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Invesco RAFI Emerging Markets ETF PXH

i

Market dataready · fetched 2026-11-13T02:12:22.211Z

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 · 2026-11-13T01:00:00.109581494Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:12:21.582596+00:00

Share price$27.91
1D+0.3%
AH$27.72$27.79$27.85$27.92$27.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPXH
Sold putSold callAH

Invesco RAFI Emerging Markets ETF options

Live interpolated PXH call and put midpoint premiums by absolute delta.Invesco RAFI Emerging Markets ETF$0.42$0.72$1.02$1.32$1.62$25.01$26.56$28.12$29.67$31.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PXH spot · $27.91PXH PRICE$0.65$0.65$0.65$0.67$0.70$0.75$0.80$0.88$0.97$1.05$1.14$1.25$1.42$0.45$0.59$0.67$0.70$0.76$0.82$0.88$0.96$1.04$1.12$1.19$1.27$1.54
PutsExpensive2.63×
CallsExpensive3.39×
SkewBullish-10.16 pp
Implied moveBearish±$1.68
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.89158.9%27.3%25.6776.6%9.6%
25Δ31.80116.4%16.3%25.9186.2%9.3%
30Δ30.2190.0%10.6%26.3882.1%7.9%
35Δ29.3474.4%7.5%27.0169.1%5.7%
40Δ28.7964.5%5.7%27.3563.2%4.7%
45Δ28.4057.9%4.5%27.6857.3%3.7%
50Δ28.0251.4%3.3%28.0151.6%2.8%
55Δ27.8048.6%2.8%28.2148.6%2.4%
60Δ27.5846.0%2.3%28.4145.5%1.9%
65Δ27.3743.4%1.8%28.6042.4%1.5%
70Δ27.1540.8%1.4%28.8039.4%1.1%
75Δ26.9338.2%1.0%28.9936.3%0.7%
80Δ26.7135.7%0.8%29.3136.0%0.5%

20Δ

Calls
Pseudo strike
34.89
IV
158.9%
B/E move
27.3%
Puts
Pseudo strike
25.67
IV
76.6%
B/E move
9.6%

25Δ

Calls
Pseudo strike
31.80
IV
116.4%
B/E move
16.3%
Puts
Pseudo strike
25.91
IV
86.2%
B/E move
9.3%

30Δ

Calls
Pseudo strike
30.21
IV
90.0%
B/E move
10.6%
Puts
Pseudo strike
26.38
IV
82.1%
B/E move
7.9%

35Δ

Calls
Pseudo strike
29.34
IV
74.4%
B/E move
7.5%
Puts
Pseudo strike
27.01
IV
69.1%
B/E move
5.7%

40Δ

Calls
Pseudo strike
28.79
IV
64.5%
B/E move
5.7%
Puts
Pseudo strike
27.35
IV
63.2%
B/E move
4.7%

45Δ

Calls
Pseudo strike
28.40
IV
57.9%
B/E move
4.5%
Puts
Pseudo strike
27.68
IV
57.3%
B/E move
3.7%

50Δ

Calls
Pseudo strike
28.02
IV
51.4%
B/E move
3.3%
Puts
Pseudo strike
28.01
IV
51.6%
B/E move
2.8%

55Δ

Calls
Pseudo strike
27.80
IV
48.6%
B/E move
2.8%
Puts
Pseudo strike
28.21
IV
48.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
27.58
IV
46.0%
B/E move
2.3%
Puts
Pseudo strike
28.41
IV
45.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
27.37
IV
43.4%
B/E move
1.8%
Puts
Pseudo strike
28.60
IV
42.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
27.15
IV
40.8%
B/E move
1.4%
Puts
Pseudo strike
28.80
IV
39.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
26.93
IV
38.2%
B/E move
1.0%
Puts
Pseudo strike
28.99
IV
36.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
26.71
IV
35.7%
B/E move
0.8%
Puts
Pseudo strike
29.31
IV
36.0%
B/E move
0.5%

Options history

IV · four-Friday blend31.47%
Daily EOD
PXH27.2%58.1%89.1%2026-10-19: 65.45%2026-10-20: 74.06%2026-10-21: 47.09%2026-10-22: 33.56%2026-10-23: 38.31%2026-10-26: 84.79%2026-10-27: 33.85%2026-10-28: 42.46%2026-10-29: 75.03%2026-10-30: 31.47%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.45%
74.06%
47.09%
33.56%
38.31%
84.79%
33.85%
42.46%
75.03%
31.47%