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

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Market dataready · fetched 2026-10-22T16:37:35.264Z

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 · 2026-10-22T16:28:46.406620354Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:37:33.290872+00:00

Share price$76.08
1D+0.1%
$75.72$75.84$75.97$76.09$76.225:30 AM6:30 AM9:00 AM1:00 PMPXF
Sold putSold call

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$1.48$2.36$3.24$4.11$70.45$73.25$76.05$78.85$81.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PXF spot · $76.08PXF PRICE$0.70$0.75$0.83$0.94$1.05$2.41$1.91$1.44$1.76$2.08$2.57$3.02$3.27$0.80$0.89$0.97$1.07$1.17$1.27$2.01$2.53$2.48$2.43$2.69$3.28$3.86
PutsExpensive1.35×
CallsExpensive1.66×
SkewBearish+0.29 pp
Implied moveBearish±$3.92
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.4030.4%9.2%71.0432.0%7.7%
25Δ80.1424.1%6.3%72.7626.7%5.5%
30Δ78.9421.1%4.9%73.9522.9%4.1%
35Δ78.2319.4%4.1%74.7720.5%3.1%
40Δ77.5317.8%3.3%75.4118.6%2.4%
45Δ77.8435.7%5.5%75.9816.9%1.8%
50Δ76.9025.0%3.6%76.5821.9%2.0%
55Δ75.9814.8%1.8%77.1124.5%2.0%
60Δ75.5315.4%1.6%77.4621.2%1.4%
65Δ75.0716.1%1.4%77.8217.9%0.9%
70Δ74.4617.2%1.2%78.3616.6%0.5%
75Δ73.8817.7%1.1%79.0617.2%0.4%
80Δ73.4716.5%0.9%79.7717.8%0.2%

20Δ

Calls
Pseudo strike
82.40
IV
30.4%
B/E move
9.2%
Puts
Pseudo strike
71.04
IV
32.0%
B/E move
7.7%

25Δ

Calls
Pseudo strike
80.14
IV
24.1%
B/E move
6.3%
Puts
Pseudo strike
72.76
IV
26.7%
B/E move
5.5%

30Δ

Calls
Pseudo strike
78.94
IV
21.1%
B/E move
4.9%
Puts
Pseudo strike
73.95
IV
22.9%
B/E move
4.1%

35Δ

Calls
Pseudo strike
78.23
IV
19.4%
B/E move
4.1%
Puts
Pseudo strike
74.77
IV
20.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
77.53
IV
17.8%
B/E move
3.3%
Puts
Pseudo strike
75.41
IV
18.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
77.84
IV
35.7%
B/E move
5.5%
Puts
Pseudo strike
75.98
IV
16.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
76.90
IV
25.0%
B/E move
3.6%
Puts
Pseudo strike
76.58
IV
21.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
75.98
IV
14.8%
B/E move
1.8%
Puts
Pseudo strike
77.11
IV
24.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
75.53
IV
15.4%
B/E move
1.6%
Puts
Pseudo strike
77.46
IV
21.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
75.07
IV
16.1%
B/E move
1.4%
Puts
Pseudo strike
77.82
IV
17.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
74.46
IV
17.2%
B/E move
1.2%
Puts
Pseudo strike
78.36
IV
16.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
73.88
IV
17.7%
B/E move
1.1%
Puts
Pseudo strike
79.06
IV
17.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
73.47
IV
16.5%
B/E move
0.9%
Puts
Pseudo strike
79.77
IV
17.8%
B/E move
0.2%

Options history

No recorded observations