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Invesco S&P 500 Revenue ETF RWL

i

Market dataready · fetched 2026-11-12T02:43:22.197Z

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 · 2026-11-12T01:00:00.087772609Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:43:21.856999+00:00

Share price$137.30
1D+0.6%
AH$136.25$136.54$136.82$137.10$137.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRWL
Sold putSold callAH

Invesco S&P 500 Revenue ETF options

Live interpolated RWL call and put midpoint premiums by absolute delta.Invesco S&P 500 Revenue ETF$0.81$1.39$1.97$2.56$3.14$132.06$134.62$137.18$139.74$142.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RWL spot · $137.30RWL PRICE$0.88$0.90$0.96$0.99$1.04$1.16$1.28$1.44$1.64$1.83$1.96$2.05$0.90$0.93$0.99$1.06$1.14$1.24$1.37$1.51$1.66$1.81$1.97$2.38$2.97
PutsExpensive1.10×
Calls——
Skew——
Implied moveBearish±$2.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ131.1936.9%5.1%
25Δ141.7228.3%3.9%133.5128.6%3.4%
30Δ140.0922.6%2.7%134.8724.0%2.5%
35Δ139.1519.6%2.0%135.8020.9%1.9%
40Δ138.4616.8%1.6%136.4618.7%1.4%
45Δ137.8914.6%1.2%137.0416.9%1.1%
50Δ137.5213.8%1.0%137.4616.0%0.9%
55Δ137.1413.1%0.8%137.8715.0%0.7%
60Δ136.7912.7%0.7%138.2314.2%0.5%
65Δ136.4612.4%0.6%138.5613.4%0.4%
70Δ136.1212.1%0.5%138.8812.6%0.3%
75Δ135.8711.3%0.4%139.4013.0%0.2%
80Δ135.6510.1%0.3%140.0714.2%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
131.19
IV
36.9%
B/E move
5.1%

25Δ

Calls
Pseudo strike
141.72
IV
28.3%
B/E move
3.9%
Puts
Pseudo strike
133.51
IV
28.6%
B/E move
3.4%

30Δ

Calls
Pseudo strike
140.09
IV
22.6%
B/E move
2.7%
Puts
Pseudo strike
134.87
IV
24.0%
B/E move
2.5%

35Δ

Calls
Pseudo strike
139.15
IV
19.6%
B/E move
2.0%
Puts
Pseudo strike
135.80
IV
20.9%
B/E move
1.9%

40Δ

Calls
Pseudo strike
138.46
IV
16.8%
B/E move
1.6%
Puts
Pseudo strike
136.46
IV
18.7%
B/E move
1.4%

45Δ

Calls
Pseudo strike
137.89
IV
14.6%
B/E move
1.2%
Puts
Pseudo strike
137.04
IV
16.9%
B/E move
1.1%

50Δ

Calls
Pseudo strike
137.52
IV
13.8%
B/E move
1.0%
Puts
Pseudo strike
137.46
IV
16.0%
B/E move
0.9%

55Δ

Calls
Pseudo strike
137.14
IV
13.1%
B/E move
0.8%
Puts
Pseudo strike
137.87
IV
15.0%
B/E move
0.7%

60Δ

Calls
Pseudo strike
136.79
IV
12.7%
B/E move
0.7%
Puts
Pseudo strike
138.23
IV
14.2%
B/E move
0.5%

65Δ

Calls
Pseudo strike
136.46
IV
12.4%
B/E move
0.6%
Puts
Pseudo strike
138.56
IV
13.4%
B/E move
0.4%

70Δ

Calls
Pseudo strike
136.12
IV
12.1%
B/E move
0.5%
Puts
Pseudo strike
138.88
IV
12.6%
B/E move
0.3%

75Δ

Calls
Pseudo strike
135.87
IV
11.3%
B/E move
0.4%
Puts
Pseudo strike
139.40
IV
13.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
135.65
IV
10.1%
B/E move
0.3%
Puts
Pseudo strike
140.07
IV
14.2%
B/E move
0.1%

Options history

IV · four-Friday blend16.50%
Daily EOD
RWL13.9%15.3%16.7%2026-10-19: 14.89%2026-10-20: 14.25%2026-10-21: 14.37%2026-10-22: 15.45%2026-10-23: 16.12%2026-10-26: 14.10%2026-10-27: 15.91%2026-10-28: 14.34%2026-10-29: 15.03%2026-10-30: 16.50%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.89%
14.25%
14.37%
15.45%
16.12%
14.10%
15.91%
14.34%
15.03%
16.50%