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Invesco S&P 500 Equal Weight Financials ETF RSPF

i

Market dataready · fetched 2026-11-12T01:36:59.699Z

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 · 2026-11-12T01:00:00.139706616Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:36:59.133938+00:00

Share price$85.50
1D+0.6%
AH$84.63$84.88$85.12$85.36$85.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRSPF
Sold putSold callAH

Invesco S&P 500 Equal Weight Financials ETF options

Live interpolated RSPF call and put midpoint premiums by absolute delta.Invesco S&P 500 Equal Weight Financials ETF$0.41$0.93$1.45$1.97$2.50$81.82$83.74$85.66$87.57$89.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSPF spot · $85.50RSPF PRICE$0.46$0.50$0.56$0.61$0.66$0.73$0.81$0.89$0.97$1.07$1.23$1.39$1.54$0.52$0.56$0.62$0.69$0.77$0.93$1.11$1.28$1.55$1.83$2.05$2.20$2.34
PutsExpensive1.21×
CallsCheap0.72×
SkewBearish+4.53 pp
Implied moveBearish±$1.91
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.4132.2%5.1%81.9434.4%4.8%
25Δ88.0025.7%3.5%83.1828.0%3.4%
30Δ87.2622.5%2.7%83.9824.2%2.5%
35Δ86.7220.1%2.1%84.4721.9%2.0%
40Δ86.2818.1%1.7%84.9419.7%1.5%
45Δ85.9116.4%1.3%85.3019.7%1.3%
50Δ85.6715.5%1.1%85.6319.9%1.1%
55Δ85.4214.6%0.9%85.9720.1%1.0%
60Δ85.1713.7%0.7%86.3520.6%0.8%
65Δ84.9312.9%0.6%86.7521.1%0.7%
70Δ84.7012.6%0.5%87.1020.8%0.5%
75Δ84.4712.2%0.4%87.3619.3%0.4%
80Δ84.2411.9%0.3%87.6317.7%0.3%

20Δ

Calls
Pseudo strike
89.41
IV
32.2%
B/E move
5.1%
Puts
Pseudo strike
81.94
IV
34.4%
B/E move
4.8%

25Δ

Calls
Pseudo strike
88.00
IV
25.7%
B/E move
3.5%
Puts
Pseudo strike
83.18
IV
28.0%
B/E move
3.4%

30Δ

Calls
Pseudo strike
87.26
IV
22.5%
B/E move
2.7%
Puts
Pseudo strike
83.98
IV
24.2%
B/E move
2.5%

35Δ

Calls
Pseudo strike
86.72
IV
20.1%
B/E move
2.1%
Puts
Pseudo strike
84.47
IV
21.9%
B/E move
2.0%

40Δ

Calls
Pseudo strike
86.28
IV
18.1%
B/E move
1.7%
Puts
Pseudo strike
84.94
IV
19.7%
B/E move
1.5%

45Δ

Calls
Pseudo strike
85.91
IV
16.4%
B/E move
1.3%
Puts
Pseudo strike
85.30
IV
19.7%
B/E move
1.3%

50Δ

Calls
Pseudo strike
85.67
IV
15.5%
B/E move
1.1%
Puts
Pseudo strike
85.63
IV
19.9%
B/E move
1.1%

55Δ

Calls
Pseudo strike
85.42
IV
14.6%
B/E move
0.9%
Puts
Pseudo strike
85.97
IV
20.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
85.17
IV
13.7%
B/E move
0.7%
Puts
Pseudo strike
86.35
IV
20.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
84.93
IV
12.9%
B/E move
0.6%
Puts
Pseudo strike
86.75
IV
21.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
84.70
IV
12.6%
B/E move
0.5%
Puts
Pseudo strike
87.10
IV
20.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
84.47
IV
12.2%
B/E move
0.4%
Puts
Pseudo strike
87.36
IV
19.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
84.24
IV
11.9%
B/E move
0.3%
Puts
Pseudo strike
87.63
IV
17.7%
B/E move
0.3%

Options history

IV · four-Friday blend17.24%
Daily EOD
RSPF15.6%27.2%38.7%2026-10-19: 34.63%2026-10-20: 20.55%2026-10-21: 34.23%2026-10-22: 34.37%2026-10-23: 26.04%2026-10-26: 29.90%2026-10-27: 24.27%2026-10-28: 37.11%2026-10-29: 36.81%2026-10-30: 17.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.63%
20.55%
34.23%
34.37%
26.04%
29.90%
24.27%
37.11%
36.81%
17.24%