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Invesco S&P SmallCap 600 Pure Growth ETF RZG

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Market dataready · fetched 2026-10-23T03:17:39.900Z

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 · 2026-10-23T00:00:00.124508581Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:17:39.514546+00:00

Share price$62.21
1D-0.2%
AH$62.02$62.07$62.13$62.18$62.235:30 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$0.52$1.51$2.50$3.49$4.48$56.71$59.35$62.00$64.65$67.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RZG spot · $62.21RZG PRICE$0.63$0.72$0.81$0.92$1.04$1.16$1.39$1.62$1.94$2.26$2.64$3.04$3.60$0.77$0.87$1.00$1.09$1.25$1.44$1.71$1.98$2.25$2.56$3.11$3.62$4.19
PutsExpensive1.57×
CallsExpensive1.40×
SkewBearish+2.36 pp
Implied moveBearish±$3.10
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.9033.7%10.2%57.4237.7%8.9%
25Δ66.1328.6%7.4%58.9932.1%6.6%
30Δ64.9525.2%5.7%60.0228.9%5.1%
35Δ64.1823.3%4.6%60.8725.5%3.9%
40Δ63.5521.7%3.8%61.4724.1%3.2%
45Δ62.9820.3%3.1%62.0223.2%2.6%
50Δ62.5120.5%2.7%62.5423.2%2.2%
55Δ62.0520.6%2.4%63.0523.2%1.8%
60Δ61.5621.1%2.1%63.5522.7%1.5%
65Δ61.0621.6%1.8%64.0722.4%1.1%
70Δ60.5121.8%1.5%64.7623.5%0.9%
75Δ59.9522.1%1.3%65.4323.6%0.6%
80Δ59.2522.6%1.0%66.1623.6%0.4%

20Δ

Calls
Pseudo strike
67.90
IV
33.7%
B/E move
10.2%
Puts
Pseudo strike
57.42
IV
37.7%
B/E move
8.9%

25Δ

Calls
Pseudo strike
66.13
IV
28.6%
B/E move
7.4%
Puts
Pseudo strike
58.99
IV
32.1%
B/E move
6.6%

30Δ

Calls
Pseudo strike
64.95
IV
25.2%
B/E move
5.7%
Puts
Pseudo strike
60.02
IV
28.9%
B/E move
5.1%

35Δ

Calls
Pseudo strike
64.18
IV
23.3%
B/E move
4.6%
Puts
Pseudo strike
60.87
IV
25.5%
B/E move
3.9%

40Δ

Calls
Pseudo strike
63.55
IV
21.7%
B/E move
3.8%
Puts
Pseudo strike
61.47
IV
24.1%
B/E move
3.2%

45Δ

Calls
Pseudo strike
62.98
IV
20.3%
B/E move
3.1%
Puts
Pseudo strike
62.02
IV
23.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
62.51
IV
20.5%
B/E move
2.7%
Puts
Pseudo strike
62.54
IV
23.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
62.05
IV
20.6%
B/E move
2.4%
Puts
Pseudo strike
63.05
IV
23.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
61.56
IV
21.1%
B/E move
2.1%
Puts
Pseudo strike
63.55
IV
22.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
61.06
IV
21.6%
B/E move
1.8%
Puts
Pseudo strike
64.07
IV
22.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
60.51
IV
21.8%
B/E move
1.5%
Puts
Pseudo strike
64.76
IV
23.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
59.95
IV
22.1%
B/E move
1.3%
Puts
Pseudo strike
65.43
IV
23.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
59.25
IV
22.6%
B/E move
1.0%
Puts
Pseudo strike
66.16
IV
23.6%
B/E move
0.4%

Options history

No recorded observations