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

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Market datapartial · fetched 2026-10-22T19:22:02.504Z

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 · 2026-10-22T19:16:22.25505746Z

FundamentalsAlpha Vantage · unavailable

Share price$52.82
1D+0.1%
$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$0.51$1.34$2.18$3.02$3.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPRFZ PRICE$1.33$1.54$1.80$2.25$2.70$3.15$0.60$0.70$0.80$0.91$1.01$1.12$1.27$1.66$2.05$2.44$2.83$3.22$3.61
PutsExpensive1.72×
CallsExpensive1.34×
SkewBearish+3.89 pp
Implied move——
TiltBearish27.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.5436.3%9.2%
25Δ49.3033.5%8.0%
30Δ50.0730.7%6.7%
35Δ50.8427.9%5.5%
40Δ51.6125.1%4.2%
45Δ52.3722.4%3.0%
50Δ53.1020.1%1.9%
55Δ52.6919.6%2.3%53.6220.4%1.6%
60Δ52.3119.8%2.0%54.1420.6%1.4%
65Δ51.9120.0%1.7%54.6620.9%1.1%
70Δ51.3521.0%1.5%55.1821.1%0.9%
75Δ50.7922.0%1.3%55.7021.3%0.7%
80Δ50.2222.9%1.0%56.2221.6%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.54
IV
36.3%
B/E move
9.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.30
IV
33.5%
B/E move
8.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.07
IV
30.7%
B/E move
6.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.84
IV
27.9%
B/E move
5.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.61
IV
25.1%
B/E move
4.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.37
IV
22.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.10
IV
20.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
52.69
IV
19.6%
B/E move
2.3%
Puts
Pseudo strike
53.62
IV
20.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
52.31
IV
19.8%
B/E move
2.0%
Puts
Pseudo strike
54.14
IV
20.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
51.91
IV
20.0%
B/E move
1.7%
Puts
Pseudo strike
54.66
IV
20.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
51.35
IV
21.0%
B/E move
1.5%
Puts
Pseudo strike
55.18
IV
21.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
50.79
IV
22.0%
B/E move
1.3%
Puts
Pseudo strike
55.70
IV
21.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
50.22
IV
22.9%
B/E move
1.0%
Puts
Pseudo strike
56.22
IV
21.6%
B/E move
0.4%

Options history

No recorded observations