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Invesco S&P SmallCap 600 Revenue ETF RWJ

i

Market dataready · fetched 2026-11-13T01:05:07.538Z

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 · 2026-11-13T01:00:00.148712444Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:05:07.162327+00:00

Share price$58.70
1D-1.4%
AH$58.59$58.85$59.10$59.36$59.625:30 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$0.50$0.96$1.42$1.87$2.33$55.86$58.32$60.77$63.23$65.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RWJ spot · $58.70RWJ PRICE$0.55$0.56$0.60$0.66$0.74$0.82$0.92$1.03$1.14$1.26$1.53$1.81$2.20$0.56$0.59$0.64$0.69$0.75$0.81$0.87$0.94$1.01$1.08$1.15
Puts——
CallsCheap0.46×
Skew——
Implied moveBullish±$1.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.5259.9%9.1%54.8657.4%7.5%
25Δ61.6245.4%5.9%56.3044.9%5.1%
30Δ60.6438.2%4.3%57.1338.1%3.8%
35Δ59.9633.4%3.3%57.6833.7%2.9%
40Δ59.5531.2%2.7%58.1330.1%2.3%
45Δ59.1528.9%2.2%58.4427.7%1.8%
50Δ58.8227.4%1.8%58.7425.2%1.4%
55Δ58.5526.2%1.5%59.0323.0%1.0%
60Δ58.2725.0%1.2%59.2021.4%0.9%
65Δ57.9923.8%0.9%59.3619.9%0.7%
70Δ57.6424.6%0.8%59.5318.4%0.5%
75Δ57.2825.4%0.7%
80Δ56.8227.2%0.5%

20Δ

Calls
Pseudo strike
63.52
IV
59.9%
B/E move
9.1%
Puts
Pseudo strike
54.86
IV
57.4%
B/E move
7.5%

25Δ

Calls
Pseudo strike
61.62
IV
45.4%
B/E move
5.9%
Puts
Pseudo strike
56.30
IV
44.9%
B/E move
5.1%

30Δ

Calls
Pseudo strike
60.64
IV
38.2%
B/E move
4.3%
Puts
Pseudo strike
57.13
IV
38.1%
B/E move
3.8%

35Δ

Calls
Pseudo strike
59.96
IV
33.4%
B/E move
3.3%
Puts
Pseudo strike
57.68
IV
33.7%
B/E move
2.9%

40Δ

Calls
Pseudo strike
59.55
IV
31.2%
B/E move
2.7%
Puts
Pseudo strike
58.13
IV
30.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
59.15
IV
28.9%
B/E move
2.2%
Puts
Pseudo strike
58.44
IV
27.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
58.82
IV
27.4%
B/E move
1.8%
Puts
Pseudo strike
58.74
IV
25.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
58.55
IV
26.2%
B/E move
1.5%
Puts
Pseudo strike
59.03
IV
23.0%
B/E move
1.0%

60Δ

Calls
Pseudo strike
58.27
IV
25.0%
B/E move
1.2%
Puts
Pseudo strike
59.20
IV
21.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
57.99
IV
23.8%
B/E move
0.9%
Puts
Pseudo strike
59.36
IV
19.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
57.64
IV
24.6%
B/E move
0.8%
Puts
Pseudo strike
59.53
IV
18.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
57.28
IV
25.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
56.82
IV
27.2%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend57.37%
Daily EOD
RWJ11.3%62.3%113.4%2026-10-19: 53.22%2026-10-20: 81.19%2026-10-21: 52.43%2026-10-22: 42.46%2026-10-23: 19.76%2026-10-26: 65.03%2026-10-27: 38.01%2026-10-28: 106.31%2026-10-29: 18.31%2026-10-30: 57.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.22%
81.19%
52.43%
42.46%
19.76%
65.03%
38.01%
106.31%
18.31%
57.37%