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Invesco S&P 500 Equal Weight Health Care ETF RSPH

i

Market dataready · fetched 2026-11-12T02:57:46.879Z

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 · 2026-11-12T01:00:00.134993936Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:57:46.201429+00:00

Share price$41.30
1D+0.3%
AH$41.01$41.10$41.19$41.28$41.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRSPH
Sold putSold callAH

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$0.74$1.04$1.33$1.62$1.91$35.95$38.53$41.12$43.70$46.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RSPH spot · $41.30RSPH PRICE$0.78$0.78$0.84$0.89$0.95$1.01$1.07$1.14$1.20$1.26$1.33$1.39$0.78$0.78$0.83$0.88$0.93$0.99$1.08$1.16$1.24$1.38$1.53$1.68$1.83
PutsCheap0.72×
Calls——
Skew——
Implied moveBearish±$2.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.68100.9%13.1%
25Δ45.7187.0%12.5%38.3777.8%9.0%
30Δ43.9467.8%8.3%39.3065.9%6.8%
35Δ43.2060.0%6.6%39.9158.3%5.5%
40Δ42.4552.3%4.9%40.5350.7%4.1%
45Δ41.8646.0%3.7%41.0744.1%3.0%
50Δ41.5041.9%2.9%41.3741.0%2.4%
55Δ41.1537.8%2.2%41.6737.9%1.9%
60Δ40.8934.5%1.8%41.9634.8%1.4%
65Δ40.7131.8%1.5%42.2233.0%1.1%
70Δ40.5329.1%1.2%42.4731.5%0.9%
75Δ40.3626.4%0.9%42.7230.0%0.6%
80Δ40.1823.7%0.6%42.9728.4%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.68
IV
100.9%
B/E move
13.1%

25Δ

Calls
Pseudo strike
45.71
IV
87.0%
B/E move
12.5%
Puts
Pseudo strike
38.37
IV
77.8%
B/E move
9.0%

30Δ

Calls
Pseudo strike
43.94
IV
67.8%
B/E move
8.3%
Puts
Pseudo strike
39.30
IV
65.9%
B/E move
6.8%

35Δ

Calls
Pseudo strike
43.20
IV
60.0%
B/E move
6.6%
Puts
Pseudo strike
39.91
IV
58.3%
B/E move
5.5%

40Δ

Calls
Pseudo strike
42.45
IV
52.3%
B/E move
4.9%
Puts
Pseudo strike
40.53
IV
50.7%
B/E move
4.1%

45Δ

Calls
Pseudo strike
41.86
IV
46.0%
B/E move
3.7%
Puts
Pseudo strike
41.07
IV
44.1%
B/E move
3.0%

50Δ

Calls
Pseudo strike
41.50
IV
41.9%
B/E move
2.9%
Puts
Pseudo strike
41.37
IV
41.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
41.15
IV
37.8%
B/E move
2.2%
Puts
Pseudo strike
41.67
IV
37.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
40.89
IV
34.5%
B/E move
1.8%
Puts
Pseudo strike
41.96
IV
34.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
40.71
IV
31.8%
B/E move
1.5%
Puts
Pseudo strike
42.22
IV
33.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
40.53
IV
29.1%
B/E move
1.2%
Puts
Pseudo strike
42.47
IV
31.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
40.36
IV
26.4%
B/E move
0.9%
Puts
Pseudo strike
42.72
IV
30.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
40.18
IV
23.7%
B/E move
0.6%
Puts
Pseudo strike
42.97
IV
28.4%
B/E move
0.4%

Options history

IV · four-Friday blend25.37%
Daily EOD
RSPH18.7%51.7%84.7%2026-10-19: 53.85%2026-10-20: 25.12%2026-10-22: 23.25%2026-10-23: 48.25%2026-10-26: 26.93%2026-10-27: 57.36%2026-10-29: 80.19%2026-10-30: 25.37%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.85%
25.12%
23.25%
48.25%
26.93%
57.36%
80.19%
25.37%