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Invesco S&P 500 Pure Growth ETF RPG

i

Market dataready · fetched 2026-11-12T00:45:28.245Z

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 · 2026-11-11T23:30:00.004011898Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:45:27.701044+00:00

Share price$53.50
1D+0.7%
AH$52.86$53.19$53.53$53.86$54.195:30 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$0.43$1.21$1.99$2.77$3.55$46.82$49.89$52.97$56.04$59.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RPG spot · $53.50RPG PRICE$0.65$0.69$0.77$0.84$0.92$1.02$1.22$1.44$1.70$2.01$2.34$2.79$3.33$0.51$0.72$0.85$0.91$0.99$1.12$1.27$1.43$1.64$1.85$2.06$2.25$2.44
PutsCheap0.82×
CallsCheap0.85×
SkewBullish-5.50 pp
Implied moveBalanced±$2.50
TiltBullish4.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.4173.9%12.3%50.2151.7%7.1%
25Δ57.2158.6%8.2%50.7554.8%6.5%
30Δ56.0150.9%6.1%51.4851.7%5.4%
35Δ55.1644.5%4.7%52.2344.9%4.1%
40Δ54.5740.6%3.7%52.7940.6%3.2%
45Δ54.0537.3%2.9%53.2438.0%2.6%
50Δ53.6437.5%2.5%53.6236.6%2.2%
55Δ53.2438.1%2.2%54.0135.3%1.7%
60Δ52.8238.8%1.9%54.3734.6%1.4%
65Δ52.3639.7%1.6%54.7433.8%1.1%
70Δ51.8840.7%1.4%55.0932.8%0.9%
75Δ51.3142.0%1.1%55.4030.9%0.7%
80Δ50.6443.6%0.9%55.7129.0%0.4%

20Δ

Calls
Pseudo strike
59.41
IV
73.9%
B/E move
12.3%
Puts
Pseudo strike
50.21
IV
51.7%
B/E move
7.1%

25Δ

Calls
Pseudo strike
57.21
IV
58.6%
B/E move
8.2%
Puts
Pseudo strike
50.75
IV
54.8%
B/E move
6.5%

30Δ

Calls
Pseudo strike
56.01
IV
50.9%
B/E move
6.1%
Puts
Pseudo strike
51.48
IV
51.7%
B/E move
5.4%

35Δ

Calls
Pseudo strike
55.16
IV
44.5%
B/E move
4.7%
Puts
Pseudo strike
52.23
IV
44.9%
B/E move
4.1%

40Δ

Calls
Pseudo strike
54.57
IV
40.6%
B/E move
3.7%
Puts
Pseudo strike
52.79
IV
40.6%
B/E move
3.2%

45Δ

Calls
Pseudo strike
54.05
IV
37.3%
B/E move
2.9%
Puts
Pseudo strike
53.24
IV
38.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
53.64
IV
37.5%
B/E move
2.5%
Puts
Pseudo strike
53.62
IV
36.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
53.24
IV
38.1%
B/E move
2.2%
Puts
Pseudo strike
54.01
IV
35.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
52.82
IV
38.8%
B/E move
1.9%
Puts
Pseudo strike
54.37
IV
34.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
52.36
IV
39.7%
B/E move
1.6%
Puts
Pseudo strike
54.74
IV
33.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
51.88
IV
40.7%
B/E move
1.4%
Puts
Pseudo strike
55.09
IV
32.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
51.31
IV
42.0%
B/E move
1.1%
Puts
Pseudo strike
55.40
IV
30.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
50.64
IV
43.6%
B/E move
0.9%
Puts
Pseudo strike
55.71
IV
29.0%
B/E move
0.4%

Options history

IV · four-Friday blend29.76%
Daily EOD
RPG25.2%27.6%30.1%2026-10-19: 25.50%2026-10-20: 26.17%2026-10-21: 25.74%2026-10-22: 28.02%2026-10-23: 27.90%2026-10-26: 27.42%2026-10-27: 27.01%2026-10-28: 26.37%2026-10-29: 26.94%2026-10-30: 29.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.50%
26.17%
25.74%
28.02%
27.90%
27.42%
27.01%
26.37%
26.94%
29.76%