IntraAlpha
Create free account Start free

Invesco S&P 500 Pure Value ETF RPV

i

Market dataready · fetched 2026-11-12T02:59:20.109Z

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 · 2026-11-12T01:00:00.117913256Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:59:19.786396+00:00

Share price$123.72
1D+0.6%
AH$122.75$123.01$123.27$123.53$123.795:30 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$1.36$1.94$2.53$3.12$3.71$116.44$119.96$123.49$127.02$130.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RPV spot · $123.72RPV PRICE$1.42$1.47$1.60$1.77$1.92$2.16$2.36$2.53$2.70$2.87$3.03$1.43$1.47$1.51$1.64$1.77$1.92$2.09$2.25$2.42$2.60$2.79$3.14$3.54
PutsExpensive1.20×
Calls——
Skew——
Implied moveBearish±$4.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.5563.6%8.6%
25Δ117.9449.6%5.9%
30Δ128.2340.3%4.8%120.1140.1%4.1%
35Δ126.5633.7%3.5%121.4235.4%3.2%
40Δ125.4930.2%2.7%122.4531.6%2.5%
45Δ124.6727.9%2.2%123.2628.7%1.9%
50Δ123.9525.7%1.7%123.9526.6%1.5%
55Δ123.3624.8%1.5%124.5124.7%1.2%
60Δ122.8423.5%1.2%125.0422.9%0.9%
65Δ122.4421.8%1.0%125.4721.3%0.7%
70Δ122.0320.2%0.8%125.9119.6%0.5%
75Δ121.6318.5%0.6%126.4319.0%0.3%
80Δ121.2316.8%0.4%126.9818.6%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
114.55
IV
63.6%
B/E move
8.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
117.94
IV
49.6%
B/E move
5.9%

30Δ

Calls
Pseudo strike
128.23
IV
40.3%
B/E move
4.8%
Puts
Pseudo strike
120.11
IV
40.1%
B/E move
4.1%

35Δ

Calls
Pseudo strike
126.56
IV
33.7%
B/E move
3.5%
Puts
Pseudo strike
121.42
IV
35.4%
B/E move
3.2%

40Δ

Calls
Pseudo strike
125.49
IV
30.2%
B/E move
2.7%
Puts
Pseudo strike
122.45
IV
31.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
124.67
IV
27.9%
B/E move
2.2%
Puts
Pseudo strike
123.26
IV
28.7%
B/E move
1.9%

50Δ

Calls
Pseudo strike
123.95
IV
25.7%
B/E move
1.7%
Puts
Pseudo strike
123.95
IV
26.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
123.36
IV
24.8%
B/E move
1.5%
Puts
Pseudo strike
124.51
IV
24.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
122.84
IV
23.5%
B/E move
1.2%
Puts
Pseudo strike
125.04
IV
22.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
122.44
IV
21.8%
B/E move
1.0%
Puts
Pseudo strike
125.47
IV
21.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
122.03
IV
20.2%
B/E move
0.8%
Puts
Pseudo strike
125.91
IV
19.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
121.63
IV
18.5%
B/E move
0.6%
Puts
Pseudo strike
126.43
IV
19.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
121.23
IV
16.8%
B/E move
0.4%
Puts
Pseudo strike
126.98
IV
18.6%
B/E move
0.2%

Options history

IV · four-Friday blend19.42%
Daily EOD
RPV18.9%22.5%26.1%2026-10-19: 20.74%2026-10-21: 23.45%2026-10-22: 20.46%2026-10-23: 19.65%2026-10-26: 23.45%2026-10-27: 23.62%2026-10-28: 25.56%2026-10-29: 20.20%2026-10-30: 19.42%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.74%
23.45%
20.46%
19.65%
23.45%
23.62%
25.56%
20.20%
19.42%