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Invesco S&P 500 Equal Weight ETF RSP

i

Market dataready · fetched 2026-11-06T20:55:09.023Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T20:55:06.689814523Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:55:07.633591+00:00

Share price$216.02
1D+0.2%
$214.77$215.41$216.06$216.70$217.345:30 AM6:30 AM9:00 AM1:00 PMRSP
Sold putSold call

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$0.32$2.53$4.75$6.96$9.18$208.38$212.90$217.42$221.95$226.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RSP spot · $216.02RSP PRICE$0.56$0.77$1.04$1.31$1.58$1.98$2.43$2.88$3.45$4.22$4.99$7.04$8.54$0.84$1.04$1.26$1.54$1.82$2.08$2.33$2.58$2.84$3.24$3.64$4.03
Puts——
CallsExpensive1.14×
Skew——
Implied moveBullish±$4.76
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ220.6416.8%2.4%210.1324.8%3.1%
25Δ219.7016.9%2.1%211.6223.0%2.5%
30Δ219.0317.5%1.9%212.8721.7%2.0%
35Δ218.3518.0%1.7%213.7721.3%1.8%
40Δ217.6818.6%1.5%214.6720.9%1.5%
45Δ216.9519.3%1.3%215.4520.2%1.2%
50Δ216.2020.0%1.2%216.1619.2%1.0%
55Δ215.4620.7%1.1%216.8718.2%0.8%
60Δ214.6121.5%0.9%217.5717.3%0.6%
65Δ213.5922.7%0.8%218.2116.8%0.5%
70Δ212.5823.8%0.7%218.8516.3%0.4%
75Δ210.4729.3%0.7%219.4915.8%0.3%
80Δ208.7030.7%0.6%

20Δ

Calls
Pseudo strike
220.64
IV
16.8%
B/E move
2.4%
Puts
Pseudo strike
210.13
IV
24.8%
B/E move
3.1%

25Δ

Calls
Pseudo strike
219.70
IV
16.9%
B/E move
2.1%
Puts
Pseudo strike
211.62
IV
23.0%
B/E move
2.5%

30Δ

Calls
Pseudo strike
219.03
IV
17.5%
B/E move
1.9%
Puts
Pseudo strike
212.87
IV
21.7%
B/E move
2.0%

35Δ

Calls
Pseudo strike
218.35
IV
18.0%
B/E move
1.7%
Puts
Pseudo strike
213.77
IV
21.3%
B/E move
1.8%

40Δ

Calls
Pseudo strike
217.68
IV
18.6%
B/E move
1.5%
Puts
Pseudo strike
214.67
IV
20.9%
B/E move
1.5%

45Δ

Calls
Pseudo strike
216.95
IV
19.3%
B/E move
1.3%
Puts
Pseudo strike
215.45
IV
20.2%
B/E move
1.2%

50Δ

Calls
Pseudo strike
216.20
IV
20.0%
B/E move
1.2%
Puts
Pseudo strike
216.16
IV
19.2%
B/E move
1.0%

55Δ

Calls
Pseudo strike
215.46
IV
20.7%
B/E move
1.1%
Puts
Pseudo strike
216.87
IV
18.2%
B/E move
0.8%

60Δ

Calls
Pseudo strike
214.61
IV
21.5%
B/E move
0.9%
Puts
Pseudo strike
217.57
IV
17.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
213.59
IV
22.7%
B/E move
0.8%
Puts
Pseudo strike
218.21
IV
16.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
212.58
IV
23.8%
B/E move
0.7%
Puts
Pseudo strike
218.85
IV
16.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
210.47
IV
29.3%
B/E move
0.7%
Puts
Pseudo strike
219.49
IV
15.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
208.70
IV
30.7%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend15.60%
Daily close
RSP9.6%14.0%18.4%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 10Sep 22Oct 30
51 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%