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

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Market dataready · fetched 2026-11-12T14:58:36.749Z

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 · 2026-11-12T01:00:00.116909505Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:58:35.448139+00:00

Share price$45.21
1D+0.4%
AH$45.01$45.10$45.19$45.27$45.365:30 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$0.04$0.85$1.66$2.48$3.29$42.68$43.68$44.68$45.69$46.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PDN spot · $45.21PDN PRICE$0.13$0.13$0.14$0.15$0.17$0.18$0.19$0.20$0.21$0.22$0.23$0.25$0.20$0.33$0.45$0.58$0.71$0.83$0.94$1.04$1.15$1.33$1.71$2.09$3.06
PutsExpensive1.88×
Calls——
Skew——
Implied moveBearish±$1.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.3517.6%2.8%44.1121.6%2.9%
25Δ45.9613.8%1.9%44.2924.3%2.8%
30Δ45.8612.9%1.8%44.4727.0%2.6%
35Δ45.7711.9%1.6%44.6529.8%2.5%
40Δ45.6811.0%1.4%44.8332.5%2.4%
45Δ45.5910.1%1.2%45.0234.9%2.3%
50Δ45.499.2%1.0%45.2833.4%1.9%
55Δ45.408.3%0.9%45.5431.9%1.6%
60Δ45.317.3%0.7%45.8130.3%1.2%
65Δ45.216.4%0.5%46.1230.1%0.9%
70Δ45.125.5%0.3%46.5533.2%0.8%
75Δ45.034.6%0.1%46.9936.3%0.7%
80Δ47.9845.2%0.6%

20Δ

Calls
Pseudo strike
46.35
IV
17.6%
B/E move
2.8%
Puts
Pseudo strike
44.11
IV
21.6%
B/E move
2.9%

25Δ

Calls
Pseudo strike
45.96
IV
13.8%
B/E move
1.9%
Puts
Pseudo strike
44.29
IV
24.3%
B/E move
2.8%

30Δ

Calls
Pseudo strike
45.86
IV
12.9%
B/E move
1.8%
Puts
Pseudo strike
44.47
IV
27.0%
B/E move
2.6%

35Δ

Calls
Pseudo strike
45.77
IV
11.9%
B/E move
1.6%
Puts
Pseudo strike
44.65
IV
29.8%
B/E move
2.5%

40Δ

Calls
Pseudo strike
45.68
IV
11.0%
B/E move
1.4%
Puts
Pseudo strike
44.83
IV
32.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
45.59
IV
10.1%
B/E move
1.2%
Puts
Pseudo strike
45.02
IV
34.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
45.49
IV
9.2%
B/E move
1.0%
Puts
Pseudo strike
45.28
IV
33.4%
B/E move
1.9%

55Δ

Calls
Pseudo strike
45.40
IV
8.3%
B/E move
0.9%
Puts
Pseudo strike
45.54
IV
31.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
45.31
IV
7.3%
B/E move
0.7%
Puts
Pseudo strike
45.81
IV
30.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
45.21
IV
6.4%
B/E move
0.5%
Puts
Pseudo strike
46.12
IV
30.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
45.12
IV
5.5%
B/E move
0.3%
Puts
Pseudo strike
46.55
IV
33.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
45.03
IV
4.6%
B/E move
0.1%
Puts
Pseudo strike
46.99
IV
36.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.98
IV
45.2%
B/E move
0.6%

Options history

IV · four-Friday blend19.18%
Daily EOD
PDN17.3%19.3%21.3%2026-10-19: 17.56%2026-10-20: 17.90%2026-10-21: 18.31%2026-10-22: 21.06%2026-10-23: 19.12%2026-10-26: 19.86%2026-10-27: 18.78%2026-10-28: 18.71%2026-10-29: 18.54%2026-10-30: 19.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.56%
17.90%
18.31%
21.06%
19.12%
19.86%
18.78%
18.71%
18.54%
19.18%