Invesco S&P Ultra Dividend Revenue ETF RDIV
i
Market dataready · fetched 2026-11-12T01:42:15.673Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T01:00:00.094460975Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:42:14.945059+00:00
Invesco S&P Ultra Dividend Revenue ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | 62.36 | 22.0% | 2.8% | |||
| 50Δ | 62.84 | 20.7% | 2.3% | |||
| 55Δ | 63.31 | 19.3% | 1.7% | |||
| 60Δ | 63.79 | 17.9% | 1.2% | |||
| 65Δ | 64.29 | 17.4% | 0.9% | |||
| 70Δ | 64.82 | 17.7% | 0.6% | |||
| 75Δ | 60.91 | 14.7% | 1.1% | 65.82 | 20.1% | 0.5% |
| 80Δ | 60.24 | 15.2% | 0.9% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 62.36
- IV
- 22.0%
- B/E move
- 2.8%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 62.84
- IV
- 20.7%
- B/E move
- 2.3%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 63.31
- IV
- 19.3%
- B/E move
- 1.7%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 63.79
- IV
- 17.9%
- B/E move
- 1.2%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 64.29
- IV
- 17.4%
- B/E move
- 0.9%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 64.82
- IV
- 17.7%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 60.91
- IV
- 14.7%
- B/E move
- 1.1%
- Pseudo strike
- 65.82
- IV
- 20.1%
- B/E move
- 0.5%
80Δ
- Pseudo strike
- 60.24
- IV
- 15.2%
- B/E move
- 0.9%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 18.27% | |
| 18.56% | |
| 18.48% | |
| 18.98% | |
| 18.86% | |
| 20.97% | |
| 21.63% | |
| 21.68% | |
| 21.56% | |
| 21.58% |