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Invesco S&P 500 Equal Weight Financials ETF RSPF

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Market datapartial · fetched 2026-10-22T22:57:38.342Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.0042993Z

FundamentalsAlpha Vantage · unavailable

Share price$82.73
1D+1.7%
AH$81.22$81.62$82.03$82.44$82.845:30 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$0.32$1.92$3.51$5.11$6.70$75.77$78.72$81.67$84.63$87.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSPF spot · $82.73RSPF PRICE$0.50$0.56$0.64$0.76$0.92$1.16$1.39$1.67$1.95$2.31$2.69$3.11$3.59$0.66$0.80$0.99$1.22$1.49$1.71$1.92$2.14$2.43$2.87$3.60$5.02$6.24
PutsExpensive1.50×
CallsFair1.01×
SkewBearish+5.63 pp
Implied moveBearish±$3.31
TiltBearish18.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.1219.6%5.9%78.4824.7%5.9%
25Δ85.8116.7%4.4%79.6822.4%4.7%
30Δ84.9314.8%3.4%80.5221.6%3.9%
35Δ84.3814.2%2.9%81.2321.4%3.3%
40Δ83.8814.0%2.5%81.8721.6%2.8%
45Δ83.4714.6%2.3%82.5020.9%2.3%
50Δ83.0615.3%2.1%83.1119.9%1.9%
55Δ82.6015.6%1.9%83.6519.0%1.5%
60Δ82.1315.9%1.6%84.2218.6%1.1%
65Δ81.6016.3%1.4%84.8519.0%0.9%
70Δ81.0516.7%1.2%85.7120.5%0.7%
75Δ80.4716.7%1.0%87.2024.6%0.7%
80Δ79.8316.7%0.8%88.5926.1%0.5%

20Δ

Calls
Pseudo strike
87.12
IV
19.6%
B/E move
5.9%
Puts
Pseudo strike
78.48
IV
24.7%
B/E move
5.9%

25Δ

Calls
Pseudo strike
85.81
IV
16.7%
B/E move
4.4%
Puts
Pseudo strike
79.68
IV
22.4%
B/E move
4.7%

30Δ

Calls
Pseudo strike
84.93
IV
14.8%
B/E move
3.4%
Puts
Pseudo strike
80.52
IV
21.6%
B/E move
3.9%

35Δ

Calls
Pseudo strike
84.38
IV
14.2%
B/E move
2.9%
Puts
Pseudo strike
81.23
IV
21.4%
B/E move
3.3%

40Δ

Calls
Pseudo strike
83.88
IV
14.0%
B/E move
2.5%
Puts
Pseudo strike
81.87
IV
21.6%
B/E move
2.8%

45Δ

Calls
Pseudo strike
83.47
IV
14.6%
B/E move
2.3%
Puts
Pseudo strike
82.50
IV
20.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
83.06
IV
15.3%
B/E move
2.1%
Puts
Pseudo strike
83.11
IV
19.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
82.60
IV
15.6%
B/E move
1.9%
Puts
Pseudo strike
83.65
IV
19.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
82.13
IV
15.9%
B/E move
1.6%
Puts
Pseudo strike
84.22
IV
18.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
81.60
IV
16.3%
B/E move
1.4%
Puts
Pseudo strike
84.85
IV
19.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
81.05
IV
16.7%
B/E move
1.2%
Puts
Pseudo strike
85.71
IV
20.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
80.47
IV
16.7%
B/E move
1.0%
Puts
Pseudo strike
87.20
IV
24.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
79.83
IV
16.7%
B/E move
0.8%
Puts
Pseudo strike
88.59
IV
26.1%
B/E move
0.5%

Options history

No recorded observations