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Invesco S&P 500 Equal Weight Health Care ETF RSPH

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Market datapartial · fetched 2026-10-22T21:12:09.352Z

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 · 2026-10-22T20:10:00.002401925Z

FundamentalsAlpha Vantage · unavailable

Share price$39.76
1D+0.6%
AH$39.31$39.45$39.58$39.71$39.855:30 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$0.55$1.31$2.08$2.84$3.61$35.30$37.36$39.42$41.49$43.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSPH spot · $39.76RSPH PRICE$0.63$0.73$0.79$0.86$0.91$0.78$0.72$0.90$1.07$1.25$1.44$1.63$1.82$0.74$0.82$0.87$0.97$1.08$1.17$1.26$1.46$1.66$1.92$2.33$2.81$3.39
PutsExpensive1.93×
CallsExpensive1.37×
SkewBearish+6.00 pp
Implied moveBearish±$1.98
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.4951.7%16.0%35.4454.8%12.7%
25Δ43.9646.4%12.4%36.8745.8%9.3%
30Δ42.6839.8%9.3%37.9038.6%6.9%
35Δ41.6634.5%6.9%38.5635.1%5.5%
40Δ40.9430.2%5.3%39.1332.1%4.3%
45Δ40.4122.2%3.6%39.5829.4%3.4%
50Δ39.9416.3%2.2%40.0226.8%2.5%
55Δ39.6717.0%2.0%40.3826.4%2.1%
60Δ39.4117.6%1.8%40.7425.9%1.7%
65Δ39.1518.3%1.6%41.1525.9%1.3%
70Δ38.8718.4%1.4%41.6727.1%1.1%
75Δ38.5917.9%1.1%42.2428.3%0.8%
80Δ38.3017.3%0.9%42.9329.4%0.6%

20Δ

Calls
Pseudo strike
45.49
IV
51.7%
B/E move
16.0%
Puts
Pseudo strike
35.44
IV
54.8%
B/E move
12.7%

25Δ

Calls
Pseudo strike
43.96
IV
46.4%
B/E move
12.4%
Puts
Pseudo strike
36.87
IV
45.8%
B/E move
9.3%

30Δ

Calls
Pseudo strike
42.68
IV
39.8%
B/E move
9.3%
Puts
Pseudo strike
37.90
IV
38.6%
B/E move
6.9%

35Δ

Calls
Pseudo strike
41.66
IV
34.5%
B/E move
6.9%
Puts
Pseudo strike
38.56
IV
35.1%
B/E move
5.5%

40Δ

Calls
Pseudo strike
40.94
IV
30.2%
B/E move
5.3%
Puts
Pseudo strike
39.13
IV
32.1%
B/E move
4.3%

45Δ

Calls
Pseudo strike
40.41
IV
22.2%
B/E move
3.6%
Puts
Pseudo strike
39.58
IV
29.4%
B/E move
3.4%

50Δ

Calls
Pseudo strike
39.94
IV
16.3%
B/E move
2.2%
Puts
Pseudo strike
40.02
IV
26.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
39.67
IV
17.0%
B/E move
2.0%
Puts
Pseudo strike
40.38
IV
26.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
39.41
IV
17.6%
B/E move
1.8%
Puts
Pseudo strike
40.74
IV
25.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
39.15
IV
18.3%
B/E move
1.6%
Puts
Pseudo strike
41.15
IV
25.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
38.87
IV
18.4%
B/E move
1.4%
Puts
Pseudo strike
41.67
IV
27.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
38.59
IV
17.9%
B/E move
1.1%
Puts
Pseudo strike
42.24
IV
28.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
38.30
IV
17.3%
B/E move
0.9%
Puts
Pseudo strike
42.93
IV
29.4%
B/E move
0.6%

Options history

No recorded observations