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Invesco S&P 500 GARP ETF SPGP

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Market datapartial · fetched 2026-10-22T22:54:55.499Z

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 · 2026-10-22T22:30:00.002393383Z

FundamentalsAlpha Vantage · unavailable

Share price$124.05
1D+0.9%
AH$122.79$123.13$123.47$123.81$124.155:30 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$0.56$2.41$4.26$6.12$7.97$115.25$119.21$123.16$127.12$131.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPGP spot · $124.05SPGP PRICE$0.76$0.88$1.08$1.22$1.40$1.66$1.94$2.25$2.59$3.00$3.61$4.89$5.62$1.02$1.19$1.44$1.76$2.11$2.44$2.84$3.28$3.89$4.74$5.32$6.12$7.43
PutsExpensive1.82×
CallsExpensive1.25×
SkewBearish+5.09 pp
Implied moveBearish±$4.78
TiltBearish17.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ130.7920.1%6.0%117.5525.2%6.1%
25Δ128.8317.4%4.6%119.5722.1%4.6%
30Δ127.7516.7%3.9%120.8421.0%3.7%
35Δ126.6915.2%3.1%121.8820.7%3.2%
40Δ125.8214.3%2.6%122.8320.5%2.7%
45Δ125.1714.3%2.2%123.7519.9%2.2%
50Δ124.5414.2%2.0%124.6319.6%1.8%
55Δ123.9114.2%1.7%125.4819.4%1.5%
60Δ123.2914.1%1.5%126.4219.8%1.2%
65Δ122.6214.2%1.3%127.5220.9%1.0%
70Δ121.8314.9%1.1%128.4420.4%0.7%
75Δ120.4817.6%1.1%129.5520.3%0.5%
80Δ119.5017.5%0.9%131.0921.2%0.3%

20Δ

Calls
Pseudo strike
130.79
IV
20.1%
B/E move
6.0%
Puts
Pseudo strike
117.55
IV
25.2%
B/E move
6.1%

25Δ

Calls
Pseudo strike
128.83
IV
17.4%
B/E move
4.6%
Puts
Pseudo strike
119.57
IV
22.1%
B/E move
4.6%

30Δ

Calls
Pseudo strike
127.75
IV
16.7%
B/E move
3.9%
Puts
Pseudo strike
120.84
IV
21.0%
B/E move
3.7%

35Δ

Calls
Pseudo strike
126.69
IV
15.2%
B/E move
3.1%
Puts
Pseudo strike
121.88
IV
20.7%
B/E move
3.2%

40Δ

Calls
Pseudo strike
125.82
IV
14.3%
B/E move
2.6%
Puts
Pseudo strike
122.83
IV
20.5%
B/E move
2.7%

45Δ

Calls
Pseudo strike
125.17
IV
14.3%
B/E move
2.2%
Puts
Pseudo strike
123.75
IV
19.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
124.54
IV
14.2%
B/E move
2.0%
Puts
Pseudo strike
124.63
IV
19.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
123.91
IV
14.2%
B/E move
1.7%
Puts
Pseudo strike
125.48
IV
19.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
123.29
IV
14.1%
B/E move
1.5%
Puts
Pseudo strike
126.42
IV
19.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
122.62
IV
14.2%
B/E move
1.3%
Puts
Pseudo strike
127.52
IV
20.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
121.83
IV
14.9%
B/E move
1.1%
Puts
Pseudo strike
128.44
IV
20.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
120.48
IV
17.6%
B/E move
1.1%
Puts
Pseudo strike
129.55
IV
20.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
119.50
IV
17.5%
B/E move
0.9%
Puts
Pseudo strike
131.09
IV
21.2%
B/E move
0.3%

Options history

No recorded observations