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Invesco S&P SmallCap 600 Revenue ETF RWJ

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Market dataready · fetched 2026-10-24T04:28:43.469Z

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 · 2026-10-24T00:00:00.013169788Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:28:43.630081+00:00

Share price$57.92
1D+0.2%
AH$57.28$57.46$57.65$57.83$58.015:30 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$0.49$1.46$2.43$3.40$4.37$52.83$55.24$57.65$60.06$62.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RWJ spot · $57.92RWJ PRICE$0.59$0.65$0.74$0.82$0.91$1.05$1.19$1.39$1.65$1.91$2.30$2.68$3.08$0.70$0.78$0.88$0.99$1.14$1.32$1.55$1.82$2.11$2.44$2.85$3.39$4.09
PutsExpensive1.59×
CallsExpensive1.30×
SkewBearish+3.36 pp
Implied moveBearish±$2.73
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.3134.8%10.3%53.5537.5%8.8%
25Δ61.4928.5%7.3%55.0331.3%6.3%
30Δ60.4725.4%5.7%56.0027.7%4.8%
35Δ59.6922.7%4.5%56.6625.7%3.9%
40Δ59.0720.8%3.6%57.2424.3%3.1%
45Δ58.6220.0%3.0%57.7323.7%2.6%
50Δ58.1919.5%2.5%58.2123.5%2.2%
55Δ57.7719.4%2.1%58.6923.6%1.8%
60Δ57.3719.8%1.9%59.1723.7%1.5%
65Δ56.9520.3%1.6%59.6823.7%1.2%
70Δ56.4421.0%1.4%60.2523.9%0.9%
75Δ55.9321.6%1.2%60.9324.7%0.7%
80Δ55.3921.3%1.0%61.7625.6%0.4%

20Δ

Calls
Pseudo strike
63.31
IV
34.8%
B/E move
10.3%
Puts
Pseudo strike
53.55
IV
37.5%
B/E move
8.8%

25Δ

Calls
Pseudo strike
61.49
IV
28.5%
B/E move
7.3%
Puts
Pseudo strike
55.03
IV
31.3%
B/E move
6.3%

30Δ

Calls
Pseudo strike
60.47
IV
25.4%
B/E move
5.7%
Puts
Pseudo strike
56.00
IV
27.7%
B/E move
4.8%

35Δ

Calls
Pseudo strike
59.69
IV
22.7%
B/E move
4.5%
Puts
Pseudo strike
56.66
IV
25.7%
B/E move
3.9%

40Δ

Calls
Pseudo strike
59.07
IV
20.8%
B/E move
3.6%
Puts
Pseudo strike
57.24
IV
24.3%
B/E move
3.1%

45Δ

Calls
Pseudo strike
58.62
IV
20.0%
B/E move
3.0%
Puts
Pseudo strike
57.73
IV
23.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
58.19
IV
19.5%
B/E move
2.5%
Puts
Pseudo strike
58.21
IV
23.5%
B/E move
2.2%

55Δ

Calls
Pseudo strike
57.77
IV
19.4%
B/E move
2.1%
Puts
Pseudo strike
58.69
IV
23.6%
B/E move
1.8%

60Δ

Calls
Pseudo strike
57.37
IV
19.8%
B/E move
1.9%
Puts
Pseudo strike
59.17
IV
23.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
56.95
IV
20.3%
B/E move
1.6%
Puts
Pseudo strike
59.68
IV
23.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
56.44
IV
21.0%
B/E move
1.4%
Puts
Pseudo strike
60.25
IV
23.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
55.93
IV
21.6%
B/E move
1.2%
Puts
Pseudo strike
60.93
IV
24.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
55.39
IV
21.3%
B/E move
1.0%
Puts
Pseudo strike
61.76
IV
25.6%
B/E move
0.4%

Options history

No recorded observations