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Invesco RAFI Emerging Markets ETF PXH

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Market dataready · fetched 2026-10-24T04:27:20.856Z

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 · 2026-10-24T00:00:00.129747246Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:27:21.002955+00:00

Share price$28.76
1D+0.4%
AH$28.60$28.65$28.70$28.75$28.805:30 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$0.53$0.97$1.41$1.85$2.29$25.45$27.07$28.69$30.32$31.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PXH spot · $28.76PXH PRICE$0.57$0.57$0.60$0.64$0.69$0.74$0.79$0.86$0.92$0.99$1.06$1.22$1.57$0.59$0.63$0.68$0.74$0.80$0.87$0.94$1.05$1.18$1.31$1.44$1.76$2.17
PutsExpensive2.06×
CallsExpensive1.90×
SkewBearish+1.69 pp
Implied moveBearish±$1.73
TiltBearish11.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.7271.3%22.7%25.2562.9%14.3%
25Δ32.1552.3%13.8%26.5249.9%10.0%
30Δ30.9242.7%9.6%27.2842.7%7.5%
35Δ30.1836.5%7.2%27.8637.5%5.7%
40Δ29.7032.5%5.7%28.2634.0%4.5%
45Δ29.3029.2%4.4%28.5931.2%3.6%
50Δ28.9526.2%3.4%28.9328.3%2.7%
55Δ28.7524.6%2.9%29.1927.0%2.1%
60Δ28.5422.9%2.5%29.4426.1%1.7%
65Δ28.3421.2%2.0%29.6825.2%1.3%
70Δ28.1319.5%1.5%29.9224.3%0.9%
75Δ27.8619.1%1.1%30.3225.2%0.7%
80Δ27.4621.1%0.9%30.7926.8%0.5%

20Δ

Calls
Pseudo strike
34.72
IV
71.3%
B/E move
22.7%
Puts
Pseudo strike
25.25
IV
62.9%
B/E move
14.3%

25Δ

Calls
Pseudo strike
32.15
IV
52.3%
B/E move
13.8%
Puts
Pseudo strike
26.52
IV
49.9%
B/E move
10.0%

30Δ

Calls
Pseudo strike
30.92
IV
42.7%
B/E move
9.6%
Puts
Pseudo strike
27.28
IV
42.7%
B/E move
7.5%

35Δ

Calls
Pseudo strike
30.18
IV
36.5%
B/E move
7.2%
Puts
Pseudo strike
27.86
IV
37.5%
B/E move
5.7%

40Δ

Calls
Pseudo strike
29.70
IV
32.5%
B/E move
5.7%
Puts
Pseudo strike
28.26
IV
34.0%
B/E move
4.5%

45Δ

Calls
Pseudo strike
29.30
IV
29.2%
B/E move
4.4%
Puts
Pseudo strike
28.59
IV
31.2%
B/E move
3.6%

50Δ

Calls
Pseudo strike
28.95
IV
26.2%
B/E move
3.4%
Puts
Pseudo strike
28.93
IV
28.3%
B/E move
2.7%

55Δ

Calls
Pseudo strike
28.75
IV
24.6%
B/E move
2.9%
Puts
Pseudo strike
29.19
IV
27.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
28.54
IV
22.9%
B/E move
2.5%
Puts
Pseudo strike
29.44
IV
26.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
28.34
IV
21.2%
B/E move
2.0%
Puts
Pseudo strike
29.68
IV
25.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
28.13
IV
19.5%
B/E move
1.5%
Puts
Pseudo strike
29.92
IV
24.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
27.86
IV
19.1%
B/E move
1.1%
Puts
Pseudo strike
30.32
IV
25.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
27.46
IV
21.1%
B/E move
0.9%
Puts
Pseudo strike
30.79
IV
26.8%
B/E move
0.5%

Options history

No recorded observations