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Invesco S&P SmallCap 600 Revenue ETF RWJ

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Market datapartial · fetched 2026-10-22T23:54:19.128Z

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 · 2026-10-22T22:30:00.004079492Z

FundamentalsAlpha Vantage · unavailable

Share price$58.43
1D+1.7%
AH$57.36$57.65$57.94$58.22$58.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRWJ
Sold putSold callAH

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$0.45$1.66$2.86$4.07$5.27$52.98$55.47$57.96$60.45$62.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RWJ spot · $58.43RWJ PRICE$0.58$0.65$0.73$0.83$0.88$0.92$1.14$1.37$1.64$2.08$2.45$2.68$2.92$0.72$0.81$0.92$1.05$1.25$1.42$1.58$1.86$2.31$2.78$3.34$4.24$4.92
PutsExpensive1.72×
CallsExpensive1.22×
SkewBearish+5.69 pp
Implied moveBearish±$2.72
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.7233.2%10.1%53.9637.5%8.9%
25Δ61.9827.6%7.2%55.4031.9%6.6%
30Δ60.9324.3%5.5%56.3828.4%5.1%
35Δ60.2022.1%4.4%57.1526.0%4.0%
40Δ59.6019.6%3.5%57.7025.4%3.4%
45Δ59.0417.0%2.6%58.2324.4%2.8%
50Δ58.6617.4%2.3%58.7123.1%2.2%
55Δ58.2918.1%2.1%59.2423.0%1.8%
60Δ57.8919.1%1.9%59.8124.6%1.6%
65Δ57.3620.8%1.7%60.4425.6%1.3%
70Δ56.8721.7%1.5%61.1626.7%1.1%
75Δ56.4720.6%1.2%62.1729.1%0.8%
80Δ56.0619.4%0.9%63.0329.2%0.6%

20Δ

Calls
Pseudo strike
63.72
IV
33.2%
B/E move
10.1%
Puts
Pseudo strike
53.96
IV
37.5%
B/E move
8.9%

25Δ

Calls
Pseudo strike
61.98
IV
27.6%
B/E move
7.2%
Puts
Pseudo strike
55.40
IV
31.9%
B/E move
6.6%

30Δ

Calls
Pseudo strike
60.93
IV
24.3%
B/E move
5.5%
Puts
Pseudo strike
56.38
IV
28.4%
B/E move
5.1%

35Δ

Calls
Pseudo strike
60.20
IV
22.1%
B/E move
4.4%
Puts
Pseudo strike
57.15
IV
26.0%
B/E move
4.0%

40Δ

Calls
Pseudo strike
59.60
IV
19.6%
B/E move
3.5%
Puts
Pseudo strike
57.70
IV
25.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
59.04
IV
17.0%
B/E move
2.6%
Puts
Pseudo strike
58.23
IV
24.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
58.66
IV
17.4%
B/E move
2.3%
Puts
Pseudo strike
58.71
IV
23.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
58.29
IV
18.1%
B/E move
2.1%
Puts
Pseudo strike
59.24
IV
23.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
57.89
IV
19.1%
B/E move
1.9%
Puts
Pseudo strike
59.81
IV
24.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
57.36
IV
20.8%
B/E move
1.7%
Puts
Pseudo strike
60.44
IV
25.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
56.87
IV
21.7%
B/E move
1.5%
Puts
Pseudo strike
61.16
IV
26.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
56.47
IV
20.6%
B/E move
1.2%
Puts
Pseudo strike
62.17
IV
29.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
56.06
IV
19.4%
B/E move
0.9%
Puts
Pseudo strike
63.03
IV
29.2%
B/E move
0.6%

Options history

No recorded observations