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Invesco RAFI Developed Markets ex-U.S. ETF PXF

i

Market dataready · fetched 2026-11-12T02:50:03.022Z

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 · 2026-11-12T01:00:00.12320915Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:50:02.537862+00:00

Share price$76.34
1D+0.6%
AH$75.81$75.97$76.13$76.28$76.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPXF
Sold putSold callAH

Invesco RAFI Developed Markets ex-U.S. ETF options

Live interpolated PXF call and put midpoint premiums by absolute delta.Invesco RAFI Developed Markets ex-U.S. ETF$0.64$0.98$1.31$1.65$1.98$73.63$75.10$76.58$78.06$79.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PXF spot · $76.34PXF PRICE$0.68$0.83$0.90$0.98$1.07$1.16$1.26$1.38$1.50$1.62$1.88$0.80$0.83$0.87$0.95$1.01$1.07$1.17$1.26
Puts——
Calls——
Skew——
Implied moveBearish±$2.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.1358.1%7.9%
25Δ73.0645.3%5.4%
30Δ78.4430.6%3.6%74.2237.7%3.9%
35Δ77.9430.8%3.2%75.0233.2%3.0%
40Δ77.3727.7%2.5%75.5729.5%2.3%
45Δ76.8825.1%2.0%76.0826.1%1.7%
50Δ76.5323.3%1.6%76.4224.3%1.4%
55Δ76.1821.6%1.3%76.7722.6%1.1%
60Δ75.8720.1%1.0%
65Δ75.6219.0%0.9%
70Δ75.3617.9%0.7%
75Δ75.1116.8%0.5%
80Δ74.7516.5%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.13
IV
58.1%
B/E move
7.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.06
IV
45.3%
B/E move
5.4%

30Δ

Calls
Pseudo strike
78.44
IV
30.6%
B/E move
3.6%
Puts
Pseudo strike
74.22
IV
37.7%
B/E move
3.9%

35Δ

Calls
Pseudo strike
77.94
IV
30.8%
B/E move
3.2%
Puts
Pseudo strike
75.02
IV
33.2%
B/E move
3.0%

40Δ

Calls
Pseudo strike
77.37
IV
27.7%
B/E move
2.5%
Puts
Pseudo strike
75.57
IV
29.5%
B/E move
2.3%

45Δ

Calls
Pseudo strike
76.88
IV
25.1%
B/E move
2.0%
Puts
Pseudo strike
76.08
IV
26.1%
B/E move
1.7%

50Δ

Calls
Pseudo strike
76.53
IV
23.3%
B/E move
1.6%
Puts
Pseudo strike
76.42
IV
24.3%
B/E move
1.4%

55Δ

Calls
Pseudo strike
76.18
IV
21.6%
B/E move
1.3%
Puts
Pseudo strike
76.77
IV
22.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
75.87
IV
20.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
75.62
IV
19.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
75.36
IV
17.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
75.11
IV
16.8%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
74.75
IV
16.5%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.76%
Daily EOD
PXF15.3%16.1%17.0%2026-10-19: 15.93%2026-10-20: 15.40%2026-10-21: 15.48%2026-10-22: 15.94%2026-10-23: 15.97%2026-10-26: 16.84%2026-10-27: 16.56%2026-10-28: 16.33%2026-10-29: 16.17%2026-10-30: 16.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.93%
15.40%
15.48%
15.94%
15.97%
16.84%
16.56%
16.33%
16.17%
16.76%