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Invesco S&P 500 Equal Weight ETF RSP

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Market dataready · fetched 2026-10-15T20:33:13.835Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:27:31.512570716Z

FundamentalsAlpha Vantage · ready

Share price$215.08
1D+1.0%
AH$212.29$213.04$213.79$214.54$215.295:30 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$0.52$1.83$3.14$4.44$5.75$206.01$210.69$215.37$220.06$224.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $215.08OPTION PRICELive RSP spot · $215.08RSP PRICE$2.45$2.20$1.91$1.62$1.33$1.04$0.75$0.66$1.02$1.37$1.73$2.09$2.44$2.45$2.48$0.97$1.39$1.80$2.21$2.55$2.64$2.73$2.82$2.91$3.43$5.37
PutsExpensive5.15×
CallsExpensive3.22×
SkewBullish-5.26 pp
Implied moveBearish±$3.30
TiltBearish24.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ237.21209.1%11.4%199.10188.4%8.6%
25Δ232.40173.1%9.1%204.84145.9%5.9%
30Δ229.34144.6%7.5%212.6144.3%1.6%
35Δ226.27116.1%6.0%213.2547.8%1.5%
40Δ223.2187.6%4.4%213.8851.3%1.4%
45Δ220.1559.0%2.8%214.5254.8%1.3%
50Δ217.0930.5%1.3%215.1256.2%1.2%
55Δ214.8711.6%0.2%215.6251.3%1.0%
60Δ214.4813.4%0.2%216.1246.3%0.8%
65Δ214.0815.3%0.2%216.6241.4%0.6%
70Δ213.6917.1%0.2%217.1236.5%0.4%
75Δ213.2918.9%0.1%217.9535.7%0.3%
80Δ212.9020.7%0.1%219.8748.8%0.3%

20Δ

Calls
Pseudo strike
237.21
IV
209.1%
B/E move
11.4%
Puts
Pseudo strike
199.10
IV
188.4%
B/E move
8.6%

25Δ

Calls
Pseudo strike
232.40
IV
173.1%
B/E move
9.1%
Puts
Pseudo strike
204.84
IV
145.9%
B/E move
5.9%

30Δ

Calls
Pseudo strike
229.34
IV
144.6%
B/E move
7.5%
Puts
Pseudo strike
212.61
IV
44.3%
B/E move
1.6%

35Δ

Calls
Pseudo strike
226.27
IV
116.1%
B/E move
6.0%
Puts
Pseudo strike
213.25
IV
47.8%
B/E move
1.5%

40Δ

Calls
Pseudo strike
223.21
IV
87.6%
B/E move
4.4%
Puts
Pseudo strike
213.88
IV
51.3%
B/E move
1.4%

45Δ

Calls
Pseudo strike
220.15
IV
59.0%
B/E move
2.8%
Puts
Pseudo strike
214.52
IV
54.8%
B/E move
1.3%

50Δ

Calls
Pseudo strike
217.09
IV
30.5%
B/E move
1.3%
Puts
Pseudo strike
215.12
IV
56.2%
B/E move
1.2%

55Δ

Calls
Pseudo strike
214.87
IV
11.6%
B/E move
0.2%
Puts
Pseudo strike
215.62
IV
51.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
214.48
IV
13.4%
B/E move
0.2%
Puts
Pseudo strike
216.12
IV
46.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
214.08
IV
15.3%
B/E move
0.2%
Puts
Pseudo strike
216.62
IV
41.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
213.69
IV
17.1%
B/E move
0.2%
Puts
Pseudo strike
217.12
IV
36.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
213.29
IV
18.9%
B/E move
0.1%
Puts
Pseudo strike
217.95
IV
35.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
212.90
IV
20.7%
B/E move
0.1%
Puts
Pseudo strike
219.87
IV
48.8%
B/E move
0.3%