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

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Market datapartial · fetched 2026-10-22T23:00:03.096Z

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 · 2026-10-22T22:30:00.003890813Z

FundamentalsAlpha Vantage · unavailable

Share price$76.13
1D+0.2%
AH$75.72$75.84$75.97$76.09$76.225:30 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$0.61$1.42$2.23$3.04$3.85$71.02$73.52$76.03$78.53$81.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PXF spot · $76.13PXF PRICE$0.70$0.75$0.83$0.92$1.03$1.15$1.28$1.41$1.71$2.02$2.42$2.86$3.51$0.80$0.89$0.97$1.08$1.18$1.28$1.43$1.57$1.87$2.28$2.63$2.96$3.61
PutsExpensive1.26×
CallsExpensive1.44×
SkewBearish+0.97 pp
Implied moveBearish±$2.71
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.4530.5%9.2%71.0832.2%7.7%
25Δ80.1924.2%6.3%72.8026.9%5.5%
30Δ78.9521.0%4.8%74.0023.1%4.1%
35Δ78.0918.7%3.8%74.8120.7%3.1%
40Δ77.4817.4%3.1%75.4518.8%2.4%
45Δ76.9316.2%2.6%76.0217.1%1.8%
50Δ76.4915.4%2.1%76.4316.2%1.5%
55Δ76.0514.5%1.7%76.8415.3%1.1%
60Δ75.6015.0%1.5%77.3215.5%0.9%
65Δ75.1515.5%1.4%77.8416.4%0.7%
70Δ74.6216.1%1.2%78.3416.4%0.6%
75Δ74.0516.8%1.0%78.8216.0%0.3%
80Δ73.2917.7%0.9%79.6016.8%0.2%

20Δ

Calls
Pseudo strike
82.45
IV
30.5%
B/E move
9.2%
Puts
Pseudo strike
71.08
IV
32.2%
B/E move
7.7%

25Δ

Calls
Pseudo strike
80.19
IV
24.2%
B/E move
6.3%
Puts
Pseudo strike
72.80
IV
26.9%
B/E move
5.5%

30Δ

Calls
Pseudo strike
78.95
IV
21.0%
B/E move
4.8%
Puts
Pseudo strike
74.00
IV
23.1%
B/E move
4.1%

35Δ

Calls
Pseudo strike
78.09
IV
18.7%
B/E move
3.8%
Puts
Pseudo strike
74.81
IV
20.7%
B/E move
3.1%

40Δ

Calls
Pseudo strike
77.48
IV
17.4%
B/E move
3.1%
Puts
Pseudo strike
75.45
IV
18.8%
B/E move
2.4%

45Δ

Calls
Pseudo strike
76.93
IV
16.2%
B/E move
2.6%
Puts
Pseudo strike
76.02
IV
17.1%
B/E move
1.8%

50Δ

Calls
Pseudo strike
76.49
IV
15.4%
B/E move
2.1%
Puts
Pseudo strike
76.43
IV
16.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
76.05
IV
14.5%
B/E move
1.7%
Puts
Pseudo strike
76.84
IV
15.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
75.60
IV
15.0%
B/E move
1.5%
Puts
Pseudo strike
77.32
IV
15.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
75.15
IV
15.5%
B/E move
1.4%
Puts
Pseudo strike
77.84
IV
16.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
74.62
IV
16.1%
B/E move
1.2%
Puts
Pseudo strike
78.34
IV
16.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
74.05
IV
16.8%
B/E move
1.0%
Puts
Pseudo strike
78.82
IV
16.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
73.29
IV
17.7%
B/E move
0.9%
Puts
Pseudo strike
79.60
IV
16.8%
B/E move
0.2%

Options history

No recorded observations