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Invesco S&P 500 Equal Weight Industrials ETF RSPN

i

Market dataready · fetched 2026-11-13T17:10:36.866Z

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 · 2026-11-13T16:14:07.560692238Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T17:10:36.089479+00:00

Share price$61.46
1D-0.8%
$61.19$61.40$61.61$61.83$62.045:30 AM6:30 AM9:00 AM1:00 PMRSPN
Sold putSold call

Invesco S&P 500 Equal Weight Industrials ETF options

Live interpolated RSPN call and put midpoint premiums by absolute delta.Invesco S&P 500 Equal Weight Industrials ETF$0.63$1.06$1.49$1.92$2.36$57.71$59.75$61.80$63.84$65.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSPN spot · $61.45RSPN PRICE$0.68$0.68$0.79$0.90$1.02$1.13$1.24$1.36$1.47$1.58$1.69$1.81$2.23$0.68$0.69$0.72$0.77$0.85$0.93$1.00$1.08$1.15$1.23$1.31$1.38$1.46
PutsExpensive2.40×
CallsExpensive1.57×
SkewBullish-7.98 pp
Implied moveBullish±$2.25
TiltBullish11.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.4873.9%10.9%57.0767.2%8.2%
25Δ64.9954.9%6.9%58.5653.2%5.8%
30Δ64.5052.1%6.2%59.6243.2%4.1%
35Δ64.0149.3%5.6%60.1738.3%3.3%
40Δ63.5146.4%5.0%60.4436.1%3.0%
45Δ63.0243.6%4.4%60.7133.8%2.7%
50Δ62.5340.8%3.8%60.9831.6%2.4%
55Δ62.0438.0%3.2%61.2529.4%2.1%
60Δ61.5535.1%2.5%61.5227.2%1.8%
65Δ61.0632.3%1.9%61.7825.0%1.5%
70Δ60.5729.5%1.3%62.0522.7%1.2%
75Δ60.0726.6%0.7%62.3220.5%0.8%
80Δ59.5427.8%0.5%62.5918.3%0.5%

20Δ

Calls
Pseudo strike
67.48
IV
73.9%
B/E move
10.9%
Puts
Pseudo strike
57.07
IV
67.2%
B/E move
8.2%

25Δ

Calls
Pseudo strike
64.99
IV
54.9%
B/E move
6.9%
Puts
Pseudo strike
58.56
IV
53.2%
B/E move
5.8%

30Δ

Calls
Pseudo strike
64.50
IV
52.1%
B/E move
6.2%
Puts
Pseudo strike
59.62
IV
43.2%
B/E move
4.1%

35Δ

Calls
Pseudo strike
64.01
IV
49.3%
B/E move
5.6%
Puts
Pseudo strike
60.17
IV
38.3%
B/E move
3.3%

40Δ

Calls
Pseudo strike
63.51
IV
46.4%
B/E move
5.0%
Puts
Pseudo strike
60.44
IV
36.1%
B/E move
3.0%

45Δ

Calls
Pseudo strike
63.02
IV
43.6%
B/E move
4.4%
Puts
Pseudo strike
60.71
IV
33.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
62.53
IV
40.8%
B/E move
3.8%
Puts
Pseudo strike
60.98
IV
31.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
62.04
IV
38.0%
B/E move
3.2%
Puts
Pseudo strike
61.25
IV
29.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
61.55
IV
35.1%
B/E move
2.5%
Puts
Pseudo strike
61.52
IV
27.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
61.06
IV
32.3%
B/E move
1.9%
Puts
Pseudo strike
61.78
IV
25.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
60.57
IV
29.5%
B/E move
1.3%
Puts
Pseudo strike
62.05
IV
22.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
60.07
IV
26.6%
B/E move
0.7%
Puts
Pseudo strike
62.32
IV
20.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
59.54
IV
27.8%
B/E move
0.5%
Puts
Pseudo strike
62.59
IV
18.3%
B/E move
0.5%

Options history

IV · four-Friday blend20.54%
Daily EOD
RSPN18.2%35.0%51.8%2026-10-19: 46.45%2026-10-20: 44.14%2026-10-21: 23.16%2026-10-22: 40.05%2026-10-23: 46.95%2026-10-26: 42.29%2026-10-27: 34.34%2026-10-28: 49.49%2026-10-29: 40.60%2026-10-30: 20.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.45%
44.14%
23.16%
40.05%
46.95%
42.29%
34.34%
49.49%
40.60%
20.54%