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Invesco S&P 500 Equal Weight ETF RSP

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Market dataready · fetched 2026-10-15T21:03:18.517Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:00:24.387590976Z

FundamentalsAlpha Vantage · ready

Share price$215.04
1D+1.0%
AH$212.26$213.14$214.03$214.91$215.805:30 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$0.54$1.76$2.99$4.21$5.43$206.11$210.71$215.32$219.93$224.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $215.04OPTION PRICELive RSP spot · $215.04RSP PRICE$2.45$2.19$1.89$1.58$1.28$0.98$0.67$0.76$1.12$1.48$1.84$2.20$2.56$2.45$2.48$0.96$1.37$1.78$2.19$2.54$2.63$2.72$2.80$2.89$3.08$5.08
PutsExpensive4.51×
CallsExpensive3.43×
SkewBullish-5.07 pp
Implied moveBearish±$3.22
TiltBearish22.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ237.16211.4%11.4%199.07190.4%8.6%
25Δ232.27174.1%9.0%204.79147.5%5.9%
30Δ229.08144.1%7.4%212.5944.4%1.6%
35Δ225.89114.0%5.8%213.2347.7%1.5%
40Δ222.7084.0%4.2%213.8651.0%1.4%
45Δ219.5053.9%2.5%214.4954.3%1.3%
50Δ216.3123.9%0.9%215.1056.0%1.2%
55Δ214.7612.7%0.2%215.5851.1%1.0%
60Δ214.3714.6%0.2%216.0746.2%0.8%
65Δ213.9716.6%0.2%216.5541.4%0.6%
70Δ213.5718.5%0.2%217.0436.5%0.4%
75Δ213.1720.5%0.2%217.6032.6%0.2%
80Δ212.7722.4%0.1%219.5845.8%0.2%

20Δ

Calls
Pseudo strike
237.16
IV
211.4%
B/E move
11.4%
Puts
Pseudo strike
199.07
IV
190.4%
B/E move
8.6%

25Δ

Calls
Pseudo strike
232.27
IV
174.1%
B/E move
9.0%
Puts
Pseudo strike
204.79
IV
147.5%
B/E move
5.9%

30Δ

Calls
Pseudo strike
229.08
IV
144.1%
B/E move
7.4%
Puts
Pseudo strike
212.59
IV
44.4%
B/E move
1.6%

35Δ

Calls
Pseudo strike
225.89
IV
114.0%
B/E move
5.8%
Puts
Pseudo strike
213.23
IV
47.7%
B/E move
1.5%

40Δ

Calls
Pseudo strike
222.70
IV
84.0%
B/E move
4.2%
Puts
Pseudo strike
213.86
IV
51.0%
B/E move
1.4%

45Δ

Calls
Pseudo strike
219.50
IV
53.9%
B/E move
2.5%
Puts
Pseudo strike
214.49
IV
54.3%
B/E move
1.3%

50Δ

Calls
Pseudo strike
216.31
IV
23.9%
B/E move
0.9%
Puts
Pseudo strike
215.10
IV
56.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
214.76
IV
12.7%
B/E move
0.2%
Puts
Pseudo strike
215.58
IV
51.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
214.37
IV
14.6%
B/E move
0.2%
Puts
Pseudo strike
216.07
IV
46.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
213.97
IV
16.6%
B/E move
0.2%
Puts
Pseudo strike
216.55
IV
41.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
213.57
IV
18.5%
B/E move
0.2%
Puts
Pseudo strike
217.04
IV
36.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
213.17
IV
20.5%
B/E move
0.2%
Puts
Pseudo strike
217.60
IV
32.6%
B/E move
0.2%

80Δ

Calls
Pseudo strike
212.77
IV
22.4%
B/E move
0.1%
Puts
Pseudo strike
219.58
IV
45.8%
B/E move
0.2%