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Invesco S&P SmallCap 600 Pure Value ETF RZV

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Market datapartial · fetched 2026-10-23T19:23:48.467Z

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 · 2026-10-23T16:21:43.410853924Z

FundamentalsAlpha Vantage · unavailable

Share price$142.99
1D-0.1%
$142.74$142.86$142.97$143.09$143.215:30 AM6:30 AM9:00 AM1:00 PMRZV
Sold putSold call

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$0.62$2.16$3.71$5.25$6.79$132.14$137.23$142.33$147.42$152.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RZV spot · $142.99RZV PRICE$0.79$1.03$1.33$1.69$2.07$2.52$3.05$3.58$4.11$4.74$5.54$6.35$1.53$1.85$2.23$2.67$3.14$3.61$4.08$4.71$5.40
PutsExpensive1.46×
CallsFair1.04×
SkewBearish+3.33 pp
Implied moveBearish±$6.66
TiltBullish11.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.9118.2%5.4%
25Δ148.4717.9%4.6%137.2124.9%5.1%
30Δ147.4318.1%4.0%138.8523.7%4.2%
35Δ146.4718.5%3.6%140.2223.0%3.5%
40Δ145.5218.8%3.2%141.4022.7%3.0%
45Δ144.5519.0%2.9%142.5022.2%2.5%
50Δ143.5819.2%2.5%143.6121.7%2.1%
55Δ142.6019.4%2.2%144.7121.2%1.6%
60Δ141.6319.6%1.9%145.8221.1%1.3%
65Δ140.5919.8%1.6%146.9321.1%1.0%
70Δ139.4420.0%1.4%
75Δ138.2920.2%1.2%
80Δ

20Δ

Calls
Pseudo strike
149.91
IV
18.2%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
148.47
IV
17.9%
B/E move
4.6%
Puts
Pseudo strike
137.21
IV
24.9%
B/E move
5.1%

30Δ

Calls
Pseudo strike
147.43
IV
18.1%
B/E move
4.0%
Puts
Pseudo strike
138.85
IV
23.7%
B/E move
4.2%

35Δ

Calls
Pseudo strike
146.47
IV
18.5%
B/E move
3.6%
Puts
Pseudo strike
140.22
IV
23.0%
B/E move
3.5%

40Δ

Calls
Pseudo strike
145.52
IV
18.8%
B/E move
3.2%
Puts
Pseudo strike
141.40
IV
22.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
144.55
IV
19.0%
B/E move
2.9%
Puts
Pseudo strike
142.50
IV
22.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
143.58
IV
19.2%
B/E move
2.5%
Puts
Pseudo strike
143.61
IV
21.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
142.60
IV
19.4%
B/E move
2.2%
Puts
Pseudo strike
144.71
IV
21.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
141.63
IV
19.6%
B/E move
1.9%
Puts
Pseudo strike
145.82
IV
21.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
140.59
IV
19.8%
B/E move
1.6%
Puts
Pseudo strike
146.93
IV
21.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
139.44
IV
20.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
138.29
IV
20.2%
B/E move
1.2%
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