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Invesco S&P 500 High Dividend Low Volatility ETF SPHD

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Market datapartial · fetched 2026-10-23T03:50:10.458Z

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 · 2026-10-23T00:00:00.113544608Z

FundamentalsAlpha Vantage · unavailable

Share price$51.73
1D+2.2%
AH$50.38$50.74$51.11$51.47$51.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPHD
Sold putSold callAH

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$0.37$1.54$2.71$3.88$5.06$46.89$48.99$51.09$53.19$55.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPHD spot · $51.73SPHD PRICE$0.80$0.80$0.80$0.73$0.61$0.50$0.51$0.62$0.73$0.84$0.95$1.05$0.73$0.87$0.91$0.57$0.80$1.03$1.26$1.69$2.13$2.57$3.01$3.49$4.72
PutsExpensive1.53×
CallsExpensive1.05×
SkewBearish+7.53 pp
Implied moveBearish±$1.78
TiltBearish45.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.4953.0%16.5%47.3642.1%9.9%
25Δ56.2539.1%10.3%48.2639.7%8.4%
30Δ54.5230.5%6.9%49.6332.1%5.8%
35Δ53.6023.8%5.0%51.1415.1%2.2%
40Δ52.9317.5%3.5%51.4217.1%2.1%
45Δ52.2711.2%2.0%51.7019.0%2.0%
50Δ51.908.7%1.3%51.9920.9%1.9%
55Δ51.728.7%1.2%52.5222.6%1.7%
60Δ51.558.7%1.1%53.0724.3%1.5%
65Δ51.388.8%0.9%53.6226.0%1.3%
70Δ51.218.8%0.8%54.1927.1%1.1%
75Δ51.038.9%0.7%54.8227.2%0.8%
80Δ56.1231.6%0.6%

20Δ

Calls
Pseudo strike
59.49
IV
53.0%
B/E move
16.5%
Puts
Pseudo strike
47.36
IV
42.1%
B/E move
9.9%

25Δ

Calls
Pseudo strike
56.25
IV
39.1%
B/E move
10.3%
Puts
Pseudo strike
48.26
IV
39.7%
B/E move
8.4%

30Δ

Calls
Pseudo strike
54.52
IV
30.5%
B/E move
6.9%
Puts
Pseudo strike
49.63
IV
32.1%
B/E move
5.8%

35Δ

Calls
Pseudo strike
53.60
IV
23.8%
B/E move
5.0%
Puts
Pseudo strike
51.14
IV
15.1%
B/E move
2.2%

40Δ

Calls
Pseudo strike
52.93
IV
17.5%
B/E move
3.5%
Puts
Pseudo strike
51.42
IV
17.1%
B/E move
2.1%

45Δ

Calls
Pseudo strike
52.27
IV
11.2%
B/E move
2.0%
Puts
Pseudo strike
51.70
IV
19.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
51.90
IV
8.7%
B/E move
1.3%
Puts
Pseudo strike
51.99
IV
20.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
51.72
IV
8.7%
B/E move
1.2%
Puts
Pseudo strike
52.52
IV
22.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
51.55
IV
8.7%
B/E move
1.1%
Puts
Pseudo strike
53.07
IV
24.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
51.38
IV
8.8%
B/E move
0.9%
Puts
Pseudo strike
53.62
IV
26.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
51.21
IV
8.8%
B/E move
0.8%
Puts
Pseudo strike
54.19
IV
27.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
51.03
IV
8.9%
B/E move
0.7%
Puts
Pseudo strike
54.82
IV
27.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.12
IV
31.6%
B/E move
0.6%

Options history

No recorded observations