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Invesco S&P 500 GARP ETF SPGP

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Market datapartial · fetched 2026-10-22T17:26:15.934Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T17:11:49.753985145Z

FundamentalsAlpha Vantage · unavailable

Share price$123.62
1D+0.5%
$122.80$123.09$123.38$123.66$123.955:30 AM6:30 AM9:00 AM1:00 PMSPGP
Sold putSold call

Invesco S&P 500 GARP ETF options

Live interpolated SPGP call and put midpoint premiums by absolute delta.Invesco S&P 500 GARP ETF$1.87$3.31$4.75$6.19$7.63$111.97$117.36$122.75$128.14$133.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPGP spot · $123.61SPGP PRICE$2.99$3.61$4.23$4.85$5.46$6.26$7.21$2.02$2.48$2.94$3.40$3.87$4.47
PutsExpensive1.63×
CallsExpensive1.41×
SkewBearish+3.54 pp
Implied moveBearish±$6.86
TiltBullish28.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ119.4920.6%5.0%
35Δ120.7920.2%4.3%
40Δ122.0919.7%3.6%
45Δ123.3919.3%2.9%
50Δ124.5915.6%3.2%124.6918.8%2.3%
55Δ123.5615.8%2.9%125.8918.7%1.8%
60Δ122.5415.9%2.5%
65Δ121.5116.0%2.2%
70Δ120.4816.1%1.9%
75Δ119.3216.3%1.6%
80Δ118.0516.3%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
119.49
IV
20.6%
B/E move
5.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
120.79
IV
20.2%
B/E move
4.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
122.09
IV
19.7%
B/E move
3.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
123.39
IV
19.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
124.59
IV
15.6%
B/E move
3.2%
Puts
Pseudo strike
124.69
IV
18.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
123.56
IV
15.8%
B/E move
2.9%
Puts
Pseudo strike
125.89
IV
18.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
122.54
IV
15.9%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
121.51
IV
16.0%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
120.48
IV
16.1%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
119.32
IV
16.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
118.05
IV
16.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations