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Invesco S&P SmallCap 600 Revenue ETF RWJ

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Market datapartial · fetched 2026-10-23T15:46:23.144Z

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 · 2026-10-23T15:46:13.17011029Z

FundamentalsAlpha Vantage · unavailable

Share price$57.79
1D+0.0%
$57.28$57.46$57.63$57.80$57.985:30 AM6:30 AM9:00 AM1:00 PMRWJ
Sold putSold call

Invesco S&P SmallCap 600 Revenue ETF options

Live interpolated RWJ call and put midpoint premiums by absolute delta.Invesco S&P SmallCap 600 Revenue ETF$0.59$1.88$3.16$4.45$5.73$52.42$54.82$57.22$59.62$62.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RWJ spot · $57.78RWJ PRICE$0.94$1.06$1.19$1.43$1.69$2.01$2.42$2.82$3.22$0.73$0.82$0.90$0.99$1.11$1.31$1.52$1.81$2.13$2.94$3.75$4.55$5.36
PutsExpensive1.63×
CallsExpensive1.18×
SkewBearish+7.02 pp
Implied moveBearish±$2.71
TiltBearish24.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.2343.0%10.9%
25Δ53.5137.7%8.8%
30Δ54.8032.4%6.7%
35Δ56.0827.1%4.7%
40Δ58.9621.1%3.7%57.1323.3%3.0%
45Δ58.5020.2%3.1%57.6123.0%2.6%
50Δ58.0519.2%2.5%58.0822.8%2.1%
55Δ57.6319.6%2.2%58.5623.1%1.8%
60Δ57.2220.1%1.9%59.0723.4%1.5%
65Δ56.7520.6%1.7%60.0124.3%1.2%
70Δ56.2121.1%1.5%60.9625.3%1.0%
75Δ55.6721.5%1.2%61.9026.3%0.8%
80Δ55.1322.0%1.0%62.8527.2%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.23
IV
43.0%
B/E move
10.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.51
IV
37.7%
B/E move
8.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.80
IV
32.4%
B/E move
6.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.08
IV
27.1%
B/E move
4.7%

40Δ

Calls
Pseudo strike
58.96
IV
21.1%
B/E move
3.7%
Puts
Pseudo strike
57.13
IV
23.3%
B/E move
3.0%

45Δ

Calls
Pseudo strike
58.50
IV
20.2%
B/E move
3.1%
Puts
Pseudo strike
57.61
IV
23.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
58.05
IV
19.2%
B/E move
2.5%
Puts
Pseudo strike
58.08
IV
22.8%
B/E move
2.1%

55Δ

Calls
Pseudo strike
57.63
IV
19.6%
B/E move
2.2%
Puts
Pseudo strike
58.56
IV
23.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
57.22
IV
20.1%
B/E move
1.9%
Puts
Pseudo strike
59.07
IV
23.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
56.75
IV
20.6%
B/E move
1.7%
Puts
Pseudo strike
60.01
IV
24.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
56.21
IV
21.1%
B/E move
1.5%
Puts
Pseudo strike
60.96
IV
25.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
55.67
IV
21.5%
B/E move
1.2%
Puts
Pseudo strike
61.90
IV
26.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
55.13
IV
22.0%
B/E move
1.0%
Puts
Pseudo strike
62.85
IV
27.2%
B/E move
0.5%

Options history

No recorded observations