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Invesco S&P SmallCap 600 Pure Growth ETF RZG

i

Market dataready · fetched 2026-11-13T02:13:10.307Z

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 · 2026-11-13T01:00:00.116327844Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:13:09.969075+00:00

Share price$61.64
1D-0.5%
AH$61.93$62.02$62.11$62.19$62.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRZG
Sold putSold callAH

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$0.37$1.12$1.88$2.64$3.39$58.91$60.48$62.06$63.63$65.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RZG spot · $61.64RZG PRICE$0.45$0.49$0.56$0.63$0.72$0.81$0.96$1.12$1.28$1.55$1.89$2.35$3.17$0.48$0.52$0.57$0.62$0.67$0.73$0.78$0.84
Puts——
CallsFair0.97×
Skew——
Implied moveBullish±$1.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.5046.5%7.0%58.3646.9%6.1%
25Δ64.1637.8%4.9%59.4738.3%4.4%
30Δ63.4333.6%3.8%60.2032.8%3.3%
35Δ62.8630.6%3.0%60.7129.0%2.5%
40Δ62.4628.9%2.5%61.1226.0%1.9%
45Δ62.0727.2%2.0%61.3923.9%1.6%
50Δ61.7526.8%1.7%61.6621.8%1.2%
55Δ61.4426.7%1.5%61.9319.7%0.9%
60Δ61.1326.6%1.2%
65Δ60.7527.6%1.1%
70Δ60.3229.4%0.9%
75Δ59.7932.2%0.8%
80Δ58.9238.1%0.7%

20Δ

Calls
Pseudo strike
65.50
IV
46.5%
B/E move
7.0%
Puts
Pseudo strike
58.36
IV
46.9%
B/E move
6.1%

25Δ

Calls
Pseudo strike
64.16
IV
37.8%
B/E move
4.9%
Puts
Pseudo strike
59.47
IV
38.3%
B/E move
4.4%

30Δ

Calls
Pseudo strike
63.43
IV
33.6%
B/E move
3.8%
Puts
Pseudo strike
60.20
IV
32.8%
B/E move
3.3%

35Δ

Calls
Pseudo strike
62.86
IV
30.6%
B/E move
3.0%
Puts
Pseudo strike
60.71
IV
29.0%
B/E move
2.5%

40Δ

Calls
Pseudo strike
62.46
IV
28.9%
B/E move
2.5%
Puts
Pseudo strike
61.12
IV
26.0%
B/E move
1.9%

45Δ

Calls
Pseudo strike
62.07
IV
27.2%
B/E move
2.0%
Puts
Pseudo strike
61.39
IV
23.9%
B/E move
1.6%

50Δ

Calls
Pseudo strike
61.75
IV
26.8%
B/E move
1.7%
Puts
Pseudo strike
61.66
IV
21.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
61.44
IV
26.7%
B/E move
1.5%
Puts
Pseudo strike
61.93
IV
19.7%
B/E move
0.9%

60Δ

Calls
Pseudo strike
61.13
IV
26.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
60.75
IV
27.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
60.32
IV
29.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
59.79
IV
32.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
58.92
IV
38.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.15%
Daily EOD
RZG16.8%30.0%43.1%2026-10-19: 20.19%2026-10-20: 20.70%2026-10-21: 19.74%2026-10-22: 21.59%2026-10-23: 21.79%2026-10-26: 21.02%2026-10-27: 41.31%2026-10-28: 19.16%2026-10-29: 18.64%2026-10-30: 19.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.19%
20.70%
19.74%
21.59%
21.79%
21.02%
41.31%
19.16%
18.64%
19.15%