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Invesco S&P 500 Quality ETF SPHQ

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Market datapartial · fetched 2026-10-23T15:51:37.166Z

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 · 2026-10-23T15:51:23.925172021Z

FundamentalsAlpha Vantage · unavailable

Share price$83.42
1D+0.2%
$82.90$83.05$83.19$83.34$83.495:30 AM6:30 AM9:00 AM1:00 PMSPHQ
Sold putSold call

Invesco S&P 500 Quality ETF options

Live interpolated SPHQ call and put midpoint premiums by absolute delta.Invesco S&P 500 Quality ETF$0.64$1.72$2.80$3.89$4.97$77.76$80.49$83.21$85.94$88.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPHQ spot · $83.42SPHQ PRICE$0.76$0.85$0.84$0.99$1.19$1.46$1.80$2.17$2.55$3.06$3.61$4.15$0.85$0.96$1.06$1.18$1.29$1.45$1.67$1.84$1.96$2.08$2.91$3.74$4.65
PutsExpensive1.19×
CallsExpensive1.18×
SkewBearish+1.78 pp
Implied moveBearish±$3.14
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.0531.6%7.5%
25Δ87.5522.7%5.9%79.8226.8%5.5%
30Δ86.3319.9%4.5%81.0823.2%4.1%
35Δ85.2115.8%3.1%82.0020.8%3.1%
40Δ84.6415.1%2.6%82.6519.1%2.5%
45Δ84.2015.4%2.4%83.2417.9%2.0%
50Δ83.7316.1%2.1%83.7617.6%1.6%
55Δ83.2417.1%2.0%84.2116.7%1.3%
60Δ82.7217.9%1.8%84.6115.4%0.9%
65Δ82.1418.4%1.5%85.0014.1%0.6%
70Δ81.4719.1%1.3%85.9016.4%0.5%
75Δ80.7519.7%1.1%86.8018.7%0.4%
80Δ80.0319.7%0.9%87.8320.1%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.05
IV
31.6%
B/E move
7.5%

25Δ

Calls
Pseudo strike
87.55
IV
22.7%
B/E move
5.9%
Puts
Pseudo strike
79.82
IV
26.8%
B/E move
5.5%

30Δ

Calls
Pseudo strike
86.33
IV
19.9%
B/E move
4.5%
Puts
Pseudo strike
81.08
IV
23.2%
B/E move
4.1%

35Δ

Calls
Pseudo strike
85.21
IV
15.8%
B/E move
3.1%
Puts
Pseudo strike
82.00
IV
20.8%
B/E move
3.1%

40Δ

Calls
Pseudo strike
84.64
IV
15.1%
B/E move
2.6%
Puts
Pseudo strike
82.65
IV
19.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
84.20
IV
15.4%
B/E move
2.4%
Puts
Pseudo strike
83.24
IV
17.9%
B/E move
2.0%

50Δ

Calls
Pseudo strike
83.73
IV
16.1%
B/E move
2.1%
Puts
Pseudo strike
83.76
IV
17.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
83.24
IV
17.1%
B/E move
2.0%
Puts
Pseudo strike
84.21
IV
16.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
82.72
IV
17.9%
B/E move
1.8%
Puts
Pseudo strike
84.61
IV
15.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
82.14
IV
18.4%
B/E move
1.5%
Puts
Pseudo strike
85.00
IV
14.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
81.47
IV
19.1%
B/E move
1.3%
Puts
Pseudo strike
85.90
IV
16.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
80.75
IV
19.7%
B/E move
1.1%
Puts
Pseudo strike
86.80
IV
18.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
80.03
IV
19.7%
B/E move
0.9%
Puts
Pseudo strike
87.83
IV
20.1%
B/E move
0.3%

Options history

No recorded observations