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Invesco S&P Emerging Markets Low Volatility ETF EELV

i

Market dataready · fetched 2026-11-13T02:49:21.987Z

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 · 2026-11-13T01:00:00.121601441Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:49:21.480919+00:00

Share price$28.20
1D-0.0%
AH$28.13$28.17$28.21$28.25$28.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEELV
Sold putSold callAH

Invesco S&P Emerging Markets Low Volatility ETF options

Live interpolated EELV call and put midpoint premiums by absolute delta.Invesco S&P Emerging Markets Low Volatility ETF$1.06$1.62$2.18$2.74$3.30$23.61$24.98$26.36$27.74$29.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EELV spot · $28.20EELV PRICE$1.13$1.13$1.13$1.13$1.16$1.24$1.32$1.49$1.66$1.89$2.46$2.78$1.13$1.13$1.13$1.15$1.17$1.20$1.38$1.55$1.80$2.13$2.47$2.80$3.14
PutsExpensive10.35×
Calls——
Skew——
Implied moveBearish±$2.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.85210.4%23.0%
25Δ36.51212.6%33.5%24.73162.7%16.3%
30Δ32.86162.0%20.5%26.02129.8%11.7%
35Δ30.89128.5%13.5%26.87108.7%8.8%
40Δ29.74105.9%9.5%27.4693.9%6.8%
45Δ28.9589.8%6.8%28.0180.2%5.0%
50Δ28.4882.0%5.4%28.3977.7%4.2%
55Δ28.0174.2%4.0%28.7875.2%3.4%
60Δ27.6571.7%3.3%29.2072.9%2.8%
65Δ27.3069.3%2.7%29.6571.0%2.4%
70Δ26.9068.6%2.1%30.1069.1%2.0%
75Δ26.2777.4%1.9%30.5567.2%1.6%
80Δ25.8576.0%1.5%31.0165.3%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.85
IV
210.4%
B/E move
23.0%

25Δ

Calls
Pseudo strike
36.51
IV
212.6%
B/E move
33.5%
Puts
Pseudo strike
24.73
IV
162.7%
B/E move
16.3%

30Δ

Calls
Pseudo strike
32.86
IV
162.0%
B/E move
20.5%
Puts
Pseudo strike
26.02
IV
129.8%
B/E move
11.7%

35Δ

Calls
Pseudo strike
30.89
IV
128.5%
B/E move
13.5%
Puts
Pseudo strike
26.87
IV
108.7%
B/E move
8.8%

40Δ

Calls
Pseudo strike
29.74
IV
105.9%
B/E move
9.5%
Puts
Pseudo strike
27.46
IV
93.9%
B/E move
6.8%

45Δ

Calls
Pseudo strike
28.95
IV
89.8%
B/E move
6.8%
Puts
Pseudo strike
28.01
IV
80.2%
B/E move
5.0%

50Δ

Calls
Pseudo strike
28.48
IV
82.0%
B/E move
5.4%
Puts
Pseudo strike
28.39
IV
77.7%
B/E move
4.2%

55Δ

Calls
Pseudo strike
28.01
IV
74.2%
B/E move
4.0%
Puts
Pseudo strike
28.78
IV
75.2%
B/E move
3.4%

60Δ

Calls
Pseudo strike
27.65
IV
71.7%
B/E move
3.3%
Puts
Pseudo strike
29.20
IV
72.9%
B/E move
2.8%

65Δ

Calls
Pseudo strike
27.30
IV
69.3%
B/E move
2.7%
Puts
Pseudo strike
29.65
IV
71.0%
B/E move
2.4%

70Δ

Calls
Pseudo strike
26.90
IV
68.6%
B/E move
2.1%
Puts
Pseudo strike
30.10
IV
69.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
26.27
IV
77.4%
B/E move
1.9%
Puts
Pseudo strike
30.55
IV
67.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
25.85
IV
76.0%
B/E move
1.5%
Puts
Pseudo strike
31.01
IV
65.3%
B/E move
1.2%

Options history

IV · four-Friday blend22.68%
Daily close
EELV16.5%37.5%58.5%2026-08-14: 40.14%2026-08-17: 45.26%2026-08-18: 50.11%2026-08-19: 52.21%2026-08-20: 55.65%2026-08-21: 26.79%2026-08-24: 27.51%2026-08-25: 27.48%2026-08-26: 27.28%2026-08-27: 27.48%2026-08-28: 27.37%2026-08-31: 28.26%2026-09-01: 27.60%2026-09-02: 28.47%2026-09-03: 29.18%2026-09-04: 28.93%2026-09-08: 31.16%2026-09-09: 31.73%2026-09-10: 32.25%2026-09-11: 33.16%2026-09-14: 36.81%2026-09-15: 38.04%2026-09-16: 41.89%2026-09-17: 50.04%2026-09-18: 24.90%2026-09-21: 24.52%2026-09-22: 21.25%2026-09-23: 21.45%2026-09-24: 20.60%2026-09-25: 20.26%2026-09-28: 20.84%2026-09-29: 20.78%2026-09-30: 21.40%2026-10-01: 21.12%2026-10-02: 21.63%2026-10-05: 22.10%2026-10-06: 22.78%2026-10-07: 23.16%2026-10-08: 23.39%2026-10-09: 24.49%2026-10-12: 27.69%2026-10-13: 30.00%2026-10-14: 32.40%2026-10-15: 41.49%2026-10-16: 19.49%2026-10-19: 19.71%2026-10-20: 19.42%2026-10-21: 19.87%2026-10-22: 20.17%2026-10-23: 20.24%2026-10-26: 22.25%2026-10-27: 22.38%2026-10-28: 22.16%2026-10-29: 22.37%2026-10-30: 22.68%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
40.14%
45.26%
50.11%
52.21%
55.65%
26.79%
27.51%
27.48%
27.28%
27.48%
27.37%
28.26%
27.60%
28.47%
29.18%
28.93%
31.16%
31.73%
32.25%
33.16%
36.81%
38.04%
41.89%
50.04%
24.90%
24.52%
21.25%
21.45%
20.60%
20.26%
20.84%
20.78%
21.40%
21.12%
21.63%
22.10%
22.78%
23.16%
23.39%
24.49%
27.69%
30.00%
32.40%
41.49%
19.49%
19.71%
19.42%
19.87%
20.17%
20.24%
22.25%
22.38%
22.16%
22.37%
22.68%