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Invesco S&P 500 Equal Weight Consumer Staples ETF RSPS

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Market datapartial · fetched 2026-10-22T14:52:18.720Z

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 · 2026-10-22T14:52:00.401805819Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:45:55.830583+00:00

Share price$31.46
1D+2.0%
$30.80$30.98$31.16$31.34$31.525:30 AM6:30 AM9:00 AM1:00 PMRSPS
Sold putSold call

Invesco S&P 500 Equal Weight Consumer Staples ETF options

Live interpolated RSPS call and put midpoint premiums by absolute delta.Invesco S&P 500 Equal Weight Consumer Staples ETF$0.96$1.69$2.42$3.15$3.88$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICERSPS PRICE$1.04$1.26$1.48$1.70$1.92$2.14$2.36$2.58$2.79$3.01$3.23$3.45$3.67
PutsExpensive5.41×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.41118.8%32.1%
25Δ23.42112.3%29.6%
30Δ24.44105.7%27.0%
35Δ25.4699.2%24.5%
40Δ26.4892.7%21.9%
45Δ27.5086.2%19.4%
50Δ28.5279.7%16.8%
55Δ29.5473.1%14.3%
60Δ30.5666.6%11.8%
65Δ31.5760.1%9.2%
70Δ32.5953.6%6.7%
75Δ33.6147.1%4.1%
80Δ34.6340.5%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.41
IV
118.8%
B/E move
32.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.42
IV
112.3%
B/E move
29.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.44
IV
105.7%
B/E move
27.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.46
IV
99.2%
B/E move
24.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.48
IV
92.7%
B/E move
21.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.50
IV
86.2%
B/E move
19.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.52
IV
79.7%
B/E move
16.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.54
IV
73.1%
B/E move
14.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.56
IV
66.6%
B/E move
11.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.57
IV
60.1%
B/E move
9.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.59
IV
53.6%
B/E move
6.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.61
IV
47.1%
B/E move
4.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.63
IV
40.5%
B/E move
1.6%

Options history

No recorded observations