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Invesco RAFI US 1000 ETF PRF

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Market datapartial · fetched 2026-10-23T16:47:55.537Z

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 · 2026-10-23T16:47:35.758559372Z

FundamentalsAlpha Vantage · unavailable

Share price$56.20
1D+0.2%
$55.86$55.96$56.06$56.16$56.265:30 AM6:30 AM9:00 AM1:00 PMPRF
Sold putSold call

Invesco RAFI US 1000 ETF options

Live interpolated PRF call and put midpoint premiums by absolute delta.Invesco RAFI US 1000 ETF$0.55$0.77$0.99$1.21$1.43$52.32$54.09$55.86$57.64$59.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRF spot · $56.20PRF PRICE$0.57$0.57$0.61$0.67$0.73$0.78$0.82$0.87$0.92$1.04$1.15$1.26$1.37$0.61$0.66$0.71$0.76$0.83$0.91$1.01$1.11$1.21
PutsExpensive1.45×
CallsExpensive1.05×
SkewBearish+4.32 pp
Implied moveBearish±$1.84
TiltBullish18.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.4434.6%10.4%52.3533.5%7.9%
25Δ59.3525.7%6.6%53.7027.4%5.6%
30Δ58.3121.3%4.8%54.6023.2%4.1%
35Δ57.6718.8%3.8%55.2420.2%3.1%
40Δ57.1616.9%3.0%55.7018.3%2.4%
45Δ56.8015.4%2.5%56.1116.8%1.8%
50Δ56.5113.9%2.0%56.3915.9%1.5%
55Δ56.2312.5%1.6%56.6815.0%1.1%
60Δ55.9611.2%1.2%56.9714.1%0.8%
65Δ55.7610.7%1.1%
70Δ55.5710.2%0.9%
75Δ55.389.7%0.8%
80Δ55.189.2%0.6%

20Δ

Calls
Pseudo strike
61.44
IV
34.6%
B/E move
10.4%
Puts
Pseudo strike
52.35
IV
33.5%
B/E move
7.9%

25Δ

Calls
Pseudo strike
59.35
IV
25.7%
B/E move
6.6%
Puts
Pseudo strike
53.70
IV
27.4%
B/E move
5.6%

30Δ

Calls
Pseudo strike
58.31
IV
21.3%
B/E move
4.8%
Puts
Pseudo strike
54.60
IV
23.2%
B/E move
4.1%

35Δ

Calls
Pseudo strike
57.67
IV
18.8%
B/E move
3.8%
Puts
Pseudo strike
55.24
IV
20.2%
B/E move
3.1%

40Δ

Calls
Pseudo strike
57.16
IV
16.9%
B/E move
3.0%
Puts
Pseudo strike
55.70
IV
18.3%
B/E move
2.4%

45Δ

Calls
Pseudo strike
56.80
IV
15.4%
B/E move
2.5%
Puts
Pseudo strike
56.11
IV
16.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
56.51
IV
13.9%
B/E move
2.0%
Puts
Pseudo strike
56.39
IV
15.9%
B/E move
1.5%

55Δ

Calls
Pseudo strike
56.23
IV
12.5%
B/E move
1.6%
Puts
Pseudo strike
56.68
IV
15.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
55.96
IV
11.2%
B/E move
1.2%
Puts
Pseudo strike
56.97
IV
14.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
55.76
IV
10.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
55.57
IV
10.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
55.38
IV
9.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
55.18
IV
9.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations