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Invesco Exchange-Traded Fund Trust Invesco RAFI US 1500 Small-Mid ETF PRFZ

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Market dataready · fetched 2026-11-12T01:31:18.257Z

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 · 2026-11-11T21:00:00.063291185Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:31:17.842625+00:00

Share price$53.57
1D+0.5%
AH$53.26$53.38$53.50$53.61$53.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRFZ
Sold putSold callAH

Invesco Exchange-Traded Fund Trust Invesco RAFI US 1500 Small-Mid ETF options

Live interpolated PRFZ call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust Invesco RAFI US 1500 Small-Mid ETF$0.39$0.75$1.11$1.47$1.84$50.95$52.32$53.68$55.05$56.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRFZ spot · $53.57PRFZ PRICE$0.42$0.43$0.47$0.51$0.55$0.61$0.68$0.75$0.82$0.89$1.03$1.24$1.45$0.45$0.47$0.50$0.55$0.60$0.65$0.70$0.75$0.82$1.02$1.22$1.42$1.73
PutsExpensive1.19×
CallsCheap0.87×
SkewBearish+0.82 pp
Implied moveBalanced±$1.38
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.2447.5%7.6%50.5347.2%6.5%
25Δ55.8236.2%5.0%51.6436.9%4.5%
30Δ55.0530.6%3.7%52.2831.5%3.3%
35Δ54.6327.3%2.9%52.7527.8%2.6%
40Δ54.2324.2%2.3%53.1124.9%2.0%
45Δ53.9121.9%1.8%53.3323.1%1.7%
50Δ53.7120.8%1.5%53.5621.2%1.3%
55Δ53.5119.6%1.3%53.7919.3%1.0%
60Δ53.3018.5%1.0%54.0217.6%0.7%
65Δ53.1017.4%0.8%54.2818.2%0.6%
70Δ52.8717.0%0.6%54.5418.8%0.5%
75Δ52.6017.3%0.5%54.8019.4%0.4%
80Δ52.3417.6%0.4%55.1720.7%0.3%

20Δ

Calls
Pseudo strike
57.24
IV
47.5%
B/E move
7.6%
Puts
Pseudo strike
50.53
IV
47.2%
B/E move
6.5%

25Δ

Calls
Pseudo strike
55.82
IV
36.2%
B/E move
5.0%
Puts
Pseudo strike
51.64
IV
36.9%
B/E move
4.5%

30Δ

Calls
Pseudo strike
55.05
IV
30.6%
B/E move
3.7%
Puts
Pseudo strike
52.28
IV
31.5%
B/E move
3.3%

35Δ

Calls
Pseudo strike
54.63
IV
27.3%
B/E move
2.9%
Puts
Pseudo strike
52.75
IV
27.8%
B/E move
2.6%

40Δ

Calls
Pseudo strike
54.23
IV
24.2%
B/E move
2.3%
Puts
Pseudo strike
53.11
IV
24.9%
B/E move
2.0%

45Δ

Calls
Pseudo strike
53.91
IV
21.9%
B/E move
1.8%
Puts
Pseudo strike
53.33
IV
23.1%
B/E move
1.7%

50Δ

Calls
Pseudo strike
53.71
IV
20.8%
B/E move
1.5%
Puts
Pseudo strike
53.56
IV
21.2%
B/E move
1.3%

55Δ

Calls
Pseudo strike
53.51
IV
19.6%
B/E move
1.3%
Puts
Pseudo strike
53.79
IV
19.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
53.30
IV
18.5%
B/E move
1.0%
Puts
Pseudo strike
54.02
IV
17.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
53.10
IV
17.4%
B/E move
0.8%
Puts
Pseudo strike
54.28
IV
18.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
52.87
IV
17.0%
B/E move
0.6%
Puts
Pseudo strike
54.54
IV
18.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
52.60
IV
17.3%
B/E move
0.5%
Puts
Pseudo strike
54.80
IV
19.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
52.34
IV
17.6%
B/E move
0.4%
Puts
Pseudo strike
55.17
IV
20.7%
B/E move
0.3%

Options history

IV · four-Friday blend55.39%
Daily EOD
PRFZ33.6%47.0%60.5%2026-10-19: 52.73%2026-10-20: 53.11%2026-10-21: 53.48%2026-10-22: 35.41%2026-10-23: 54.74%2026-10-26: 56.53%2026-10-28: 48.11%2026-10-29: 58.61%2026-10-30: 55.39%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.73%
53.11%
53.48%
35.41%
54.74%
56.53%
48.11%
58.61%
55.39%