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Invesco S&P 500 Pure Growth ETF RPG

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Market dataready · fetched 2026-10-22T21:57:49.846Z

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 · 2026-10-22T20:10:00.004146003Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:57:46.758898+00:00

Share price$53.18
1D-1.9%
AH$52.82$53.25$53.68$54.10$54.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRPG
Sold putSold callAH

Invesco S&P 500 Pure Growth ETF options

Live interpolated RPG call and put midpoint premiums by absolute delta.Invesco S&P 500 Pure Growth ETF$0.65$1.68$2.71$3.73$4.76$47.05$50.93$54.80$58.68$62.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RPG spot · $53.18RPG PRICE$0.76$0.85$0.97$1.11$1.30$1.57$1.79$2.00$2.39$2.79$3.18$0.98$1.08$1.25$1.45$1.65$1.86$2.13$2.40$2.70$3.01$4.46
PutsCheap0.86×
CallsExpensive1.60×
SkewBullish-7.74 pp
Implied moveBullish±$3.44
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.4848.7%15.2%
25Δ57.9940.3%10.6%
30Δ56.5735.7%8.2%51.0532.8%5.8%
35Δ55.5933.2%6.6%51.8429.3%4.6%
40Δ54.7931.7%5.5%52.4427.9%3.8%
45Δ54.1932.4%4.8%52.9927.1%3.1%
50Δ53.5831.6%4.1%53.4826.3%2.5%
55Δ52.9730.2%3.4%53.9725.4%2.0%
60Δ52.3631.2%3.0%54.4425.0%1.6%
65Δ51.7431.8%2.5%54.9224.5%1.3%
70Δ51.1131.7%2.1%55.3923.8%0.9%
75Δ55.8623.0%0.6%
80Δ57.3928.1%0.5%

20Δ

Calls
Pseudo strike
60.48
IV
48.7%
B/E move
15.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
57.99
IV
40.3%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
56.57
IV
35.7%
B/E move
8.2%
Puts
Pseudo strike
51.05
IV
32.8%
B/E move
5.8%

35Δ

Calls
Pseudo strike
55.59
IV
33.2%
B/E move
6.6%
Puts
Pseudo strike
51.84
IV
29.3%
B/E move
4.6%

40Δ

Calls
Pseudo strike
54.79
IV
31.7%
B/E move
5.5%
Puts
Pseudo strike
52.44
IV
27.9%
B/E move
3.8%

45Δ

Calls
Pseudo strike
54.19
IV
32.4%
B/E move
4.8%
Puts
Pseudo strike
52.99
IV
27.1%
B/E move
3.1%

50Δ

Calls
Pseudo strike
53.58
IV
31.6%
B/E move
4.1%
Puts
Pseudo strike
53.48
IV
26.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
52.97
IV
30.2%
B/E move
3.4%
Puts
Pseudo strike
53.97
IV
25.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
52.36
IV
31.2%
B/E move
3.0%
Puts
Pseudo strike
54.44
IV
25.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
51.74
IV
31.8%
B/E move
2.5%
Puts
Pseudo strike
54.92
IV
24.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
51.11
IV
31.7%
B/E move
2.1%
Puts
Pseudo strike
55.39
IV
23.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.86
IV
23.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.39
IV
28.1%
B/E move
0.5%

Options history

No recorded observations