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Invesco S&P MidCap 400 GARP ETF GRPM

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Market dataready · fetched 2026-11-12T03:01:43.293Z

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 · 2026-11-12T01:00:00.110471008Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:01:42.894334+00:00

Share price$146.48
1D+0.1%
AH$144.97$145.36$145.76$146.15$146.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRPM
Sold putSold callAH

Invesco S&P MidCap 400 GARP ETF options

Live interpolated GRPM call and put midpoint premiums by absolute delta.Invesco S&P MidCap 400 GARP ETF$1.07$1.89$2.72$3.54$4.36$140.15$143.48$146.82$150.15$153.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive GRPM spot · $146.48GRPM PRICE$1.16$1.25$1.35$1.47$1.72$2.31$2.75$3.11$4.13$1.41$1.60$1.88$2.10$2.25$2.46$2.74$3.07$3.49
Puts——
Calls——
Skew——
Implied moveBearish±$3.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ147.7818.3%1.7%145.4621.4%1.7%
45Δ147.1916.5%1.3%146.1120.1%1.3%
50Δ146.7115.2%1.1%146.6920.0%1.1%
55Δ146.3014.1%0.9%147.2319.3%0.9%
60Δ145.8213.9%0.7%147.7017.9%0.7%
65Δ145.2016.3%0.7%148.1816.8%0.5%
70Δ144.6416.9%0.6%148.6516.3%0.4%
75Δ144.1016.7%0.5%149.1515.8%0.3%
80Δ143.0019.3%0.4%149.7215.5%0.2%

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
147.78
IV
18.3%
B/E move
1.7%
Puts
Pseudo strike
145.46
IV
21.4%
B/E move
1.7%

45Δ

Calls
Pseudo strike
147.19
IV
16.5%
B/E move
1.3%
Puts
Pseudo strike
146.11
IV
20.1%
B/E move
1.3%

50Δ

Calls
Pseudo strike
146.71
IV
15.2%
B/E move
1.1%
Puts
Pseudo strike
146.69
IV
20.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
146.30
IV
14.1%
B/E move
0.9%
Puts
Pseudo strike
147.23
IV
19.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
145.82
IV
13.9%
B/E move
0.7%
Puts
Pseudo strike
147.70
IV
17.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
145.20
IV
16.3%
B/E move
0.7%
Puts
Pseudo strike
148.18
IV
16.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
144.64
IV
16.9%
B/E move
0.6%
Puts
Pseudo strike
148.65
IV
16.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
144.10
IV
16.7%
B/E move
0.5%
Puts
Pseudo strike
149.15
IV
15.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
143.00
IV
19.3%
B/E move
0.4%
Puts
Pseudo strike
149.72
IV
15.5%
B/E move
0.2%

Options history

IV · four-Friday blend18.81%
Daily close
GRPM15.6%20.8%25.9%2026-08-13: 17.71%2026-08-14: 18.82%2026-08-17: 20.34%2026-08-18: 20.69%2026-08-19: 21.81%2026-08-20: 25.22%2026-08-21: 18.13%2026-08-24: 18.01%2026-08-25: 18.22%2026-08-26: 17.01%2026-08-27: 17.65%2026-08-28: 17.54%2026-08-31: 17.37%2026-09-01: 17.94%2026-09-02: 18.25%2026-09-03: 17.40%2026-09-04: 17.22%2026-09-08: 19.10%2026-09-09: 19.14%2026-09-10: 19.23%2026-09-11: 19.09%2026-09-14: 20.88%2026-09-15: 21.50%2026-09-16: 21.89%2026-09-17: 25.15%2026-09-18: 17.85%2026-09-21: 17.33%2026-09-22: 16.31%2026-09-23: 17.30%2026-09-24: 17.32%2026-09-25: 17.33%2026-09-28: 18.24%2026-09-29: 18.36%2026-09-30: 18.13%2026-10-01: 18.26%2026-10-02: 17.69%2026-10-05: 18.00%2026-10-06: 18.39%2026-10-07: 18.78%2026-10-08: 18.42%2026-10-09: 18.78%2026-10-12: 20.32%2026-10-13: 20.37%2026-10-14: 21.59%2026-10-15: 22.97%2026-10-16: 17.76%2026-10-19: 17.57%2026-10-20: 18.17%2026-10-21: 17.10%2026-10-22: 17.21%2026-10-23: 18.56%2026-10-26: 17.52%2026-10-27: 17.87%2026-10-28: 17.09%2026-10-29: 17.29%2026-10-30: 18.81%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.71%
18.82%
20.34%
20.69%
21.81%
25.22%
18.13%
18.01%
18.22%
17.01%
17.65%
17.54%
17.37%
17.94%
18.25%
17.40%
17.22%
19.10%
19.14%
19.23%
19.09%
20.88%
21.50%
21.89%
25.15%
17.85%
17.33%
16.31%
17.30%
17.32%
17.33%
18.24%
18.36%
18.13%
18.26%
17.69%
18.00%
18.39%
18.78%
18.42%
18.78%
20.32%
20.37%
21.59%
22.97%
17.76%
17.57%
18.17%
17.10%
17.21%
18.56%
17.52%
17.87%
17.09%
17.29%
18.81%