IntraAlpha
Create free account Start free

Invesco S&P SmallCap 600 Pure Value ETF RZV

i

Market dataready · fetched 2026-11-13T02:13:33.923Z

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 · 2026-11-13T01:00:00.133586097Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:13:33.564718+00:00

Share price$143.25
1D-0.9%
AH$143.14$143.54$143.94$144.33$144.735:30 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$0.50$1.37$2.23$3.10$3.97$136.13$139.26$142.39$145.52$148.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RZV spot · $143.25RZV PRICE$0.59$0.71$0.85$1.00$1.31$1.65$1.70$1.72$1.95$2.17$2.54$2.94$3.53$0.68$0.78$0.88$0.98$1.33$1.74$2.07$2.36$2.62$2.94$3.37$3.57$3.72
PutsCheap0.79×
CallsExpensive1.15×
SkewBearish+2.27 pp
Implied moveBearish±$3.77
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ148.1425.9%3.8%138.5528.5%3.8%
25Δ146.7823.1%3.0%140.0524.6%2.8%
30Δ145.8821.7%2.4%141.0721.9%2.1%
35Δ145.1420.6%2.0%141.8519.7%1.7%
40Δ144.5821.7%1.8%142.3921.1%1.5%
45Δ144.0723.3%1.7%142.8723.4%1.5%
50Δ143.5120.7%1.4%143.4623.8%1.3%
55Δ142.9517.8%1.0%144.0823.4%1.1%
60Δ142.5017.3%0.8%144.6522.4%0.9%
65Δ142.0516.8%0.7%145.2521.7%0.7%
70Δ141.5216.9%0.6%145.8921.7%0.5%
75Δ140.9817.2%0.5%146.2920.0%0.4%
80Δ140.2717.7%0.4%146.6318.0%0.2%

20Δ

Calls
Pseudo strike
148.14
IV
25.9%
B/E move
3.8%
Puts
Pseudo strike
138.55
IV
28.5%
B/E move
3.8%

25Δ

Calls
Pseudo strike
146.78
IV
23.1%
B/E move
3.0%
Puts
Pseudo strike
140.05
IV
24.6%
B/E move
2.8%

30Δ

Calls
Pseudo strike
145.88
IV
21.7%
B/E move
2.4%
Puts
Pseudo strike
141.07
IV
21.9%
B/E move
2.1%

35Δ

Calls
Pseudo strike
145.14
IV
20.6%
B/E move
2.0%
Puts
Pseudo strike
141.85
IV
19.7%
B/E move
1.7%

40Δ

Calls
Pseudo strike
144.58
IV
21.7%
B/E move
1.8%
Puts
Pseudo strike
142.39
IV
21.1%
B/E move
1.5%

45Δ

Calls
Pseudo strike
144.07
IV
23.3%
B/E move
1.7%
Puts
Pseudo strike
142.87
IV
23.4%
B/E move
1.5%

50Δ

Calls
Pseudo strike
143.51
IV
20.7%
B/E move
1.4%
Puts
Pseudo strike
143.46
IV
23.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
142.95
IV
17.8%
B/E move
1.0%
Puts
Pseudo strike
144.08
IV
23.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
142.50
IV
17.3%
B/E move
0.8%
Puts
Pseudo strike
144.65
IV
22.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
142.05
IV
16.8%
B/E move
0.7%
Puts
Pseudo strike
145.25
IV
21.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
141.52
IV
16.9%
B/E move
0.6%
Puts
Pseudo strike
145.89
IV
21.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
140.98
IV
17.2%
B/E move
0.5%
Puts
Pseudo strike
146.29
IV
20.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
140.27
IV
17.7%
B/E move
0.4%
Puts
Pseudo strike
146.63
IV
18.0%
B/E move
0.2%

Options history

IV · four-Friday blend21.96%
Daily EOD
RZV18.4%20.3%22.2%2026-10-19: 19.85%2026-10-20: 18.64%2026-10-21: 21.96%Oct 19Oct 20Oct 21
3 observations2026-10-19 — 2026-10-21
Table
DateIV (%)
19.85%
18.64%
21.96%