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Invesco S&P 500 Quality ETF SPHQ

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Market datapartial · fetched 2026-10-22T23:23:20.326Z

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 · 2026-10-22T22:52:32.24404871Z

FundamentalsAlpha Vantage · unavailable

Share price$84.21
1D+0.1%
AH$83.33$83.51$83.70$83.88$84.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPHQ
Sold putSold callAH

Invesco S&P 500 Quality ETF options

Live interpolated SPHQ call and put midpoint premiums by absolute delta.Invesco S&P 500 Quality ETF$0.47$2.40$4.33$6.26$8.19$77.83$80.67$83.51$86.35$89.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPHQ spot · $84.21SPHQ PRICE$0.68$0.74$0.82$0.92$1.04$1.15$1.30$1.45$1.71$2.03$2.39$2.80$3.28$0.85$0.99$1.07$1.08$1.31$1.58$1.79$2.05$2.55$3.17$3.98$4.90$7.63
PutsExpensive1.41×
CallsFair1.05×
SkewBearish+5.88 pp
Implied moveBearish±$3.09
TiltBearish23.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.2326.5%8.0%78.8730.7%7.4%
25Δ88.2221.6%5.6%80.5026.9%5.6%
30Δ87.0118.8%4.3%81.8323.1%4.1%
35Δ86.2117.0%3.5%82.8718.7%2.9%
40Δ85.5715.8%2.8%83.4818.6%2.4%
45Δ84.9914.7%2.3%84.0219.0%2.1%
50Δ84.5714.1%2.0%84.5718.2%1.7%
55Δ84.1413.5%1.6%85.1317.9%1.3%
60Δ83.7013.6%1.4%85.7819.1%1.2%
65Δ83.2414.0%1.3%86.5420.5%1.0%
70Δ82.7414.4%1.1%87.4922.2%0.8%
75Δ82.2014.7%0.9%88.5723.6%0.6%
80Δ81.5914.8%0.8%91.3331.2%0.6%

20Δ

Calls
Pseudo strike
90.23
IV
26.5%
B/E move
8.0%
Puts
Pseudo strike
78.87
IV
30.7%
B/E move
7.4%

25Δ

Calls
Pseudo strike
88.22
IV
21.6%
B/E move
5.6%
Puts
Pseudo strike
80.50
IV
26.9%
B/E move
5.6%

30Δ

Calls
Pseudo strike
87.01
IV
18.8%
B/E move
4.3%
Puts
Pseudo strike
81.83
IV
23.1%
B/E move
4.1%

35Δ

Calls
Pseudo strike
86.21
IV
17.0%
B/E move
3.5%
Puts
Pseudo strike
82.87
IV
18.7%
B/E move
2.9%

40Δ

Calls
Pseudo strike
85.57
IV
15.8%
B/E move
2.8%
Puts
Pseudo strike
83.48
IV
18.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
84.99
IV
14.7%
B/E move
2.3%
Puts
Pseudo strike
84.02
IV
19.0%
B/E move
2.1%

50Δ

Calls
Pseudo strike
84.57
IV
14.1%
B/E move
2.0%
Puts
Pseudo strike
84.57
IV
18.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
84.14
IV
13.5%
B/E move
1.6%
Puts
Pseudo strike
85.13
IV
17.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
83.70
IV
13.6%
B/E move
1.4%
Puts
Pseudo strike
85.78
IV
19.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
83.24
IV
14.0%
B/E move
1.3%
Puts
Pseudo strike
86.54
IV
20.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
82.74
IV
14.4%
B/E move
1.1%
Puts
Pseudo strike
87.49
IV
22.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
82.20
IV
14.7%
B/E move
0.9%
Puts
Pseudo strike
88.57
IV
23.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
81.59
IV
14.8%
B/E move
0.8%
Puts
Pseudo strike
91.33
IV
31.2%
B/E move
0.6%

Options history

No recorded observations