
Puts
Pseudo strike
130.75
IV
32.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
128.65
IV
22.9%
B/E move
1.1%
Puts
Pseudo strike
131.62
IV
32.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
128.04
IV
22.9%
B/E move
1.0%
Puts
Pseudo strike
132.58
IV
33.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
127.39
IV
22.9%
B/E move
0.8%
Puts
Pseudo strike
133.39
IV
32.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
125.61
IV
31.7%
B/E move
0.9%
Puts
Pseudo strike
134.03
IV
29.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
124.31
IV
33.3%
B/E move
0.7%
Puts
Pseudo strike
134.49
IV
26.7%
B/E move
0.4%

Options history

IV · four-Friday blend28.58%
Daily EOD
CSD23.2%26.8%30.3%2026-10-19: 23.71%2026-10-20: 24.52%2026-10-21: 27.57%2026-10-22: 25.85%2026-10-23: 26.98%2026-10-26: 25.04%2026-10-27: 28.97%2026-10-28: 29.82%2026-10-29: 24.93%2026-10-30: 28.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.71%
24.52%
27.57%
25.85%
26.98%
25.04%
28.97%
29.82%
24.93%
28.58%