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Invesco S&P MidCap 400 GARP ETF GRPM

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Market datapartial · fetched 2026-10-23T00:20:18.556Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.11720792Z

FundamentalsAlpha Vantage · unavailable

Share price$145.16
1D+1.7%
AH$142.56$143.29$144.02$144.75$145.485:30 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$0.85$2.83$4.80$6.78$8.76$132.29$137.91$143.53$149.15$154.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRPM spot · $145.16GRPM PRICE$1.06$1.27$1.46$1.57$1.65$1.95$2.29$2.70$3.96$4.03$5.54$6.60$8.19$1.34$1.57$1.81$2.10$2.33$2.71$3.14$3.62$4.13$4.52$5.03$5.81$6.72
PutsExpensive1.47×
CallsExpensive1.10×
SkewBearish+1.55 pp
Implied moveBearish±$5.43
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.6024.1%7.2%136.6528.3%6.8%
25Δ152.0221.5%5.6%139.3024.8%5.1%
30Δ150.1219.3%4.4%141.1822.5%4.0%
35Δ148.5516.8%3.4%142.5421.1%3.3%
40Δ147.2814.5%2.6%143.8219.3%2.5%
45Δ146.4814.3%2.2%144.8418.9%2.1%
50Δ145.7314.3%2.0%145.8118.6%1.7%
55Δ144.9814.5%1.7%146.7618.4%1.4%
60Δ143.9018.7%1.9%147.7018.1%1.1%
65Δ143.2316.4%1.4%148.5117.2%0.8%
70Δ141.6419.7%1.4%149.4016.6%0.5%
75Δ140.2820.5%1.2%150.4516.6%0.4%
80Δ138.4522.1%1.0%151.6216.5%0.2%

20Δ

Calls
Pseudo strike
154.60
IV
24.1%
B/E move
7.2%
Puts
Pseudo strike
136.65
IV
28.3%
B/E move
6.8%

25Δ

Calls
Pseudo strike
152.02
IV
21.5%
B/E move
5.6%
Puts
Pseudo strike
139.30
IV
24.8%
B/E move
5.1%

30Δ

Calls
Pseudo strike
150.12
IV
19.3%
B/E move
4.4%
Puts
Pseudo strike
141.18
IV
22.5%
B/E move
4.0%

35Δ

Calls
Pseudo strike
148.55
IV
16.8%
B/E move
3.4%
Puts
Pseudo strike
142.54
IV
21.1%
B/E move
3.3%

40Δ

Calls
Pseudo strike
147.28
IV
14.5%
B/E move
2.6%
Puts
Pseudo strike
143.82
IV
19.3%
B/E move
2.5%

45Δ

Calls
Pseudo strike
146.48
IV
14.3%
B/E move
2.2%
Puts
Pseudo strike
144.84
IV
18.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
145.73
IV
14.3%
B/E move
2.0%
Puts
Pseudo strike
145.81
IV
18.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
144.98
IV
14.5%
B/E move
1.7%
Puts
Pseudo strike
146.76
IV
18.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
143.90
IV
18.7%
B/E move
1.9%
Puts
Pseudo strike
147.70
IV
18.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
143.23
IV
16.4%
B/E move
1.4%
Puts
Pseudo strike
148.51
IV
17.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
141.64
IV
19.7%
B/E move
1.4%
Puts
Pseudo strike
149.40
IV
16.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
140.28
IV
20.5%
B/E move
1.2%
Puts
Pseudo strike
150.45
IV
16.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
138.45
IV
22.1%
B/E move
1.0%
Puts
Pseudo strike
151.62
IV
16.5%
B/E move
0.2%

Options history

No recorded observations