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Invesco S&P SmallCap 600 Pure Growth ETF RZG

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Market datapartial · fetched 2026-10-23T17:38:43.186Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T13:56:52.801056815Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T17:38:40.957360+00:00

Share price$61.42
1D+0.0%
$61.39$61.40$61.42$61.44$61.455:30 AM6:30 AM9:00 AM1:00 PMRZG
Sold putSold call

Invesco S&P SmallCap 600 Pure Growth ETF options

Live interpolated RZG call and put midpoint premiums by absolute delta.Invesco S&P SmallCap 600 Pure Growth ETF$1.85$2.23$2.60$2.97$3.35$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICERZG PRICE$1.89$2.21$2.55$2.90$3.24
PutsExpensive1.15×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ61.3521.9%3.2%
50Δ62.0221.8%2.6%
55Δ62.6621.3%2.1%
60Δ63.2920.9%1.7%
65Δ63.9320.4%1.2%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.35
IV
21.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.02
IV
21.8%
B/E move
2.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.66
IV
21.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.29
IV
20.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.93
IV
20.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations