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Invesco Russell 1000 Dynamic Multifactor ETF OMFL

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Market datapartial · fetched 2026-10-22T20:21:27.368Z

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 · 2026-10-22T20:10:05.46648279Z

FundamentalsAlpha Vantage · unavailable

Share price$71.21
1D+0.0%
AH$70.79$70.92$71.05$71.18$71.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOMFL
Sold putSold callAH

Invesco Russell 1000 Dynamic Multifactor ETF options

Live interpolated OMFL call and put midpoint premiums by absolute delta.Invesco Russell 1000 Dynamic Multifactor ETF$0.54$1.16$1.78$2.41$3.03$64.04$67.29$70.55$73.80$77.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OMFL spot · $71.20OMFL PRICE$0.60$1.13$1.47$1.58$1.73$1.87$1.99$2.21$2.43$2.50$2.57$2.64$1.40$1.45$1.54$1.62$1.74$1.90$2.08$2.25$2.39$2.54$2.70$2.85
PutsExpensive3.25×
CallsExpensive2.46×
SkewBearish+6.58 pp
Implied moveBearish±$3.94
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.1357.8%13.3%
25Δ74.1619.5%5.0%66.0845.4%9.2%
30Δ74.7029.2%6.5%67.9338.2%6.8%
35Δ74.4733.0%6.6%69.2432.7%5.0%
40Δ73.2429.0%5.1%70.2129.1%3.8%
45Δ72.3626.6%4.1%70.9926.6%3.0%
50Δ71.6624.4%3.3%71.5924.9%2.4%
55Δ71.0522.2%2.6%72.1523.1%1.8%
60Δ70.5121.2%2.1%72.6421.3%1.3%
65Δ69.9920.3%1.7%73.0919.6%0.9%
70Δ69.7118.3%1.4%73.4418.1%0.7%
75Δ69.4316.3%1.1%73.7816.6%0.4%
80Δ69.1514.4%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.13
IV
57.8%
B/E move
13.3%

25Δ

Calls
Pseudo strike
74.16
IV
19.5%
B/E move
5.0%
Puts
Pseudo strike
66.08
IV
45.4%
B/E move
9.2%

30Δ

Calls
Pseudo strike
74.70
IV
29.2%
B/E move
6.5%
Puts
Pseudo strike
67.93
IV
38.2%
B/E move
6.8%

35Δ

Calls
Pseudo strike
74.47
IV
33.0%
B/E move
6.6%
Puts
Pseudo strike
69.24
IV
32.7%
B/E move
5.0%

40Δ

Calls
Pseudo strike
73.24
IV
29.0%
B/E move
5.1%
Puts
Pseudo strike
70.21
IV
29.1%
B/E move
3.8%

45Δ

Calls
Pseudo strike
72.36
IV
26.6%
B/E move
4.1%
Puts
Pseudo strike
70.99
IV
26.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
71.66
IV
24.4%
B/E move
3.3%
Puts
Pseudo strike
71.59
IV
24.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
71.05
IV
22.2%
B/E move
2.6%
Puts
Pseudo strike
72.15
IV
23.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
70.51
IV
21.2%
B/E move
2.1%
Puts
Pseudo strike
72.64
IV
21.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
69.99
IV
20.3%
B/E move
1.7%
Puts
Pseudo strike
73.09
IV
19.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
69.71
IV
18.3%
B/E move
1.4%
Puts
Pseudo strike
73.44
IV
18.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
69.43
IV
16.3%
B/E move
1.1%
Puts
Pseudo strike
73.78
IV
16.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
69.15
IV
14.4%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations