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Invesco S&P 500 Equal Weight Materials ETF RSPM

i

Market dataready · fetched 2026-11-14T02:11:14.635Z

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 · 2026-11-14T01:00:00.122401771Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-14T02:11:13.914011+00:00

Share price$39.86
1D-0.8%
AH$39.74$39.86$39.98$40.09$40.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRSPM
Sold putSold callAH

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$0.70$0.96$1.23$1.50$1.76$36.34$38.20$40.05$41.91$43.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSPM spot · $39.86RSPM PRICE$0.72$0.72$0.74$0.75$0.78$0.85$0.91$0.98$1.05$1.11$1.18$1.32$1.48$0.72$0.72$0.74$0.78$0.84$0.90$0.97$1.04$1.12$1.20$1.28$1.39$1.69
PutsExpensive3.19×
CallsCheap0.93×
SkewBullish-2.95 pp
Implied moveBearish±$1.87
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.02129.6%19.8%35.50111.5%12.8%
25Δ43.9395.4%12.0%37.1484.7%8.7%
30Δ42.3775.9%8.2%38.1468.1%6.2%
35Δ41.4062.0%5.8%38.7759.0%4.7%
40Δ40.7853.1%4.3%39.2352.7%3.7%
45Δ40.3748.2%3.4%39.5947.9%2.9%
50Δ39.9743.5%2.6%39.9543.1%2.2%
55Δ39.7440.5%2.2%40.1840.1%1.8%
60Δ39.5237.5%1.8%40.3937.4%1.5%
65Δ39.2934.5%1.4%40.6034.8%1.1%
70Δ39.0631.5%1.0%40.8232.1%0.8%
75Δ38.8329.5%0.7%41.0429.8%0.5%
80Δ38.6127.9%0.6%41.4030.0%0.4%

20Δ

Calls
Pseudo strike
47.02
IV
129.6%
B/E move
19.8%
Puts
Pseudo strike
35.50
IV
111.5%
B/E move
12.8%

25Δ

Calls
Pseudo strike
43.93
IV
95.4%
B/E move
12.0%
Puts
Pseudo strike
37.14
IV
84.7%
B/E move
8.7%

30Δ

Calls
Pseudo strike
42.37
IV
75.9%
B/E move
8.2%
Puts
Pseudo strike
38.14
IV
68.1%
B/E move
6.2%

35Δ

Calls
Pseudo strike
41.40
IV
62.0%
B/E move
5.8%
Puts
Pseudo strike
38.77
IV
59.0%
B/E move
4.7%

40Δ

Calls
Pseudo strike
40.78
IV
53.1%
B/E move
4.3%
Puts
Pseudo strike
39.23
IV
52.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
40.37
IV
48.2%
B/E move
3.4%
Puts
Pseudo strike
39.59
IV
47.9%
B/E move
2.9%

50Δ

Calls
Pseudo strike
39.97
IV
43.5%
B/E move
2.6%
Puts
Pseudo strike
39.95
IV
43.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
39.74
IV
40.5%
B/E move
2.2%
Puts
Pseudo strike
40.18
IV
40.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
39.52
IV
37.5%
B/E move
1.8%
Puts
Pseudo strike
40.39
IV
37.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
39.29
IV
34.5%
B/E move
1.4%
Puts
Pseudo strike
40.60
IV
34.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
39.06
IV
31.5%
B/E move
1.0%
Puts
Pseudo strike
40.82
IV
32.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
38.83
IV
29.5%
B/E move
0.7%
Puts
Pseudo strike
41.04
IV
29.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
38.61
IV
27.9%
B/E move
0.6%
Puts
Pseudo strike
41.40
IV
30.0%
B/E move
0.4%

Options history

IV · four-Friday blend24.55%
Daily EOD
RSPM20.2%51.9%83.7%2026-10-19: 72.06%2026-10-20: 57.83%2026-10-21: 56.96%2026-10-22: 72.19%2026-10-23: 71.95%2026-10-26: 60.80%2026-10-27: 60.99%2026-10-28: 78.11%2026-10-29: 79.30%2026-10-30: 24.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
72.06%
57.83%
56.96%
72.19%
71.95%
60.80%
60.99%
78.11%
79.30%
24.55%