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Invesco S&P 500 Equal Weight Energy ETF RSPG

i

Market dataready · fetched 2026-11-12T02:55:41.901Z

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 · 2026-11-12T01:00:00.129698485Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:55:41.465823+00:00

Share price$110.05
1D+1.5%
AH$108.06$108.62$109.17$109.72$110.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRSPG
Sold putSold callAH

Invesco S&P 500 Equal Weight Energy ETF options

Live interpolated RSPG call and put midpoint premiums by absolute delta.Invesco S&P 500 Equal Weight Energy ETF$0.44$2.03$3.61$5.19$6.77$98.76$104.28$109.79$115.31$120.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSPG spot · $110.05RSPG PRICE$0.62$0.72$0.83$0.99$1.26$1.54$1.86$2.12$2.32$2.65$3.01$3.44$3.82$0.72$0.92$1.16$1.32$1.52$1.79$2.14$2.58$3.00$3.53$4.21$5.07$6.31
PutsCheap0.61×
CallsCheap0.52×
SkewBearish+6.08 pp
Implied moveBearish±$4.00
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.2033.2%5.2%105.1636.8%5.1%
25Δ113.7129.1%4.0%106.3334.7%4.2%
30Δ112.6426.0%3.1%107.2334.3%3.6%
35Δ111.8824.6%2.6%108.1931.6%2.9%
40Δ111.3725.7%2.3%108.9730.0%2.4%
45Δ110.8326.8%2.1%109.6329.6%2.0%
50Δ110.2527.6%1.9%110.2929.9%1.7%
55Δ109.6927.1%1.6%110.9731.1%1.5%
60Δ109.1425.7%1.3%111.6631.0%1.3%
65Δ108.5725.2%1.1%112.4331.5%1.0%
70Δ107.9925.1%0.9%113.3232.6%0.9%
75Δ107.3724.8%0.7%114.3834.0%0.7%
80Δ106.8123.8%0.5%115.7936.4%0.5%

20Δ

Calls
Pseudo strike
115.20
IV
33.2%
B/E move
5.2%
Puts
Pseudo strike
105.16
IV
36.8%
B/E move
5.1%

25Δ

Calls
Pseudo strike
113.71
IV
29.1%
B/E move
4.0%
Puts
Pseudo strike
106.33
IV
34.7%
B/E move
4.2%

30Δ

Calls
Pseudo strike
112.64
IV
26.0%
B/E move
3.1%
Puts
Pseudo strike
107.23
IV
34.3%
B/E move
3.6%

35Δ

Calls
Pseudo strike
111.88
IV
24.6%
B/E move
2.6%
Puts
Pseudo strike
108.19
IV
31.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
111.37
IV
25.7%
B/E move
2.3%
Puts
Pseudo strike
108.97
IV
30.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
110.83
IV
26.8%
B/E move
2.1%
Puts
Pseudo strike
109.63
IV
29.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
110.25
IV
27.6%
B/E move
1.9%
Puts
Pseudo strike
110.29
IV
29.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
109.69
IV
27.1%
B/E move
1.6%
Puts
Pseudo strike
110.97
IV
31.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
109.14
IV
25.7%
B/E move
1.3%
Puts
Pseudo strike
111.66
IV
31.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
108.57
IV
25.2%
B/E move
1.1%
Puts
Pseudo strike
112.43
IV
31.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
107.99
IV
25.1%
B/E move
0.9%
Puts
Pseudo strike
113.32
IV
32.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
107.37
IV
24.8%
B/E move
0.7%
Puts
Pseudo strike
114.38
IV
34.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
106.81
IV
23.8%
B/E move
0.5%
Puts
Pseudo strike
115.79
IV
36.4%
B/E move
0.5%

Options history

IV · four-Friday blend28.80%
Daily EOD
RSPG27.1%28.9%30.8%2026-10-19: 27.32%2026-10-20: 28.94%2026-10-21: 28.01%2026-10-22: 29.24%2026-10-27: 30.55%2026-10-28: 30.35%2026-10-29: 28.80%Oct 19Oct 22Oct 29
7 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
27.32%
28.94%
28.01%
29.24%
30.55%
30.35%
28.80%