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Invesco S&P 500 Equal Weight ETF RSP

i

Market datapartial · fetched 2026-11-05T21:42:42.307Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T21:42:26.060979963Z

FundamentalsAlpha Vantage · unavailable

Share price$216.35
1D-3.6%
AH$215$218$220$223$2255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRSP
Sold putSold callAH

Invesco S&P 500 Equal Weight ETF options

Live interpolated RSP call and put midpoint premiums by absolute delta.Invesco S&P 500 Equal Weight ETF$0.00$0.27$0.54$0.81$1.08$-0.22$0.14$0.50$0.86$1.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICERSP PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend15.60%
Daily close
RSP9.6%14.0%18.4%2026-08-07: 11.84%2026-08-10: 12.43%2026-08-11: 11.95%2026-08-12: 11.93%2026-08-14: 10.19%2026-08-17: 10.57%2026-08-18: 12.02%2026-08-19: 11.55%2026-08-21: 11.92%2026-08-24: 12.83%2026-08-25: 11.80%2026-08-26: 11.11%2026-08-28: 10.94%2026-08-31: 11.20%2026-09-01: 11.99%2026-09-02: 11.97%2026-09-03: 12.32%2026-09-04: 10.36%2026-09-08: 12.43%2026-09-09: 12.94%2026-09-10: 17.76%2026-09-11: 11.23%2026-09-14: 13.66%2026-09-15: 14.80%2026-09-16: 15.26%2026-09-18: 10.95%2026-09-22: 11.04%2026-09-25: 11.87%2026-09-28: 13.33%2026-09-29: 14.11%2026-09-30: 15.37%2026-10-02: 12.56%2026-10-05: 12.22%2026-10-06: 12.10%2026-10-07: 14.02%2026-10-08: 16.81%2026-10-09: 11.62%2026-10-12: 11.67%2026-10-13: 12.51%2026-10-14: 13.09%2026-10-15: 13.23%2026-10-16: 13.72%2026-10-19: 13.81%2026-10-20: 13.51%2026-10-21: 14.00%2026-10-22: 17.37%2026-10-23: 14.72%2026-10-26: 14.14%2026-10-27: 13.58%2026-10-28: 14.02%2026-10-29: 13.14%2026-10-30: 15.60%Aug 7Sep 18Oct 30
52 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
11.84%
12.43%
11.95%
11.93%
10.19%
10.57%
12.02%
11.55%
11.92%
12.83%
11.80%
11.11%
10.94%
11.20%
11.99%
11.97%
12.32%
10.36%
12.43%
12.94%
17.76%
11.23%
13.66%
14.80%
15.26%
10.95%
11.04%
11.87%
13.33%
14.11%
15.37%
12.56%
12.22%
12.10%
14.02%
16.81%
11.62%
11.67%
12.51%
13.09%
13.23%
13.72%
13.81%
13.51%
14.00%
17.37%
14.72%
14.14%
13.58%
14.02%
13.14%
15.60%