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Invesco S&P 500 Equal Weight Financials ETF RSPF

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Market datapartial · fetched 2026-10-22T18:32:43.761Z

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 · 2026-10-22T18:22:27.248570435Z

FundamentalsAlpha Vantage · unavailable

Share price$82.52
1D+1.5%
$81.24$81.58$81.92$82.27$82.615:30 AM6:30 AM9:00 AM1:00 PMRSPF
Sold putSold call

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$0.35$1.77$3.18$4.60$6.01$75.80$78.67$81.54$84.41$87.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSPF spot · $82.52RSPF PRICE$0.51$0.59$0.70$0.81$0.95$1.10$1.35$1.72$2.09$2.46$2.83$3.20$3.58$0.66$0.85$1.12$1.39$1.65$1.92$2.19$2.46$2.79$3.29$4.01$4.75$5.61
PutsExpensive1.57×
CallsFair0.95×
SkewBearish+7.56 pp
Implied moveBearish±$3.54
TiltBearish19.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.1420.3%6.2%77.7726.0%6.6%
25Δ85.7517.4%4.6%79.3822.7%4.8%
30Δ85.0216.3%3.9%80.0722.4%4.3%
35Δ84.2815.2%3.1%80.7622.2%3.8%
40Δ83.7214.5%2.6%81.4522.0%3.3%
45Δ83.2714.3%2.3%82.1321.8%2.8%
50Δ82.7914.1%2.0%82.8221.5%2.3%
55Δ82.2414.0%1.7%83.5121.3%1.8%
60Δ81.6913.9%1.5%84.2021.3%1.3%
65Δ81.1513.7%1.3%84.9221.8%1.1%
70Δ80.6013.6%1.1%85.8222.5%0.8%
75Δ80.0513.5%0.9%86.7523.3%0.6%
80Δ79.5113.4%0.7%87.7923.5%0.4%

20Δ

Calls
Pseudo strike
87.14
IV
20.3%
B/E move
6.2%
Puts
Pseudo strike
77.77
IV
26.0%
B/E move
6.6%

25Δ

Calls
Pseudo strike
85.75
IV
17.4%
B/E move
4.6%
Puts
Pseudo strike
79.38
IV
22.7%
B/E move
4.8%

30Δ

Calls
Pseudo strike
85.02
IV
16.3%
B/E move
3.9%
Puts
Pseudo strike
80.07
IV
22.4%
B/E move
4.3%

35Δ

Calls
Pseudo strike
84.28
IV
15.2%
B/E move
3.1%
Puts
Pseudo strike
80.76
IV
22.2%
B/E move
3.8%

40Δ

Calls
Pseudo strike
83.72
IV
14.5%
B/E move
2.6%
Puts
Pseudo strike
81.45
IV
22.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
83.27
IV
14.3%
B/E move
2.3%
Puts
Pseudo strike
82.13
IV
21.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
82.79
IV
14.1%
B/E move
2.0%
Puts
Pseudo strike
82.82
IV
21.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
82.24
IV
14.0%
B/E move
1.7%
Puts
Pseudo strike
83.51
IV
21.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
81.69
IV
13.9%
B/E move
1.5%
Puts
Pseudo strike
84.20
IV
21.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
81.15
IV
13.7%
B/E move
1.3%
Puts
Pseudo strike
84.92
IV
21.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
80.60
IV
13.6%
B/E move
1.1%
Puts
Pseudo strike
85.82
IV
22.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
80.05
IV
13.5%
B/E move
0.9%
Puts
Pseudo strike
86.75
IV
23.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
79.51
IV
13.4%
B/E move
0.7%
Puts
Pseudo strike
87.79
IV
23.5%
B/E move
0.4%

Options history

No recorded observations