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Invesco S&P MidCap 400 Revenue ETF RWK

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Market dataready · fetched 2026-11-12T02:45:54.811Z

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 · 2026-11-12T01:00:00.148162347Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:45:54.473232+00:00

Share price$148.93
1D+0.3%
AH$147.61$148.02$148.43$148.84$149.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRWK
Sold putSold callAH

Invesco S&P MidCap 400 Revenue ETF options

Live interpolated RWK call and put midpoint premiums by absolute delta.Invesco S&P MidCap 400 Revenue ETF$0.88$1.61$2.34$3.06$3.79$141.92$145.56$149.21$152.85$156.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RWK spot · $148.93RWK PRICE$0.96$1.02$1.12$1.23$1.33$1.42$1.55$1.70$1.88$2.22$2.56$3.01$1.01$1.11$1.22$1.31$1.44$1.60$1.75$1.87$2.01$2.31$2.61$3.03$3.58
PutsFair1.01×
Calls——
Skew——
Implied moveBearish±$3.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ142.1238.0%5.2%
25Δ153.7828.6%3.9%144.4331.5%3.8%
30Δ152.1123.8%2.8%145.9627.2%2.8%
35Δ151.0621.0%2.2%147.0923.7%2.1%
40Δ150.3019.1%1.7%147.9121.5%1.6%
45Δ149.6917.4%1.4%148.5520.0%1.3%
50Δ149.1615.7%1.1%149.1218.5%1.1%
55Δ148.7214.7%0.9%149.5917.0%0.8%
60Δ148.3313.8%0.7%150.0515.7%0.6%
65Δ147.9213.1%0.6%150.5315.5%0.5%
70Δ147.4613.3%0.5%151.0115.3%0.4%
75Δ146.9913.5%0.4%151.5815.3%0.3%
80Δ146.4213.6%0.3%152.2615.6%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
142.12
IV
38.0%
B/E move
5.2%

25Δ

Calls
Pseudo strike
153.78
IV
28.6%
B/E move
3.9%
Puts
Pseudo strike
144.43
IV
31.5%
B/E move
3.8%

30Δ

Calls
Pseudo strike
152.11
IV
23.8%
B/E move
2.8%
Puts
Pseudo strike
145.96
IV
27.2%
B/E move
2.8%

35Δ

Calls
Pseudo strike
151.06
IV
21.0%
B/E move
2.2%
Puts
Pseudo strike
147.09
IV
23.7%
B/E move
2.1%

40Δ

Calls
Pseudo strike
150.30
IV
19.1%
B/E move
1.7%
Puts
Pseudo strike
147.91
IV
21.5%
B/E move
1.6%

45Δ

Calls
Pseudo strike
149.69
IV
17.4%
B/E move
1.4%
Puts
Pseudo strike
148.55
IV
20.0%
B/E move
1.3%

50Δ

Calls
Pseudo strike
149.16
IV
15.7%
B/E move
1.1%
Puts
Pseudo strike
149.12
IV
18.5%
B/E move
1.1%

55Δ

Calls
Pseudo strike
148.72
IV
14.7%
B/E move
0.9%
Puts
Pseudo strike
149.59
IV
17.0%
B/E move
0.8%

60Δ

Calls
Pseudo strike
148.33
IV
13.8%
B/E move
0.7%
Puts
Pseudo strike
150.05
IV
15.7%
B/E move
0.6%

65Δ

Calls
Pseudo strike
147.92
IV
13.1%
B/E move
0.6%
Puts
Pseudo strike
150.53
IV
15.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
147.46
IV
13.3%
B/E move
0.5%
Puts
Pseudo strike
151.01
IV
15.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
146.99
IV
13.5%
B/E move
0.4%
Puts
Pseudo strike
151.58
IV
15.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
146.42
IV
13.6%
B/E move
0.3%
Puts
Pseudo strike
152.26
IV
15.6%
B/E move
0.2%

Options history

IV · four-Friday blend40.98%
Daily EOD
RWK13.4%28.2%43.0%2026-10-19: 35.32%2026-10-20: 17.73%2026-10-21: 23.13%2026-10-22: 16.49%2026-10-23: 17.35%2026-10-26: 16.83%2026-10-27: 19.61%2026-10-28: 15.86%2026-10-29: 15.48%2026-10-30: 40.98%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.32%
17.73%
23.13%
16.49%
17.35%
16.83%
19.61%
15.86%
15.48%
40.98%