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Invesco S&P 500 High Dividend Low Volatility ETF SPHD

i

Market dataready · fetched 2026-11-12T15:27:37.712Z

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 · 2026-11-12T15:27:17.275026559Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:27:34.915767+00:00

Share price$52.81
1D-0.6%
$52.75$52.85$52.96$53.06$53.165:30 AM6:30 AM9:00 AM1:00 PMSPHD
Sold putSold call

Invesco S&P 500 High Dividend Low Volatility ETF options

Live interpolated SPHD call and put midpoint premiums by absolute delta.Invesco S&P 500 High Dividend Low Volatility ETF$0.38$0.68$0.98$1.27$1.57$50.49$51.63$52.78$53.92$55.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPHD spot · $52.81SPHD PRICE$0.97$0.97$0.54$0.60$0.65$0.71$0.76$0.82$0.87$0.41$0.53$0.65$0.77$0.89$1.01$1.13$1.22$1.31$1.40$1.48
Puts——
Calls——
Skew——
Implied moveBearish±$1.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.7344.2%6.6%
25Δ58.3188.1%12.3%50.2642.6%5.8%
30Δ56.0968.2%8.1%50.7841.0%5.1%
35Δ51.3139.3%4.3%
40Δ51.8437.7%3.5%
45Δ52.3736.1%2.7%
50Δ52.9117.6%1.2%52.9034.4%2.0%
55Δ52.7816.6%1.1%53.2032.4%1.6%
60Δ52.6415.6%0.9%53.4530.2%1.3%
65Δ52.5114.7%0.8%53.7028.0%1.0%
70Δ52.3813.7%0.6%53.9625.8%0.6%
75Δ52.2512.8%0.5%
80Δ52.1211.8%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.73
IV
44.2%
B/E move
6.6%

25Δ

Calls
Pseudo strike
58.31
IV
88.1%
B/E move
12.3%
Puts
Pseudo strike
50.26
IV
42.6%
B/E move
5.8%

30Δ

Calls
Pseudo strike
56.09
IV
68.2%
B/E move
8.1%
Puts
Pseudo strike
50.78
IV
41.0%
B/E move
5.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.31
IV
39.3%
B/E move
4.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.84
IV
37.7%
B/E move
3.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.37
IV
36.1%
B/E move
2.7%

50Δ

Calls
Pseudo strike
52.91
IV
17.6%
B/E move
1.2%
Puts
Pseudo strike
52.90
IV
34.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
52.78
IV
16.6%
B/E move
1.1%
Puts
Pseudo strike
53.20
IV
32.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
52.64
IV
15.6%
B/E move
0.9%
Puts
Pseudo strike
53.45
IV
30.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
52.51
IV
14.7%
B/E move
0.8%
Puts
Pseudo strike
53.70
IV
28.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
52.38
IV
13.7%
B/E move
0.6%
Puts
Pseudo strike
53.96
IV
25.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
52.25
IV
12.8%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
52.12
IV
11.8%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.49%
Daily EOD
SPHD15.4%17.3%19.2%2026-10-19: 16.45%2026-10-20: 15.62%2026-10-21: 16.32%2026-10-22: 16.50%2026-10-23: 15.96%2026-10-26: 18.71%2026-10-27: 18.95%2026-10-28: 17.39%2026-10-29: 18.04%2026-10-30: 18.49%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.45%
15.62%
16.32%
16.50%
15.96%
18.71%
18.95%
17.39%
18.04%
18.49%