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Invesco S&P 500 Pure Value ETF RPV

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Market datapartial · fetched 2026-10-22T23:21:33.418Z

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 · 2026-10-22T22:30:00.004166938Z

FundamentalsAlpha Vantage · unavailable

Share price$121.87
1D+1.4%
AH$119.99$120.50$121.00$121.50$122.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRPV
Sold putSold callAH

Invesco S&P 500 Pure Value ETF options

Live interpolated RPV call and put midpoint premiums by absolute delta.Invesco S&P 500 Pure Value ETF$1.29$2.62$3.94$5.27$6.60$111.99$116.43$120.87$125.30$129.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RPV spot · $121.87RPV PRICE$1.43$1.54$1.70$1.86$2.05$2.21$2.33$2.41$2.80$3.45$3.99$4.65$1.56$1.73$1.85$2.01$2.19$2.41$2.67$3.05$3.80$4.68$5.77$6.15$6.21
PutsExpensive2.14×
CallsExpensive1.38×
SkewBearish+5.37 pp
Implied moveBearish±$4.87
TiltBearish18.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.2438.7%9.2%
25Δ129.7229.2%7.6%115.5132.2%6.6%
30Δ127.1224.5%5.6%117.8227.2%4.8%
35Δ125.4921.8%4.4%119.4224.0%3.7%
40Δ124.2419.7%3.5%120.6321.7%2.8%
45Δ123.2718.1%2.8%121.5820.0%2.2%
50Δ122.4716.6%2.3%122.4118.8%1.7%
55Δ121.8015.1%1.9%123.2318.4%1.4%
60Δ121.2713.5%1.5%124.1919.7%1.2%
65Δ120.5813.4%1.2%125.3021.0%1.0%
70Δ119.7614.4%1.1%126.6222.3%0.8%
75Δ119.0114.6%0.9%127.3220.9%0.6%
80Δ118.1714.6%0.8%127.7518.3%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.24
IV
38.7%
B/E move
9.2%

25Δ

Calls
Pseudo strike
129.72
IV
29.2%
B/E move
7.6%
Puts
Pseudo strike
115.51
IV
32.2%
B/E move
6.6%

30Δ

Calls
Pseudo strike
127.12
IV
24.5%
B/E move
5.6%
Puts
Pseudo strike
117.82
IV
27.2%
B/E move
4.8%

35Δ

Calls
Pseudo strike
125.49
IV
21.8%
B/E move
4.4%
Puts
Pseudo strike
119.42
IV
24.0%
B/E move
3.7%

40Δ

Calls
Pseudo strike
124.24
IV
19.7%
B/E move
3.5%
Puts
Pseudo strike
120.63
IV
21.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
123.27
IV
18.1%
B/E move
2.8%
Puts
Pseudo strike
121.58
IV
20.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
122.47
IV
16.6%
B/E move
2.3%
Puts
Pseudo strike
122.41
IV
18.8%
B/E move
1.7%

55Δ

Calls
Pseudo strike
121.80
IV
15.1%
B/E move
1.9%
Puts
Pseudo strike
123.23
IV
18.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
121.27
IV
13.5%
B/E move
1.5%
Puts
Pseudo strike
124.19
IV
19.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
120.58
IV
13.4%
B/E move
1.2%
Puts
Pseudo strike
125.30
IV
21.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
119.76
IV
14.4%
B/E move
1.1%
Puts
Pseudo strike
126.62
IV
22.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
119.01
IV
14.6%
B/E move
0.9%
Puts
Pseudo strike
127.32
IV
20.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
118.17
IV
14.6%
B/E move
0.8%
Puts
Pseudo strike
127.75
IV
18.3%
B/E move
0.3%

Options history

No recorded observations