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Invesco RAFI US 1000 ETF PRF

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Market datapartial · fetched 2026-10-23T03:13:49.072Z

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 · 2026-10-23T00:00:00.109195153Z

FundamentalsAlpha Vantage · unavailable

Share price$56.40
1D+0.5%
AH$55.93$56.07$56.20$56.33$56.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRF
Sold putSold callAH

Invesco RAFI US 1000 ETF options

Live interpolated PRF call and put midpoint premiums by absolute delta.Invesco RAFI US 1000 ETF$0.45$1.57$2.69$3.80$4.92$52.53$54.30$56.07$57.85$59.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRF spot · $56.40PRF PRICE$0.57$0.57$0.60$0.65$0.70$0.76$0.81$0.85$0.90$0.96$1.27$1.58$1.90$0.61$0.65$0.69$0.76$0.84$0.93$1.01$1.10$1.32$1.61$1.92$2.77$4.60
PutsExpensive1.49×
CallsExpensive1.06×
SkewBearish+4.15 pp
Implied moveBearish±$1.82
TiltBearish21.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.6534.1%10.3%52.5333.3%8.0%
25Δ59.5625.4%6.6%53.9826.5%5.4%
30Δ58.4920.7%4.8%54.8622.4%4.0%
35Δ57.8218.0%3.7%55.4320.1%3.1%
40Δ57.3716.2%3.0%55.9418.1%2.3%
45Δ56.9614.6%2.3%56.2716.9%1.9%
50Δ56.7213.4%2.0%56.5815.7%1.5%
55Δ56.4812.2%1.6%56.9014.5%1.1%
60Δ56.2411.0%1.3%57.2514.6%0.8%
65Δ55.999.9%1.0%57.6315.4%0.7%
70Δ55.5910.4%0.8%58.0216.3%0.5%
75Δ55.1810.9%0.6%58.8920.1%0.5%
80Δ54.7811.5%0.5%60.7028.3%0.5%

20Δ

Calls
Pseudo strike
61.65
IV
34.1%
B/E move
10.3%
Puts
Pseudo strike
52.53
IV
33.3%
B/E move
8.0%

25Δ

Calls
Pseudo strike
59.56
IV
25.4%
B/E move
6.6%
Puts
Pseudo strike
53.98
IV
26.5%
B/E move
5.4%

30Δ

Calls
Pseudo strike
58.49
IV
20.7%
B/E move
4.8%
Puts
Pseudo strike
54.86
IV
22.4%
B/E move
4.0%

35Δ

Calls
Pseudo strike
57.82
IV
18.0%
B/E move
3.7%
Puts
Pseudo strike
55.43
IV
20.1%
B/E move
3.1%

40Δ

Calls
Pseudo strike
57.37
IV
16.2%
B/E move
3.0%
Puts
Pseudo strike
55.94
IV
18.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
56.96
IV
14.6%
B/E move
2.3%
Puts
Pseudo strike
56.27
IV
16.9%
B/E move
1.9%

50Δ

Calls
Pseudo strike
56.72
IV
13.4%
B/E move
2.0%
Puts
Pseudo strike
56.58
IV
15.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
56.48
IV
12.2%
B/E move
1.6%
Puts
Pseudo strike
56.90
IV
14.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
56.24
IV
11.0%
B/E move
1.3%
Puts
Pseudo strike
57.25
IV
14.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
55.99
IV
9.9%
B/E move
1.0%
Puts
Pseudo strike
57.63
IV
15.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
55.59
IV
10.4%
B/E move
0.8%
Puts
Pseudo strike
58.02
IV
16.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
55.18
IV
10.9%
B/E move
0.6%
Puts
Pseudo strike
58.89
IV
20.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
54.78
IV
11.5%
B/E move
0.5%
Puts
Pseudo strike
60.70
IV
28.3%
B/E move
0.5%

Options history

No recorded observations