IntraAlpha
Create free account Start free

Invesco S&P SmallCap 600 Pure Value ETF RZV

i

Market datapartial · fetched 2026-10-22T23:23:42.458Z

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 · 2026-10-22T22:30:00.004178848Z

FundamentalsAlpha Vantage · unavailable

Share price$143.92
1D+0.0%
AH$141.38$141.41$141.45$141.49$141.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRZV
Sold putSold callAH

Invesco S&P SmallCap 600 Pure Value ETF options

Live interpolated RZV call and put midpoint premiums by absolute delta.Invesco S&P SmallCap 600 Pure Value ETF$0.54$2.70$4.85$7.01$9.16$133.06$138.34$143.62$148.90$154.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RZV spot · $143.92RZV PRICE$0.78$1.05$1.36$1.76$2.23$2.73$3.25$3.76$4.44$5.22$5.99$7.20$8.54$1.54$1.88$2.27$2.75$3.21$3.62$4.24$4.65$5.61$6.24$6.75$8.23
PutsExpensive1.31×
CallsExpensive1.15×
SkewBearish+1.47 pp
Implied moveBearish±$6.86
TiltBearish2.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ150.7417.6%5.3%
25Δ149.5117.7%4.6%138.1024.6%5.1%
30Δ148.4618.0%4.1%139.7323.5%4.2%
35Δ147.5518.8%3.7%141.1122.9%3.5%
40Δ146.6519.8%3.4%142.3222.9%3.0%
45Δ145.6620.5%3.1%143.5022.5%2.5%
50Δ144.6220.8%2.7%144.6221.5%2.0%
55Δ143.5620.7%2.4%145.7521.5%1.7%
60Δ142.4521.1%2.1%146.7320.5%1.3%
65Δ141.2721.6%1.8%148.0221.3%1.1%
70Δ140.0921.6%1.5%149.0820.6%0.8%
75Δ138.5622.6%1.3%149.9919.3%0.5%
80Δ136.8923.3%1.1%151.7320.3%0.3%

20Δ

Calls
Pseudo strike
150.74
IV
17.6%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
149.51
IV
17.7%
B/E move
4.6%
Puts
Pseudo strike
138.10
IV
24.6%
B/E move
5.1%

30Δ

Calls
Pseudo strike
148.46
IV
18.0%
B/E move
4.1%
Puts
Pseudo strike
139.73
IV
23.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
147.55
IV
18.8%
B/E move
3.7%
Puts
Pseudo strike
141.11
IV
22.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
146.65
IV
19.8%
B/E move
3.4%
Puts
Pseudo strike
142.32
IV
22.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
145.66
IV
20.5%
B/E move
3.1%
Puts
Pseudo strike
143.50
IV
22.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
144.62
IV
20.8%
B/E move
2.7%
Puts
Pseudo strike
144.62
IV
21.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
143.56
IV
20.7%
B/E move
2.4%
Puts
Pseudo strike
145.75
IV
21.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
142.45
IV
21.1%
B/E move
2.1%
Puts
Pseudo strike
146.73
IV
20.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
141.27
IV
21.6%
B/E move
1.8%
Puts
Pseudo strike
148.02
IV
21.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
140.09
IV
21.6%
B/E move
1.5%
Puts
Pseudo strike
149.08
IV
20.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
138.56
IV
22.6%
B/E move
1.3%
Puts
Pseudo strike
149.99
IV
19.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
136.89
IV
23.3%
B/E move
1.1%
Puts
Pseudo strike
151.73
IV
20.3%
B/E move
0.3%

Options history

No recorded observations