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Invesco S&P 500 High Beta ETF SPHB

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Market datapartial · fetched 2026-10-22T23:43:33.235Z

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 · 2026-10-22T22:30:00.003857885Z

FundamentalsAlpha Vantage · unavailable

Share price$136.89
1D-2.4%
AH$135$137$139$141$1425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPHB
Sold putSold callAH

Invesco S&P 500 High Beta ETF options

Live interpolated SPHB call and put midpoint premiums by absolute delta.Invesco S&P 500 High Beta ETF$1.13$4.66$8.20$11.74$15.27$119.52$130.04$140.55$151.07$161.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPHB spot · $136.89SPHB PRICE$1.51$1.95$2.54$2.82$3.52$4.38$5.28$5.79$6.86$8.22$9.42$11.28$13.53$1.95$2.29$2.77$3.29$4.00$4.65$5.64$6.27$6.83$8.37$9.48$11.17$14.25
PutsExpensive1.14×
CallsExpensive1.26×
SkewBullish-1.45 pp
Implied moveBearish±$10.91
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ150.6536.8%11.2%124.9942.7%10.1%
25Δ147.6535.5%9.3%128.2838.1%8.0%
30Δ145.7036.4%8.3%130.9135.6%6.4%
35Δ142.8732.6%6.4%132.9234.2%5.3%
40Δ141.3033.7%5.8%134.6334.3%4.6%
45Δ139.7535.4%5.3%136.3333.4%3.8%
50Δ138.0436.5%4.7%137.9634.4%3.3%
55Δ136.2934.3%3.8%139.5232.8%2.7%
60Δ134.5835.3%3.3%140.9130.9%2.0%
65Δ132.6436.9%2.9%142.8832.7%1.7%
70Δ130.7436.8%2.4%144.5732.0%1.3%
75Δ128.3138.0%2.0%146.7132.6%1.0%
80Δ125.5840.1%1.6%150.1535.5%0.7%

20Δ

Calls
Pseudo strike
150.65
IV
36.8%
B/E move
11.2%
Puts
Pseudo strike
124.99
IV
42.7%
B/E move
10.1%

25Δ

Calls
Pseudo strike
147.65
IV
35.5%
B/E move
9.3%
Puts
Pseudo strike
128.28
IV
38.1%
B/E move
8.0%

30Δ

Calls
Pseudo strike
145.70
IV
36.4%
B/E move
8.3%
Puts
Pseudo strike
130.91
IV
35.6%
B/E move
6.4%

35Δ

Calls
Pseudo strike
142.87
IV
32.6%
B/E move
6.4%
Puts
Pseudo strike
132.92
IV
34.2%
B/E move
5.3%

40Δ

Calls
Pseudo strike
141.30
IV
33.7%
B/E move
5.8%
Puts
Pseudo strike
134.63
IV
34.3%
B/E move
4.6%

45Δ

Calls
Pseudo strike
139.75
IV
35.4%
B/E move
5.3%
Puts
Pseudo strike
136.33
IV
33.4%
B/E move
3.8%

50Δ

Calls
Pseudo strike
138.04
IV
36.5%
B/E move
4.7%
Puts
Pseudo strike
137.96
IV
34.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
136.29
IV
34.3%
B/E move
3.8%
Puts
Pseudo strike
139.52
IV
32.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
134.58
IV
35.3%
B/E move
3.3%
Puts
Pseudo strike
140.91
IV
30.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
132.64
IV
36.9%
B/E move
2.9%
Puts
Pseudo strike
142.88
IV
32.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
130.74
IV
36.8%
B/E move
2.4%
Puts
Pseudo strike
144.57
IV
32.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
128.31
IV
38.0%
B/E move
2.0%
Puts
Pseudo strike
146.71
IV
32.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
125.58
IV
40.1%
B/E move
1.6%
Puts
Pseudo strike
150.15
IV
35.5%
B/E move
0.7%

Options history

No recorded observations