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Invesco S&P 500 Equal Weight Health Care ETF RSPH

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Market dataready · fetched 2026-10-22T14:52:33.520Z

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 · 2026-10-22T14:43:46.595074389Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:52:32.047848+00:00

Share price$39.64
1D+0.7%
$39.32$39.42$39.52$39.62$39.725:30 AM6:30 AM9:00 AM1:00 PMRSPH
Sold putSold call

Invesco S&P 500 Equal Weight Health Care ETF options

Live interpolated RSPH call and put midpoint premiums by absolute delta.Invesco S&P 500 Equal Weight Health Care ETF$0.75$1.41$2.07$2.73$3.39$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICERSPH PRICE$0.82$0.89$0.96$1.02$1.09$1.16$1.23$1.37$1.54$1.71$2.11$2.65$3.20
PutsExpensive2.38×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.6276.8%19.8%
25Δ33.7968.7%17.0%
30Δ34.9660.5%14.2%
35Δ36.1352.4%11.4%
40Δ37.2944.2%8.7%
45Δ38.4636.1%5.9%
50Δ39.6328.0%3.1%
55Δ40.2224.9%2.0%
60Δ40.5524.1%1.6%
65Δ40.8723.4%1.2%
70Δ41.3923.5%0.9%
75Δ42.0224.3%0.7%
80Δ42.6625.0%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.62
IV
76.8%
B/E move
19.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.79
IV
68.7%
B/E move
17.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.96
IV
60.5%
B/E move
14.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.13
IV
52.4%
B/E move
11.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.29
IV
44.2%
B/E move
8.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.46
IV
36.1%
B/E move
5.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.63
IV
28.0%
B/E move
3.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.22
IV
24.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.55
IV
24.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.87
IV
23.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.39
IV
23.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.02
IV
24.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.66
IV
25.0%
B/E move
0.5%

Options history

No recorded observations