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Invesco S&P 500 High Beta ETF SPHB

i

Market dataready · fetched 2026-11-12T01:46:31.345Z

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 · 2026-11-12T01:00:00.141116447Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:44:45.991789+00:00

Share price$138.12
1D+0.6%
AH$136.62$137.49$138.37$139.24$140.115:30 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$0.65$2.91$5.17$7.43$9.69$120.19$128.33$136.47$144.61$152.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SPHB spot · $138.12SPHB PRICE$0.93$1.01$1.42$1.83$2.11$3.36$3.61$5.26$6.08$6.41$9.04$0.89$1.30$1.63$2.03$2.33$2.70$2.94$3.25$3.70$4.02$4.58$5.79$6.32
PutsCheap0.70×
Calls——
Skew——
Implied moveBullish±$6.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ145.5038.1%6.0%132.0936.1%5.0%
25Δ143.2032.0%4.4%132.9438.8%4.7%
30Δ142.4434.7%4.2%134.2238.1%4.0%
35Δ141.6136.8%3.8%135.3038.5%3.5%
40Δ140.4435.3%3.2%136.4936.4%2.9%
45Δ137.4835.5%2.4%
50Δ138.5440.4%2.7%138.4232.9%1.9%
55Δ137.5137.3%2.2%139.2731.1%1.5%
60Δ140.1030.6%1.2%
65Δ135.1640.8%1.7%140.8328.9%1.0%
70Δ133.9341.1%1.4%141.6828.5%0.7%
75Δ133.0937.6%1.0%143.0631.1%0.6%
80Δ130.3646.3%0.9%143.8829.4%0.4%

20Δ

Calls
Pseudo strike
145.50
IV
38.1%
B/E move
6.0%
Puts
Pseudo strike
132.09
IV
36.1%
B/E move
5.0%

25Δ

Calls
Pseudo strike
143.20
IV
32.0%
B/E move
4.4%
Puts
Pseudo strike
132.94
IV
38.8%
B/E move
4.7%

30Δ

Calls
Pseudo strike
142.44
IV
34.7%
B/E move
4.2%
Puts
Pseudo strike
134.22
IV
38.1%
B/E move
4.0%

35Δ

Calls
Pseudo strike
141.61
IV
36.8%
B/E move
3.8%
Puts
Pseudo strike
135.30
IV
38.5%
B/E move
3.5%

40Δ

Calls
Pseudo strike
140.44
IV
35.3%
B/E move
3.2%
Puts
Pseudo strike
136.49
IV
36.4%
B/E move
2.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
137.48
IV
35.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
138.54
IV
40.4%
B/E move
2.7%
Puts
Pseudo strike
138.42
IV
32.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
137.51
IV
37.3%
B/E move
2.2%
Puts
Pseudo strike
139.27
IV
31.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
140.10
IV
30.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
135.16
IV
40.8%
B/E move
1.7%
Puts
Pseudo strike
140.83
IV
28.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
133.93
IV
41.1%
B/E move
1.4%
Puts
Pseudo strike
141.68
IV
28.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
133.09
IV
37.6%
B/E move
1.0%
Puts
Pseudo strike
143.06
IV
31.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
130.36
IV
46.3%
B/E move
0.9%
Puts
Pseudo strike
143.88
IV
29.4%
B/E move
0.4%

Options history

IV · four-Friday blend33.51%
Daily EOD
SPHB29.6%31.7%33.8%2026-10-19: 31.73%2026-10-20: 31.39%2026-10-21: 29.93%2026-10-22: 32.69%2026-10-23: 32.23%2026-10-26: 31.21%2026-10-27: 30.79%2026-10-28: 30.56%2026-10-29: 29.89%2026-10-30: 33.51%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.73%
31.39%
29.93%
32.69%
32.23%
31.21%
30.79%
30.56%
29.89%
33.51%