Invesco Exchange-Traded Fund Trust Invesco S&P 500 Equal Weight Communication Services ETF RSPC
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Market dataready · fetched 2026-11-11T14:08:35.437Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T01:00:00.074665696Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:08:33.003119+00:00
Invesco Exchange-Traded Fund Trust Invesco S&P 500 Equal Weight Communication Services ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.00 | 135.4% | 25.1% | 32.03 | 112.4% | 14.7% |
| 25Δ | 41.32 | 99.4% | 15.0% | 33.66 | 87.7% | 10.3% |
| 30Δ | 39.42 | 77.0% | 9.8% | 34.69 | 73.2% | 7.6% |
| 35Δ | 38.29 | 61.8% | 6.8% | 35.40 | 62.4% | 5.8% |
| 40Δ | 37.64 | 52.8% | 5.1% | 36.01 | 53.0% | 4.2% |
| 45Δ | 37.12 | 45.9% | 3.7% | 36.35 | 48.6% | 3.4% |
| 50Δ | 36.80 | 41.5% | 3.0% | 36.69 | 44.2% | 2.7% |
| 55Δ | 36.54 | 37.9% | 2.4% | 37.03 | 40.3% | 2.0% |
| 60Δ | 36.28 | 34.3% | 1.9% | 37.36 | 40.9% | 1.7% |
| 65Δ | 36.02 | 30.6% | 1.3% | 37.69 | 41.5% | 1.4% |
| 70Δ | 38.04 | 42.4% | 1.1% | |||
| 75Δ | 38.80 | 50.2% | 1.0% | |||
| 80Δ | 40.21 | 65.9% | 1.0% | |||
20Δ
- Pseudo strike
- 45.00
- IV
- 135.4%
- B/E move
- 25.1%
- Pseudo strike
- 32.03
- IV
- 112.4%
- B/E move
- 14.7%
25Δ
- Pseudo strike
- 41.32
- IV
- 99.4%
- B/E move
- 15.0%
- Pseudo strike
- 33.66
- IV
- 87.7%
- B/E move
- 10.3%
30Δ
- Pseudo strike
- 39.42
- IV
- 77.0%
- B/E move
- 9.8%
- Pseudo strike
- 34.69
- IV
- 73.2%
- B/E move
- 7.6%
35Δ
- Pseudo strike
- 38.29
- IV
- 61.8%
- B/E move
- 6.8%
- Pseudo strike
- 35.40
- IV
- 62.4%
- B/E move
- 5.8%
40Δ
- Pseudo strike
- 37.64
- IV
- 52.8%
- B/E move
- 5.1%
- Pseudo strike
- 36.01
- IV
- 53.0%
- B/E move
- 4.2%
45Δ
- Pseudo strike
- 37.12
- IV
- 45.9%
- B/E move
- 3.7%
- Pseudo strike
- 36.35
- IV
- 48.6%
- B/E move
- 3.4%
50Δ
- Pseudo strike
- 36.80
- IV
- 41.5%
- B/E move
- 3.0%
- Pseudo strike
- 36.69
- IV
- 44.2%
- B/E move
- 2.7%
55Δ
- Pseudo strike
- 36.54
- IV
- 37.9%
- B/E move
- 2.4%
- Pseudo strike
- 37.03
- IV
- 40.3%
- B/E move
- 2.0%
60Δ
- Pseudo strike
- 36.28
- IV
- 34.3%
- B/E move
- 1.9%
- Pseudo strike
- 37.36
- IV
- 40.9%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 36.02
- IV
- 30.6%
- B/E move
- 1.3%
- Pseudo strike
- 37.69
- IV
- 41.5%
- B/E move
- 1.4%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 38.04
- IV
- 42.4%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 38.80
- IV
- 50.2%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 40.21
- IV
- 65.9%
- B/E move
- 1.0%
Options history
Table
| Date | IV (%) |
|---|---|
| 22.17% | |
| 21.58% | |
| 20.02% | |
| 24.75% | |
| 23.89% | |
| 23.04% | |
| 26.51% | |
| 28.04% | |
| 21.75% | |
| 25.51% |