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Invesco Russell 1000 Dynamic Multifactor ETF OMFL

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Market datapartial · fetched 2026-10-23T15:50:44.361Z

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 · 2026-10-23T15:48:40.774020525Z

FundamentalsAlpha Vantage · unavailable

Share price$70.91
1D+0.0%
$70.60$70.71$70.82$70.92$71.035:30 AM6:30 AM9:00 AM1:00 PMOMFL
Sold putSold call

Invesco Russell 1000 Dynamic Multifactor ETF options

Live interpolated OMFL call and put midpoint premiums by absolute delta.Invesco Russell 1000 Dynamic Multifactor ETF$1.33$2.00$2.68$3.35$4.03$63.90$67.12$70.34$73.56$76.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OMFL spot · $70.91OMFL PRICE$1.46$1.57$1.74$1.91$2.09$2.28$2.39$2.46$2.53$3.57$1.40$1.47$1.56$1.65$1.78$1.93$2.06$2.17$2.30$2.44$2.65$3.24$3.83
PutsExpensive3.06×
CallsExpensive2.57×
SkewBearish+5.74 pp
Implied moveBearish±$3.97
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.8558.8%13.3%
25Δ65.7246.8%9.4%
30Δ67.5839.2%6.9%
35Δ74.1633.4%6.6%68.9333.7%5.1%
40Δ72.8929.3%5.0%69.8930.3%3.9%
45Δ72.0527.2%4.1%70.6627.6%3.1%
50Δ71.3625.4%3.3%71.2925.2%2.4%
55Δ70.7423.8%2.7%71.8522.8%1.7%
60Δ70.1922.4%2.2%72.2820.9%1.3%
65Δ69.7820.6%1.8%72.6819.3%0.9%
70Δ69.4418.4%1.4%73.1218.0%0.6%
75Δ69.1016.3%1.0%73.8418.6%0.4%
80Δ67.8818.1%0.8%74.5519.1%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.85
IV
58.8%
B/E move
13.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.72
IV
46.8%
B/E move
9.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.58
IV
39.2%
B/E move
6.9%

35Δ

Calls
Pseudo strike
74.16
IV
33.4%
B/E move
6.6%
Puts
Pseudo strike
68.93
IV
33.7%
B/E move
5.1%

40Δ

Calls
Pseudo strike
72.89
IV
29.3%
B/E move
5.0%
Puts
Pseudo strike
69.89
IV
30.3%
B/E move
3.9%

45Δ

Calls
Pseudo strike
72.05
IV
27.2%
B/E move
4.1%
Puts
Pseudo strike
70.66
IV
27.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
71.36
IV
25.4%
B/E move
3.3%
Puts
Pseudo strike
71.29
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
70.74
IV
23.8%
B/E move
2.7%
Puts
Pseudo strike
71.85
IV
22.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
70.19
IV
22.4%
B/E move
2.2%
Puts
Pseudo strike
72.28
IV
20.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
69.78
IV
20.6%
B/E move
1.8%
Puts
Pseudo strike
72.68
IV
19.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
69.44
IV
18.4%
B/E move
1.4%
Puts
Pseudo strike
73.12
IV
18.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
69.10
IV
16.3%
B/E move
1.0%
Puts
Pseudo strike
73.84
IV
18.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
67.88
IV
18.1%
B/E move
0.8%
Puts
Pseudo strike
74.55
IV
19.1%
B/E move
0.3%

Options history

No recorded observations