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Invesco S&P 500 GARP ETF SPGP

i

Market dataready · fetched 2026-11-12T00:54:26.395Z

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 · 2026-11-11T23:30:00.003728244Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:54:25.982363+00:00

Share price$127.86
1D+0.6%
AH$126.80$127.09$127.38$127.67$127.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPGP
Sold putSold callAH

Invesco S&P 500 GARP ETF options

Live interpolated SPGP call and put midpoint premiums by absolute delta.Invesco S&P 500 GARP ETF$0.64$1.61$2.57$3.54$4.51$122.64$125.59$128.54$131.49$134.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPGP spot · $127.86SPGP PRICE$0.74$0.82$0.89$0.96$1.03$1.09$1.24$1.40$1.56$1.83$2.11$2.40$0.78$0.87$0.96$1.05$1.15$1.39$1.63$1.96$2.32$2.81$3.47$4.23
Puts——
Calls——
Skew——
Implied moveBearish±$2.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.5534.2%4.8%
25Δ131.6225.7%3.5%124.2928.8%3.5%
30Δ130.4322.1%2.7%125.4825.0%2.6%
35Δ129.6019.5%2.1%126.3622.0%2.0%
40Δ128.9317.2%1.6%127.0619.9%1.5%
45Δ128.4915.6%1.3%127.5519.9%1.3%
50Δ128.0414.0%1.0%128.0519.9%1.1%
55Δ127.7013.5%0.8%128.5820.4%1.0%
60Δ127.3613.1%0.7%129.1320.9%0.8%
65Δ127.0312.7%0.6%129.7821.9%0.7%
70Δ126.6512.7%0.5%130.5823.3%0.6%
75Δ126.2612.8%0.4%131.4924.7%0.5%
80Δ125.8712.6%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
122.55
IV
34.2%
B/E move
4.8%

25Δ

Calls
Pseudo strike
131.62
IV
25.7%
B/E move
3.5%
Puts
Pseudo strike
124.29
IV
28.8%
B/E move
3.5%

30Δ

Calls
Pseudo strike
130.43
IV
22.1%
B/E move
2.7%
Puts
Pseudo strike
125.48
IV
25.0%
B/E move
2.6%

35Δ

Calls
Pseudo strike
129.60
IV
19.5%
B/E move
2.1%
Puts
Pseudo strike
126.36
IV
22.0%
B/E move
2.0%

40Δ

Calls
Pseudo strike
128.93
IV
17.2%
B/E move
1.6%
Puts
Pseudo strike
127.06
IV
19.9%
B/E move
1.5%

45Δ

Calls
Pseudo strike
128.49
IV
15.6%
B/E move
1.3%
Puts
Pseudo strike
127.55
IV
19.9%
B/E move
1.3%

50Δ

Calls
Pseudo strike
128.04
IV
14.0%
B/E move
1.0%
Puts
Pseudo strike
128.05
IV
19.9%
B/E move
1.1%

55Δ

Calls
Pseudo strike
127.70
IV
13.5%
B/E move
0.8%
Puts
Pseudo strike
128.58
IV
20.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
127.36
IV
13.1%
B/E move
0.7%
Puts
Pseudo strike
129.13
IV
20.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
127.03
IV
12.7%
B/E move
0.6%
Puts
Pseudo strike
129.78
IV
21.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
126.65
IV
12.7%
B/E move
0.5%
Puts
Pseudo strike
130.58
IV
23.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
126.26
IV
12.8%
B/E move
0.4%
Puts
Pseudo strike
131.49
IV
24.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
125.87
IV
12.6%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.66%
Daily EOD
SPGP16.7%17.6%18.4%2026-10-19: 16.90%2026-10-20: 17.01%2026-10-21: 16.91%2026-10-22: 17.36%2026-10-23: 18.30%2026-10-26: 17.75%2026-10-27: 17.42%2026-10-28: 17.16%2026-10-29: 16.85%2026-10-30: 17.66%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.90%
17.01%
16.91%
17.36%
18.30%
17.75%
17.42%
17.16%
16.85%
17.66%