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Invesco S&P MidCap 400 Pure Value ETF RFV

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Market datapartial · fetched 2026-10-23T02:19:44.345Z

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 · 2026-10-23T00:00:00.128455932Z

FundamentalsAlpha Vantage · unavailable

Share price$146.75
1D+0.8%
AH$144.82$145.31$145.81$146.30$146.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRFV
Sold putSold callAH

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$1.15$3.91$6.67$9.42$12.18$135.26$140.38$145.51$150.63$155.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RFV spot · $146.75RFV PRICE$1.45$1.62$1.81$1.97$2.18$2.55$2.83$3.16$3.95$4.45$4.96$5.58$1.84$2.06$2.26$2.58$2.85$3.40$4.26$4.97$5.98$7.24$8.98$11.39
PutsExpensive1.61×
CallsExpensive1.16×
SkewBearish+6.03 pp
Implied moveBearish±$5.95
TiltBearish22.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ154.5924.3%6.3%139.9128.8%5.9%
30Δ152.2621.4%4.9%142.2325.3%4.5%
35Δ150.6019.2%3.9%144.0222.4%3.4%
40Δ149.2917.3%3.1%145.2421.2%2.8%
45Δ148.2116.0%2.5%146.3919.6%2.2%
50Δ147.3515.8%2.1%147.4619.8%1.8%
55Δ146.5815.2%1.8%148.5921.2%1.6%
60Δ145.7914.5%1.5%149.7421.4%1.3%
65Δ144.8415.8%1.4%151.1022.2%1.1%
70Δ144.0015.6%1.2%152.6923.3%0.9%
75Δ143.1915.0%1.0%154.7224.9%0.7%
80Δ142.3014.6%0.8%157.3927.1%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
154.59
IV
24.3%
B/E move
6.3%
Puts
Pseudo strike
139.91
IV
28.8%
B/E move
5.9%

30Δ

Calls
Pseudo strike
152.26
IV
21.4%
B/E move
4.9%
Puts
Pseudo strike
142.23
IV
25.3%
B/E move
4.5%

35Δ

Calls
Pseudo strike
150.60
IV
19.2%
B/E move
3.9%
Puts
Pseudo strike
144.02
IV
22.4%
B/E move
3.4%

40Δ

Calls
Pseudo strike
149.29
IV
17.3%
B/E move
3.1%
Puts
Pseudo strike
145.24
IV
21.2%
B/E move
2.8%

45Δ

Calls
Pseudo strike
148.21
IV
16.0%
B/E move
2.5%
Puts
Pseudo strike
146.39
IV
19.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
147.35
IV
15.8%
B/E move
2.1%
Puts
Pseudo strike
147.46
IV
19.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
146.58
IV
15.2%
B/E move
1.8%
Puts
Pseudo strike
148.59
IV
21.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
145.79
IV
14.5%
B/E move
1.5%
Puts
Pseudo strike
149.74
IV
21.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
144.84
IV
15.8%
B/E move
1.4%
Puts
Pseudo strike
151.10
IV
22.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
144.00
IV
15.6%
B/E move
1.2%
Puts
Pseudo strike
152.69
IV
23.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
143.19
IV
15.0%
B/E move
1.0%
Puts
Pseudo strike
154.72
IV
24.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
142.30
IV
14.6%
B/E move
0.8%
Puts
Pseudo strike
157.39
IV
27.1%
B/E move
0.5%

Options history

No recorded observations