IntraAlpha
Create free account Start free

Invesco S&P 500 Equal Weight ETF RSP

i

Market dataready · fetched 2026-10-17T01:46:45.425Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-17T00:00:00.001179604Z

FundamentalsAlpha Vantage · ready

Share price$214.09
1D-0.9%
AH$213.13$213.97$214.82$215.66$216.505:30 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$0.53$4.04$7.56$11.07$14.59$201.87$207.80$213.73$219.66$225.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSP spot · $214.09RSP PRICE$0.91$1.18$1.58$2.05$2.52$2.99$3.47$4.32$5.21$6.10$7.09$9.04$10.99$1.36$1.64$1.92$2.43$2.93$3.44$3.95$4.51$5.07$5.62$6.18$8.88$13.57
PutsFair1.03×
CallsFair1.01×
SkewBearish+1.09 pp
Implied moveBearish±$7.42
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ222.0111.7%4.1%205.3018.0%4.7%
25Δ220.5911.9%3.6%207.6516.4%3.8%
30Δ219.3712.2%3.2%209.9914.9%2.8%
35Δ218.3012.5%2.9%211.2714.8%2.4%
40Δ217.2312.8%2.6%212.5614.7%2.1%
45Δ216.1513.1%2.4%213.8414.6%1.7%
50Δ215.0813.4%2.1%215.1014.5%1.4%
55Δ213.7913.9%1.9%216.2014.0%1.1%
60Δ212.4814.4%1.7%217.2913.5%0.9%
65Δ211.1814.9%1.5%218.3813.1%0.6%
70Δ209.7815.4%1.3%219.4712.6%0.4%
75Δ207.5116.8%1.1%222.4514.8%0.2%
80Δ205.2418.1%1.0%227.1919.5%0.2%

20Δ

Calls
Pseudo strike
222.01
IV
11.7%
B/E move
4.1%
Puts
Pseudo strike
205.30
IV
18.0%
B/E move
4.7%

25Δ

Calls
Pseudo strike
220.59
IV
11.9%
B/E move
3.6%
Puts
Pseudo strike
207.65
IV
16.4%
B/E move
3.8%

30Δ

Calls
Pseudo strike
219.37
IV
12.2%
B/E move
3.2%
Puts
Pseudo strike
209.99
IV
14.9%
B/E move
2.8%

35Δ

Calls
Pseudo strike
218.30
IV
12.5%
B/E move
2.9%
Puts
Pseudo strike
211.27
IV
14.8%
B/E move
2.4%

40Δ

Calls
Pseudo strike
217.23
IV
12.8%
B/E move
2.6%
Puts
Pseudo strike
212.56
IV
14.7%
B/E move
2.1%

45Δ

Calls
Pseudo strike
216.15
IV
13.1%
B/E move
2.4%
Puts
Pseudo strike
213.84
IV
14.6%
B/E move
1.7%

50Δ

Calls
Pseudo strike
215.08
IV
13.4%
B/E move
2.1%
Puts
Pseudo strike
215.10
IV
14.5%
B/E move
1.4%

55Δ

Calls
Pseudo strike
213.79
IV
13.9%
B/E move
1.9%
Puts
Pseudo strike
216.20
IV
14.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
212.48
IV
14.4%
B/E move
1.7%
Puts
Pseudo strike
217.29
IV
13.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
211.18
IV
14.9%
B/E move
1.5%
Puts
Pseudo strike
218.38
IV
13.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
209.78
IV
15.4%
B/E move
1.3%
Puts
Pseudo strike
219.47
IV
12.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
207.51
IV
16.8%
B/E move
1.1%
Puts
Pseudo strike
222.45
IV
14.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
205.24
IV
18.1%
B/E move
1.0%
Puts
Pseudo strike
227.19
IV
19.5%
B/E move
0.2%