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

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Market dataready · fetched 2026-10-22T22:56:45.725Z

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 · 2026-10-22T20:00:00.517952727Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:56:44.359117+00:00

Share price$52.94
1D+0.4%
AH$52.48$52.61$52.73$52.86$52.985:30 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$0.38$1.24$2.11$2.98$3.85$48.70$50.73$52.77$54.80$56.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRFZ spot · $52.94PRFZ PRICE$0.47$0.54$0.60$0.70$0.80$0.94$1.08$1.26$1.50$1.73$2.05$2.40$2.81$0.59$0.67$0.76$0.84$0.98$1.13$1.30$1.49$1.68$1.95$2.23$2.77$3.60
PutsExpensive1.62×
CallsExpensive1.33×
SkewBearish+2.33 pp
Implied moveBearish±$2.37
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.1829.5%8.9%49.2433.8%8.1%
25Δ55.8725.0%6.5%50.4229.0%6.0%
30Δ54.9921.9%5.0%51.2525.8%4.6%
35Δ54.4520.5%4.2%51.9123.1%3.5%
40Δ53.9519.3%3.4%52.3722.1%2.9%
45Δ53.5718.9%3.0%52.7921.4%2.4%
50Δ53.1918.6%2.5%53.1920.9%2.0%
55Δ52.8218.6%2.2%53.5720.5%1.6%
60Δ52.4518.9%1.9%53.9620.1%1.2%
65Δ52.0819.3%1.6%54.3720.0%1.0%
70Δ51.6319.8%1.4%54.7919.9%0.7%
75Δ51.1620.3%1.2%55.4321.2%0.5%
80Δ50.6420.5%1.0%56.3323.7%0.4%

20Δ

Calls
Pseudo strike
57.18
IV
29.5%
B/E move
8.9%
Puts
Pseudo strike
49.24
IV
33.8%
B/E move
8.1%

25Δ

Calls
Pseudo strike
55.87
IV
25.0%
B/E move
6.5%
Puts
Pseudo strike
50.42
IV
29.0%
B/E move
6.0%

30Δ

Calls
Pseudo strike
54.99
IV
21.9%
B/E move
5.0%
Puts
Pseudo strike
51.25
IV
25.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
54.45
IV
20.5%
B/E move
4.2%
Puts
Pseudo strike
51.91
IV
23.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
53.95
IV
19.3%
B/E move
3.4%
Puts
Pseudo strike
52.37
IV
22.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
53.57
IV
18.9%
B/E move
3.0%
Puts
Pseudo strike
52.79
IV
21.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
53.19
IV
18.6%
B/E move
2.5%
Puts
Pseudo strike
53.19
IV
20.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
52.82
IV
18.6%
B/E move
2.2%
Puts
Pseudo strike
53.57
IV
20.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
52.45
IV
18.9%
B/E move
1.9%
Puts
Pseudo strike
53.96
IV
20.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
52.08
IV
19.3%
B/E move
1.6%
Puts
Pseudo strike
54.37
IV
20.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
51.63
IV
19.8%
B/E move
1.4%
Puts
Pseudo strike
54.79
IV
19.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
51.16
IV
20.3%
B/E move
1.2%
Puts
Pseudo strike
55.43
IV
21.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
50.64
IV
20.5%
B/E move
1.0%
Puts
Pseudo strike
56.33
IV
23.7%
B/E move
0.4%

Options history

No recorded observations