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Invesco S&P 500 Equal Weight Materials ETF RSPM

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Market datapartial · fetched 2026-10-23T15:46:26.754Z

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 · 2026-10-23T14:59:11.567688683Z

FundamentalsAlpha Vantage · unavailable

Share price$39.13
1D+0.0%
$39.10$39.11$39.13$39.14$39.155:30 AM6:30 AM9:00 AM1:00 PMRSPM
Sold putSold call

Invesco S&P 500 Equal Weight Materials ETF options

Live interpolated RSPM call and put midpoint premiums by absolute delta.Invesco S&P 500 Equal Weight Materials ETF$0.59$1.72$2.85$3.98$5.11$34.67$36.78$38.88$40.99$43.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSPM spot · $39.13RSPM PRICE$0.72$0.76$0.81$0.89$0.96$1.02$1.09$1.22$1.36$1.50$0.75$0.81$0.87$0.93$1.00$1.08$1.19$1.30$1.42$1.73$2.06$3.15$4.78
PutsExpensive1.98×
CallsExpensive1.67×
SkewBearish+4.65 pp
Implied moveBearish±$2.22
TiltBearish34.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.4759.3%13.8%
25Δ43.5148.1%13.0%35.6650.9%10.9%
30Δ42.1440.4%9.6%36.8642.5%8.0%
35Δ40.9033.4%6.6%38.0234.4%5.2%
40Δ40.2930.2%5.2%38.5231.1%4.1%
45Δ39.8127.4%4.2%39.0127.8%3.1%
50Δ39.4325.0%3.4%39.3326.3%2.5%
55Δ39.0522.5%2.6%39.6524.8%2.0%
60Δ38.7621.5%2.2%39.9823.2%1.5%
65Δ38.4820.8%1.8%40.4024.0%1.2%
70Δ38.1920.0%1.4%40.8224.9%1.0%
75Δ41.9829.8%0.8%
80Δ43.6637.5%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.47
IV
59.3%
B/E move
13.8%

25Δ

Calls
Pseudo strike
43.51
IV
48.1%
B/E move
13.0%
Puts
Pseudo strike
35.66
IV
50.9%
B/E move
10.9%

30Δ

Calls
Pseudo strike
42.14
IV
40.4%
B/E move
9.6%
Puts
Pseudo strike
36.86
IV
42.5%
B/E move
8.0%

35Δ

Calls
Pseudo strike
40.90
IV
33.4%
B/E move
6.6%
Puts
Pseudo strike
38.02
IV
34.4%
B/E move
5.2%

40Δ

Calls
Pseudo strike
40.29
IV
30.2%
B/E move
5.2%
Puts
Pseudo strike
38.52
IV
31.1%
B/E move
4.1%

45Δ

Calls
Pseudo strike
39.81
IV
27.4%
B/E move
4.2%
Puts
Pseudo strike
39.01
IV
27.8%
B/E move
3.1%

50Δ

Calls
Pseudo strike
39.43
IV
25.0%
B/E move
3.4%
Puts
Pseudo strike
39.33
IV
26.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
39.05
IV
22.5%
B/E move
2.6%
Puts
Pseudo strike
39.65
IV
24.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
38.76
IV
21.5%
B/E move
2.2%
Puts
Pseudo strike
39.98
IV
23.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
38.48
IV
20.8%
B/E move
1.8%
Puts
Pseudo strike
40.40
IV
24.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
38.19
IV
20.0%
B/E move
1.4%
Puts
Pseudo strike
40.82
IV
24.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.98
IV
29.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.66
IV
37.5%
B/E move
0.7%

Options history

No recorded observations