IntraAlpha
Create free account Start free

Invesco S&P 500 Revenue ETF RWL

i

Market dataready · fetched 2026-10-22T22:51:12.249Z

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 · 2026-10-22T22:30:00.004085512Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:51:11.125989+00:00

Share price$135.72
1D+0.6%
AH$134.62$134.93$135.23$135.54$135.845:30 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$0.97$2.42$3.86$5.30$6.75$126.55$130.66$134.78$138.89$143.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RWL spot · $135.72RWL PRICE$1.13$1.17$1.43$1.67$1.84$1.69$1.94$2.47$3.12$4.11$4.95$5.58$1.27$1.24$1.53$1.87$2.15$2.50$2.93$3.43$3.98$4.92$5.61$5.95$6.33
PutsExpensive1.74×
CallsExpensive1.11×
SkewBearish+4.93 pp
Implied moveBearish±$4.62
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.6928.6%6.9%
25Δ141.8220.4%5.3%131.1021.1%4.3%
30Δ139.7316.5%3.8%132.3320.5%3.6%
35Δ138.8116.2%3.3%133.4320.1%3.1%
40Δ137.8915.8%2.8%134.4619.2%2.5%
45Δ137.0314.6%2.3%135.4318.6%2.0%
50Δ136.3011.5%1.7%136.3318.5%1.7%
55Δ135.6411.0%1.4%137.2318.6%1.4%
60Δ135.0312.3%1.3%138.1618.6%1.1%
65Δ134.2513.4%1.2%139.3419.9%1.0%
70Δ133.1815.5%1.2%140.3619.7%0.7%
75Δ132.1316.2%1.0%141.1018.1%0.4%
80Δ131.2515.8%0.8%141.7916.7%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
127.69
IV
28.6%
B/E move
6.9%

25Δ

Calls
Pseudo strike
141.82
IV
20.4%
B/E move
5.3%
Puts
Pseudo strike
131.10
IV
21.1%
B/E move
4.3%

30Δ

Calls
Pseudo strike
139.73
IV
16.5%
B/E move
3.8%
Puts
Pseudo strike
132.33
IV
20.5%
B/E move
3.6%

35Δ

Calls
Pseudo strike
138.81
IV
16.2%
B/E move
3.3%
Puts
Pseudo strike
133.43
IV
20.1%
B/E move
3.1%

40Δ

Calls
Pseudo strike
137.89
IV
15.8%
B/E move
2.8%
Puts
Pseudo strike
134.46
IV
19.2%
B/E move
2.5%

45Δ

Calls
Pseudo strike
137.03
IV
14.6%
B/E move
2.3%
Puts
Pseudo strike
135.43
IV
18.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
136.30
IV
11.5%
B/E move
1.7%
Puts
Pseudo strike
136.33
IV
18.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
135.64
IV
11.0%
B/E move
1.4%
Puts
Pseudo strike
137.23
IV
18.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
135.03
IV
12.3%
B/E move
1.3%
Puts
Pseudo strike
138.16
IV
18.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
134.25
IV
13.4%
B/E move
1.2%
Puts
Pseudo strike
139.34
IV
19.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
133.18
IV
15.5%
B/E move
1.2%
Puts
Pseudo strike
140.36
IV
19.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
132.13
IV
16.2%
B/E move
1.0%
Puts
Pseudo strike
141.10
IV
18.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
131.25
IV
15.8%
B/E move
0.8%
Puts
Pseudo strike
141.79
IV
16.7%
B/E move
0.2%

Options history

No recorded observations