Invesco S&P 500 Equal Weight Utilities ETF RSPU
i
Market dataready · fetched 2026-11-11T15:56:49.794Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T15:48:31.6594854Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:56:49.188123+00:00
Invesco S&P 500 Equal Weight Utilities ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 74.55 | 16.6% | 4.5% | |||
| 25Δ | 80.85 | 17.0% | 5.1% | 75.22 | 17.3% | 3.9% |
| 30Δ | 80.45 | 19.0% | 4.9% | 75.59 | 19.8% | 3.9% |
| 35Δ | 80.05 | 21.0% | 4.8% | 75.96 | 22.4% | 3.8% |
| 40Δ | 79.38 | 21.0% | 4.2% | 76.65 | 22.5% | 3.3% |
| 45Δ | 78.68 | 20.4% | 3.6% | 77.36 | 22.6% | 2.8% |
| 50Δ | 78.01 | 19.5% | 3.0% | 78.07 | 22.9% | 2.4% |
| 55Δ | 77.49 | 17.5% | 2.4% | 78.78 | 22.8% | 2.0% |
| 60Δ | 76.98 | 15.7% | 1.9% | 79.50 | 22.4% | 1.6% |
| 65Δ | 76.46 | 15.5% | 1.6% | 80.22 | 21.7% | 1.3% |
| 70Δ | 75.94 | 15.3% | 1.4% | 80.94 | 21.1% | 1.0% |
| 75Δ | 75.42 | 15.2% | 1.2% | 81.66 | 20.5% | 0.7% |
| 80Δ | 74.78 | 15.2% | 0.9% | 82.38 | 19.9% | 0.3% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 74.55
- IV
- 16.6%
- B/E move
- 4.5%
25Δ
- Pseudo strike
- 80.85
- IV
- 17.0%
- B/E move
- 5.1%
- Pseudo strike
- 75.22
- IV
- 17.3%
- B/E move
- 3.9%
30Δ
- Pseudo strike
- 80.45
- IV
- 19.0%
- B/E move
- 4.9%
- Pseudo strike
- 75.59
- IV
- 19.8%
- B/E move
- 3.9%
35Δ
- Pseudo strike
- 80.05
- IV
- 21.0%
- B/E move
- 4.8%
- Pseudo strike
- 75.96
- IV
- 22.4%
- B/E move
- 3.8%
40Δ
- Pseudo strike
- 79.38
- IV
- 21.0%
- B/E move
- 4.2%
- Pseudo strike
- 76.65
- IV
- 22.5%
- B/E move
- 3.3%
45Δ
- Pseudo strike
- 78.68
- IV
- 20.4%
- B/E move
- 3.6%
- Pseudo strike
- 77.36
- IV
- 22.6%
- B/E move
- 2.8%
50Δ
- Pseudo strike
- 78.01
- IV
- 19.5%
- B/E move
- 3.0%
- Pseudo strike
- 78.07
- IV
- 22.9%
- B/E move
- 2.4%
55Δ
- Pseudo strike
- 77.49
- IV
- 17.5%
- B/E move
- 2.4%
- Pseudo strike
- 78.78
- IV
- 22.8%
- B/E move
- 2.0%
60Δ
- Pseudo strike
- 76.98
- IV
- 15.7%
- B/E move
- 1.9%
- Pseudo strike
- 79.50
- IV
- 22.4%
- B/E move
- 1.6%
65Δ
- Pseudo strike
- 76.46
- IV
- 15.5%
- B/E move
- 1.6%
- Pseudo strike
- 80.22
- IV
- 21.7%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 75.94
- IV
- 15.3%
- B/E move
- 1.4%
- Pseudo strike
- 80.94
- IV
- 21.1%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 75.42
- IV
- 15.2%
- B/E move
- 1.2%
- Pseudo strike
- 81.66
- IV
- 20.5%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 74.78
- IV
- 15.2%
- B/E move
- 0.9%
- Pseudo strike
- 82.38
- IV
- 19.9%
- B/E move
- 0.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 16.73% | |
| 17.14% | |
| 18.07% | |
| 18.06% | |
| 15.88% | |
| 14.88% | |
| 17.41% | |
| 15.59% | |
| 17.15% | |
| 18.10% |