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Invesco S&P Emerging Markets Low Volatility ETF EELV

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Market datapartial · fetched 2026-10-23T19:44:20.541Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T19:30:57.280321625Z

FundamentalsAlpha Vantage · unavailable

Share price$27.85
1D+0.1%
$27.81$27.84$27.88$27.92$27.965:30 AM6:30 AM9:00 AM1:00 PMEELV
Sold putSold call

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$0.64$1.00$1.36$1.72$2.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEELV PRICE$0.68$0.75$0.82$1.60$1.97
PutsExpensive1.28×
CallsExpensive1.66×
SkewBullish-4.60 pp
Implied move——
TiltBearish22.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ28.8523.2%6.0%
45Δ28.5021.5%5.0%
50Δ28.1619.8%4.0%
55Δ
60Δ
65Δ
70Δ
75Δ29.3916.3%0.2%
80Δ29.8017.5%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
28.85
IV
23.2%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
28.50
IV
21.5%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
28.16
IV
19.8%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.39
IV
16.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.80
IV
17.5%
B/E move
0.1%

Options history

EELV29.8058.6087.392026-10-20: 80.93%2026-10-21: 33.77%2026-10-22: 83.42%Oct 20Oct 22
Table
DateIV
80.93%
33.77%
83.42%