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

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Market datapartial · fetched 2026-10-22T18:21:07.372Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T18:14:15.373262331Z

FundamentalsAlpha Vantage · unavailable

Share price$52.77
1D+0.0%
$52.48$52.61$52.73$52.86$52.985:30 AM6:30 AM9:00 AM1:00 PMPRFZ
Sold putSold call

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$1.21$2.12$3.03$3.94$4.85$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPRFZ PRICE$1.31$1.61$1.91$2.20$2.58$3.00$3.70$4.40$2.99$3.54$4.59
PutsExpensive1.26×
CallsExpensive1.40×
SkewBullish-1.38 pp
Implied move——
TiltBullish30.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ53.7218.9%4.3%
50Δ53.2019.4%3.9%
55Δ52.6820.0%3.5%
60Δ52.1720.5%3.0%
65Δ51.5921.0%2.7%
70Δ50.9621.4%2.3%55.3818.8%0.7%
75Δ50.1022.5%2.0%56.0719.3%0.4%
80Δ49.2423.7%1.7%57.2420.5%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
53.72
IV
18.9%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
53.20
IV
19.4%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
52.68
IV
20.0%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
52.17
IV
20.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
51.59
IV
21.0%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
50.96
IV
21.4%
B/E move
2.3%
Puts
Pseudo strike
55.38
IV
18.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
50.10
IV
22.5%
B/E move
2.0%
Puts
Pseudo strike
56.07
IV
19.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
49.24
IV
23.7%
B/E move
1.7%
Puts
Pseudo strike
57.24
IV
20.5%
B/E move
0.2%

Options history

No recorded observations