IntraAlpha
Create free account Start free

Invesco S&P 500 Concentrated QVM ETF QVMT

i

Market dataready · fetched 2026-11-13T02:31:06.528Z

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 · 2026-11-13T01:00:00.102872195Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:31:06.302401+00:00

Share price$61.96
1D-0.0%
AH$61.93$62.00$62.08$62.15$62.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQVMT
Sold putSold callAH

Invesco S&P 500 Concentrated QVM ETF options

Live interpolated QVMT call and put midpoint premiums by absolute delta.Invesco S&P 500 Concentrated QVM ETF$0.89$1.24$1.59$1.95$2.30$58.19$60.35$62.51$64.67$66.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ 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 QVMT spot · $61.96QVMT PRICE$0.93$0.93$0.95$1.01$1.06$1.17$1.29$1.43$1.56$1.70$1.87$2.03$2.20$0.95$0.96$0.97$1.01$1.08$1.15$1.23$1.34$1.45
Puts——
CallsExpensive1.52×
Skew——
Implied moveBullish±$2.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.6898.0%15.6%56.1088.5%11.0%
25Δ66.9772.3%9.6%58.2967.7%7.5%
30Δ65.0557.7%6.5%59.6454.6%5.3%
35Δ63.9349.2%4.8%60.5346.3%4.0%
40Δ63.1642.9%3.6%61.1740.6%3.0%
45Δ62.6139.7%2.9%61.6436.6%2.4%
50Δ62.1337.1%2.4%62.0833.0%1.8%
55Δ61.7335.1%1.9%62.3931.0%1.5%
60Δ61.3733.2%1.6%62.7029.0%1.1%
65Δ61.0031.3%1.2%
70Δ60.7029.5%1.0%
75Δ60.4027.7%0.8%
80Δ60.0925.9%0.5%

20Δ

Calls
Pseudo strike
70.68
IV
98.0%
B/E move
15.6%
Puts
Pseudo strike
56.10
IV
88.5%
B/E move
11.0%

25Δ

Calls
Pseudo strike
66.97
IV
72.3%
B/E move
9.6%
Puts
Pseudo strike
58.29
IV
67.7%
B/E move
7.5%

30Δ

Calls
Pseudo strike
65.05
IV
57.7%
B/E move
6.5%
Puts
Pseudo strike
59.64
IV
54.6%
B/E move
5.3%

35Δ

Calls
Pseudo strike
63.93
IV
49.2%
B/E move
4.8%
Puts
Pseudo strike
60.53
IV
46.3%
B/E move
4.0%

40Δ

Calls
Pseudo strike
63.16
IV
42.9%
B/E move
3.6%
Puts
Pseudo strike
61.17
IV
40.6%
B/E move
3.0%

45Δ

Calls
Pseudo strike
62.61
IV
39.7%
B/E move
2.9%
Puts
Pseudo strike
61.64
IV
36.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
62.13
IV
37.1%
B/E move
2.4%
Puts
Pseudo strike
62.08
IV
33.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
61.73
IV
35.1%
B/E move
1.9%
Puts
Pseudo strike
62.39
IV
31.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
61.37
IV
33.2%
B/E move
1.6%
Puts
Pseudo strike
62.70
IV
29.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
61.00
IV
31.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
60.70
IV
29.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
60.40
IV
27.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
60.09
IV
25.9%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.90%
Daily EOD
QVMT19.8%24.2%28.5%2026-10-19: 21.72%2026-10-20: 20.86%2026-10-21: 23.17%2026-10-22: 22.42%2026-10-23: 23.93%2026-10-26: 21.09%2026-10-27: 22.31%2026-10-28: 20.43%2026-10-29: 21.79%2026-10-30: 27.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.72%
20.86%
23.17%
22.42%
23.93%
21.09%
22.31%
20.43%
21.79%
27.90%