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Invesco S&P MidCap 400 Pure Value ETF RFV

i

Market dataready · fetched 2026-11-12T15:22:32.879Z

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 · 2026-11-12T14:44:58.176871919Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:22:32.234852+00:00

Share price$147.69
1D+0.0%
$147.62$147.65$147.69$147.73$147.765:30 AM6:30 AM9:00 AM1:00 PMRFV
Sold putSold call

Invesco S&P MidCap 400 Pure Value ETF options

Live interpolated RFV call and put midpoint premiums by absolute delta.Invesco S&P MidCap 400 Pure Value ETF$0.79$1.74$2.68$3.62$4.56$140.69$144.58$148.47$152.36$156.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ 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 RFV spot · $147.69RFV PRICE$0.90$0.99$1.09$1.21$1.36$1.52$1.67$1.82$2.05$2.61$3.17$3.73$4.29$0.97$1.08$1.24$1.44$1.64$1.83$2.03$2.23
Puts——
CallsCheap0.69×
Skew——
Implied moveBearish±$3.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ155.2437.2%5.7%140.8438.8%5.3%
25Δ152.8331.0%4.2%143.0632.5%3.9%
30Δ151.0826.5%3.0%144.4429.0%3.0%
35Δ149.9723.6%2.4%145.2027.5%2.7%
40Δ149.3622.3%2.0%145.9726.1%2.3%
45Δ148.7421.0%1.7%146.7324.6%1.9%
50Δ148.1219.7%1.4%147.4923.1%1.5%
55Δ147.5018.4%1.1%148.2521.7%1.1%
60Δ146.8717.3%0.8%
65Δ146.1417.3%0.7%
70Δ145.4117.3%0.6%
75Δ144.6917.4%0.5%
80Δ143.9617.4%0.4%

20Δ

Calls
Pseudo strike
155.24
IV
37.2%
B/E move
5.7%
Puts
Pseudo strike
140.84
IV
38.8%
B/E move
5.3%

25Δ

Calls
Pseudo strike
152.83
IV
31.0%
B/E move
4.2%
Puts
Pseudo strike
143.06
IV
32.5%
B/E move
3.9%

30Δ

Calls
Pseudo strike
151.08
IV
26.5%
B/E move
3.0%
Puts
Pseudo strike
144.44
IV
29.0%
B/E move
3.0%

35Δ

Calls
Pseudo strike
149.97
IV
23.6%
B/E move
2.4%
Puts
Pseudo strike
145.20
IV
27.5%
B/E move
2.7%

40Δ

Calls
Pseudo strike
149.36
IV
22.3%
B/E move
2.0%
Puts
Pseudo strike
145.97
IV
26.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
148.74
IV
21.0%
B/E move
1.7%
Puts
Pseudo strike
146.73
IV
24.6%
B/E move
1.9%

50Δ

Calls
Pseudo strike
148.12
IV
19.7%
B/E move
1.4%
Puts
Pseudo strike
147.49
IV
23.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
147.50
IV
18.4%
B/E move
1.1%
Puts
Pseudo strike
148.25
IV
21.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
146.87
IV
17.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
146.14
IV
17.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
145.41
IV
17.3%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
144.69
IV
17.4%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
143.96
IV
17.4%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.51%
Daily EOD
RFV16.2%18.2%20.1%2026-10-19: 19.87%2026-10-20: 18.36%2026-10-21: 16.49%2026-10-22: 17.67%2026-10-23: 18.45%2026-10-26: 18.27%2026-10-27: 17.46%2026-10-28: 17.51%Oct 19Oct 22Oct 28
8 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
19.87%
18.36%
16.49%
17.67%
18.45%
18.27%
17.46%
17.51%