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Invesco S&P 500 Equal Weight Consumer Discretionary ETF RSPD

i

Market dataready · fetched 2026-11-12T02:43:38.181Z

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

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 · 2026-11-12T01:00:00.141462376Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:43:37.819731+00:00

Share price$58.06
1D+0.4%
AH$57.56$57.72$57.88$58.04$58.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRSPD
Sold putSold callAH

Invesco S&P 500 Equal Weight Consumer Discretionary ETF options

Live interpolated RSPD call and put midpoint premiums by absolute delta.Invesco S&P 500 Equal Weight Consumer Discretionary ETF$0.59$1.14$1.69$2.23$2.78$54.10$56.20$58.30$60.39$62.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive RSPD spot · $58.06RSPD PRICE$0.70$0.73$0.78$0.83$0.89$0.94$1.01$1.10$1.19$1.28$1.38$1.62$0.65$0.83$0.85$0.91$0.97$1.05$1.13$1.22$1.30$1.60$1.97$2.62
Puts——
Calls——
Skew——
Implied moveBearish±$1.99
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ61.7754.6%7.6%55.7143.5%5.2%
30Δ60.4344.4%5.3%56.0946.7%4.8%
35Δ59.6238.3%4.0%56.8838.9%3.5%
40Δ58.9733.3%3.0%57.3734.7%2.8%
45Δ58.6030.3%2.5%57.8031.2%2.1%
50Δ58.2227.2%1.9%58.1528.5%1.7%
55Δ57.9124.8%1.5%58.4126.5%1.4%
60Δ57.6823.3%1.2%58.6724.5%1.0%
65Δ57.4521.8%1.0%58.9422.5%0.7%
70Δ57.2320.3%0.8%59.3323.3%0.6%
75Δ57.0018.8%0.5%59.7524.9%0.5%
80Δ56.7018.3%0.4%60.4628.7%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
61.77
IV
54.6%
B/E move
7.6%
Puts
Pseudo strike
55.71
IV
43.5%
B/E move
5.2%

30Δ

Calls
Pseudo strike
60.43
IV
44.4%
B/E move
5.3%
Puts
Pseudo strike
56.09
IV
46.7%
B/E move
4.8%

35Δ

Calls
Pseudo strike
59.62
IV
38.3%
B/E move
4.0%
Puts
Pseudo strike
56.88
IV
38.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
58.97
IV
33.3%
B/E move
3.0%
Puts
Pseudo strike
57.37
IV
34.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
58.60
IV
30.3%
B/E move
2.5%
Puts
Pseudo strike
57.80
IV
31.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
58.22
IV
27.2%
B/E move
1.9%
Puts
Pseudo strike
58.15
IV
28.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
57.91
IV
24.8%
B/E move
1.5%
Puts
Pseudo strike
58.41
IV
26.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
57.68
IV
23.3%
B/E move
1.2%
Puts
Pseudo strike
58.67
IV
24.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
57.45
IV
21.8%
B/E move
1.0%
Puts
Pseudo strike
58.94
IV
22.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
57.23
IV
20.3%
B/E move
0.8%
Puts
Pseudo strike
59.33
IV
23.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
57.00
IV
18.8%
B/E move
0.5%
Puts
Pseudo strike
59.75
IV
24.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
56.70
IV
18.3%
B/E move
0.4%
Puts
Pseudo strike
60.46
IV
28.7%
B/E move
0.4%

Options history

IV · four-Friday blend21.76%
Daily EOD
RSPD19.0%39.2%59.5%2026-10-19: 46.27%2026-10-20: 30.68%2026-10-21: 35.69%2026-10-22: 27.77%2026-10-23: 48.52%2026-10-26: 36.37%2026-10-27: 48.38%2026-10-28: 55.61%2026-10-29: 56.70%2026-10-30: 21.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.27%
30.68%
35.69%
27.77%
48.52%
36.37%
48.38%
55.61%
56.70%
21.76%