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Invesco S&P 500 Concentrated QVM ETF QVMT

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Market datapartial · fetched 2026-10-22T23:10:00.887Z

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 · 2026-10-22T22:30:00.003644295Z

FundamentalsAlpha Vantage · unavailable

Share price$63.21
1D-0.8%
AH$62.91$63.07$63.23$63.39$63.545:30 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$0.96$1.71$2.47$3.22$3.98$57.45$60.36$63.27$66.18$69.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QVMT spot · $63.21QVMT PRICE$1.04$1.07$1.08$1.18$1.28$1.38$1.52$1.67$1.80$1.93$2.13$2.56$3.11$1.07$1.15$1.20$1.27$1.37$1.48$1.59$1.69$1.86$2.04$2.28$2.83$3.76
PutsExpensive1.52×
CallsExpensive1.86×
SkewBullish-0.67 pp
Implied moveBearish±$3.11
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.4256.4%17.8%56.8450.6%11.8%
25Δ69.3042.7%11.3%59.0841.0%8.4%
30Δ66.9533.5%7.6%60.5933.9%6.1%
35Δ65.7429.4%5.9%61.6429.2%4.5%
40Δ64.8326.3%4.6%62.4026.0%3.4%
45Δ64.1323.8%3.6%63.0423.6%2.6%
50Δ63.5922.3%3.0%63.5121.7%2.0%
55Δ63.0821.0%2.5%63.9719.8%1.5%
60Δ62.6819.6%2.0%64.3418.7%1.2%
65Δ62.3018.1%1.6%64.7117.7%0.8%
70Δ61.8717.2%1.3%65.1317.2%0.6%
75Δ61.3318.0%1.1%65.7718.3%0.4%
80Δ60.6719.0%0.9%66.7720.9%0.3%

20Δ

Calls
Pseudo strike
73.42
IV
56.4%
B/E move
17.8%
Puts
Pseudo strike
56.84
IV
50.6%
B/E move
11.8%

25Δ

Calls
Pseudo strike
69.30
IV
42.7%
B/E move
11.3%
Puts
Pseudo strike
59.08
IV
41.0%
B/E move
8.4%

30Δ

Calls
Pseudo strike
66.95
IV
33.5%
B/E move
7.6%
Puts
Pseudo strike
60.59
IV
33.9%
B/E move
6.1%

35Δ

Calls
Pseudo strike
65.74
IV
29.4%
B/E move
5.9%
Puts
Pseudo strike
61.64
IV
29.2%
B/E move
4.5%

40Δ

Calls
Pseudo strike
64.83
IV
26.3%
B/E move
4.6%
Puts
Pseudo strike
62.40
IV
26.0%
B/E move
3.4%

45Δ

Calls
Pseudo strike
64.13
IV
23.8%
B/E move
3.6%
Puts
Pseudo strike
63.04
IV
23.6%
B/E move
2.6%

50Δ

Calls
Pseudo strike
63.59
IV
22.3%
B/E move
3.0%
Puts
Pseudo strike
63.51
IV
21.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
63.08
IV
21.0%
B/E move
2.5%
Puts
Pseudo strike
63.97
IV
19.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
62.68
IV
19.6%
B/E move
2.0%
Puts
Pseudo strike
64.34
IV
18.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
62.30
IV
18.1%
B/E move
1.6%
Puts
Pseudo strike
64.71
IV
17.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
61.87
IV
17.2%
B/E move
1.3%
Puts
Pseudo strike
65.13
IV
17.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
61.33
IV
18.0%
B/E move
1.1%
Puts
Pseudo strike
65.77
IV
18.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
60.67
IV
19.0%
B/E move
0.9%
Puts
Pseudo strike
66.77
IV
20.9%
B/E move
0.3%

Options history

No recorded observations