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Invesco RAFI Developed Markets ex-U.S. Small-Mid ETF PDN

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Market datapartial · fetched 2026-10-23T01:58:41.029Z

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 · 2026-10-23T00:00:00.134560524Z

FundamentalsAlpha Vantage · unavailable

Share price$45.26
1D+0.3%
AH$45.08$45.14$45.20$45.26$45.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPDN
Sold putSold callAH

Invesco RAFI Developed Markets ex-U.S. Small-Mid ETF options

Live interpolated PDN call and put midpoint premiums by absolute delta.Invesco RAFI Developed Markets ex-U.S. Small-Mid ETF$0.35$0.94$1.53$2.11$2.70$41.53$43.38$45.23$47.07$48.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PDN spot · $45.26PDN PRICE$0.41$0.56$0.64$0.72$0.87$1.03$1.23$1.43$1.50$1.51$1.51$1.52$1.52$0.66$0.69$0.74$0.81$0.88$0.96$1.05$1.13$1.23$1.47$1.71$1.96$2.53
PutsExpensive1.62×
CallsExpensive1.81×
SkewBearish+0.61 pp
Implied moveBullish±$2.28
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.4326.3%7.9%41.2643.8%10.3%
25Δ48.1429.2%7.6%42.7035.0%7.2%
30Δ47.5027.7%6.3%43.6029.7%5.3%
35Δ46.7924.9%5.0%44.2426.2%4.1%
40Δ46.3624.9%4.4%44.7323.7%3.1%
45Δ45.9424.9%3.8%45.1321.6%2.4%
50Δ45.5425.1%3.3%45.4420.1%1.9%
55Δ45.1325.3%2.9%45.7418.6%1.4%
60Δ44.8823.6%2.5%46.0517.4%1.0%
65Δ44.7021.1%2.1%46.3717.5%0.8%
70Δ44.5118.5%1.7%46.7017.6%0.6%
75Δ44.3316.0%1.3%47.0417.9%0.4%
80Δ44.1513.4%0.9%47.6819.6%0.3%

20Δ

Calls
Pseudo strike
48.43
IV
26.3%
B/E move
7.9%
Puts
Pseudo strike
41.26
IV
43.8%
B/E move
10.3%

25Δ

Calls
Pseudo strike
48.14
IV
29.2%
B/E move
7.6%
Puts
Pseudo strike
42.70
IV
35.0%
B/E move
7.2%

30Δ

Calls
Pseudo strike
47.50
IV
27.7%
B/E move
6.3%
Puts
Pseudo strike
43.60
IV
29.7%
B/E move
5.3%

35Δ

Calls
Pseudo strike
46.79
IV
24.9%
B/E move
5.0%
Puts
Pseudo strike
44.24
IV
26.2%
B/E move
4.1%

40Δ

Calls
Pseudo strike
46.36
IV
24.9%
B/E move
4.4%
Puts
Pseudo strike
44.73
IV
23.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
45.94
IV
24.9%
B/E move
3.8%
Puts
Pseudo strike
45.13
IV
21.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
45.54
IV
25.1%
B/E move
3.3%
Puts
Pseudo strike
45.44
IV
20.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
45.13
IV
25.3%
B/E move
2.9%
Puts
Pseudo strike
45.74
IV
18.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
44.88
IV
23.6%
B/E move
2.5%
Puts
Pseudo strike
46.05
IV
17.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
44.70
IV
21.1%
B/E move
2.1%
Puts
Pseudo strike
46.37
IV
17.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
44.51
IV
18.5%
B/E move
1.7%
Puts
Pseudo strike
46.70
IV
17.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
44.33
IV
16.0%
B/E move
1.3%
Puts
Pseudo strike
47.04
IV
17.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
44.15
IV
13.4%
B/E move
0.9%
Puts
Pseudo strike
47.68
IV
19.6%
B/E move
0.3%

Options history

No recorded observations