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Invesco S&P 500 Equal Weight Real Estate ETF RSPR

i

Market dataready · fetched 2026-11-11T14:49:46.996Z

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 · 2026-11-11T14:30:00.343049025Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:49:46.574477+00:00

Share price$36.04
1D+0.0%
$36.02$36.03$36.04$36.05$36.065:30 AM6:30 AM9:00 AM1:00 PMRSPR
Sold putSold call

Invesco S&P 500 Equal Weight Real Estate ETF options

Live interpolated RSPR call and put midpoint premiums by absolute delta.Invesco S&P 500 Equal Weight Real Estate ETF$0.43$0.64$0.86$1.08$1.29$33.56$34.83$36.10$37.36$38.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSPR spot · $36.04RSPR PRICE$0.45$0.46$0.49$0.52$0.58$0.63$0.69$0.76$0.84$0.93$1.01$1.09$1.17$0.45$0.48$0.51$0.55$0.59$0.63$0.69$0.76$0.83$0.90$0.97$1.04$1.23
PutsExpensive1.30×
CallsExpensive1.27×
SkewBullish-1.97 pp
Implied moveBalanced±$1.38
TiltBalanced0.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.1574.3%12.7%33.1467.5%9.3%
25Δ38.5456.8%8.2%34.1454.4%6.6%
30Δ37.6947.3%5.9%34.7945.8%4.9%
35Δ37.0740.1%4.3%35.2240.3%3.8%
40Δ36.7436.9%3.5%35.5436.1%3.0%
45Δ36.4534.2%2.9%35.8632.0%2.3%
50Δ36.1631.4%2.3%36.0929.3%1.8%
55Δ35.9229.3%1.8%36.2627.8%1.5%
60Δ35.7527.9%1.5%36.4226.2%1.2%
65Δ35.5826.5%1.3%36.5924.7%1.0%
70Δ35.4025.1%1.0%36.7523.2%0.7%
75Δ35.2323.7%0.8%36.9221.6%0.5%
80Δ35.0522.3%0.5%37.1721.4%0.3%

20Δ

Calls
Pseudo strike
40.15
IV
74.3%
B/E move
12.7%
Puts
Pseudo strike
33.14
IV
67.5%
B/E move
9.3%

25Δ

Calls
Pseudo strike
38.54
IV
56.8%
B/E move
8.2%
Puts
Pseudo strike
34.14
IV
54.4%
B/E move
6.6%

30Δ

Calls
Pseudo strike
37.69
IV
47.3%
B/E move
5.9%
Puts
Pseudo strike
34.79
IV
45.8%
B/E move
4.9%

35Δ

Calls
Pseudo strike
37.07
IV
40.1%
B/E move
4.3%
Puts
Pseudo strike
35.22
IV
40.3%
B/E move
3.8%

40Δ

Calls
Pseudo strike
36.74
IV
36.9%
B/E move
3.5%
Puts
Pseudo strike
35.54
IV
36.1%
B/E move
3.0%

45Δ

Calls
Pseudo strike
36.45
IV
34.2%
B/E move
2.9%
Puts
Pseudo strike
35.86
IV
32.0%
B/E move
2.3%

50Δ

Calls
Pseudo strike
36.16
IV
31.4%
B/E move
2.3%
Puts
Pseudo strike
36.09
IV
29.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
35.92
IV
29.3%
B/E move
1.8%
Puts
Pseudo strike
36.26
IV
27.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
35.75
IV
27.9%
B/E move
1.5%
Puts
Pseudo strike
36.42
IV
26.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
35.58
IV
26.5%
B/E move
1.3%
Puts
Pseudo strike
36.59
IV
24.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
35.40
IV
25.1%
B/E move
1.0%
Puts
Pseudo strike
36.75
IV
23.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
35.23
IV
23.7%
B/E move
0.8%
Puts
Pseudo strike
36.92
IV
21.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
35.05
IV
22.3%
B/E move
0.5%
Puts
Pseudo strike
37.17
IV
21.4%
B/E move
0.3%

Options history

IV · four-Friday blend18.87%
Daily EOD
RSPR18.0%18.6%19.2%2026-10-19: 18.33%2026-10-20: 18.47%2026-10-21: 18.54%2026-10-22: 18.06%2026-10-23: 18.25%2026-10-26: 18.72%2026-10-27: 18.76%2026-10-28: 19.16%2026-10-29: 18.72%2026-10-30: 18.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.33%
18.47%
18.54%
18.06%
18.25%
18.72%
18.76%
19.16%
18.72%
18.87%