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Invesco S&P 500 Quality ETF SPHQ

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Market datapartial · fetched 2026-10-23T02:22:26.103Z

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 · 2026-10-23T00:00:00.178748436Z

FundamentalsAlpha Vantage · unavailable

Share price$83.84
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$0.56$1.65$2.74$3.83$4.92$78.19$80.96$83.74$86.51$89.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPHQ spot · $83.84SPHQ PRICE$0.68$0.76$0.85$0.97$1.10$1.26$1.43$1.72$2.07$2.50$2.98$3.60$4.08$0.84$0.95$1.07$1.07$1.17$1.42$1.64$1.82$2.06$2.52$3.07$3.76$4.61
PutsExpensive1.23×
CallsExpensive1.18×
SkewBearish+0.88 pp
Implied moveBearish±$3.07
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.8926.7%8.0%78.5330.7%7.3%
25Δ87.9322.2%5.8%80.2826.0%5.4%
30Δ86.7619.7%4.5%81.4323.2%4.2%
35Δ85.9118.0%3.6%82.4819.0%2.9%
40Δ85.2416.8%3.0%83.1916.8%2.2%
45Δ84.6916.1%2.5%83.7017.1%1.9%
50Δ84.2015.6%2.1%84.1816.9%1.6%
55Δ83.6915.9%1.9%84.6516.1%1.2%
60Δ83.1816.7%1.7%85.1415.6%0.9%
65Δ82.5917.5%1.5%85.7316.4%0.7%
70Δ81.9618.3%1.3%86.4217.4%0.6%
75Δ81.1919.2%1.1%87.2318.4%0.4%
80Δ80.5318.8%0.9%88.2219.4%0.3%

20Δ

Calls
Pseudo strike
89.89
IV
26.7%
B/E move
8.0%
Puts
Pseudo strike
78.53
IV
30.7%
B/E move
7.3%

25Δ

Calls
Pseudo strike
87.93
IV
22.2%
B/E move
5.8%
Puts
Pseudo strike
80.28
IV
26.0%
B/E move
5.4%

30Δ

Calls
Pseudo strike
86.76
IV
19.7%
B/E move
4.5%
Puts
Pseudo strike
81.43
IV
23.2%
B/E move
4.2%

35Δ

Calls
Pseudo strike
85.91
IV
18.0%
B/E move
3.6%
Puts
Pseudo strike
82.48
IV
19.0%
B/E move
2.9%

40Δ

Calls
Pseudo strike
85.24
IV
16.8%
B/E move
3.0%
Puts
Pseudo strike
83.19
IV
16.8%
B/E move
2.2%

45Δ

Calls
Pseudo strike
84.69
IV
16.1%
B/E move
2.5%
Puts
Pseudo strike
83.70
IV
17.1%
B/E move
1.9%

50Δ

Calls
Pseudo strike
84.20
IV
15.6%
B/E move
2.1%
Puts
Pseudo strike
84.18
IV
16.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
83.69
IV
15.9%
B/E move
1.9%
Puts
Pseudo strike
84.65
IV
16.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
83.18
IV
16.7%
B/E move
1.7%
Puts
Pseudo strike
85.14
IV
15.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
82.59
IV
17.5%
B/E move
1.5%
Puts
Pseudo strike
85.73
IV
16.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
81.96
IV
18.3%
B/E move
1.3%
Puts
Pseudo strike
86.42
IV
17.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
81.19
IV
19.2%
B/E move
1.1%
Puts
Pseudo strike
87.23
IV
18.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
80.53
IV
18.8%
B/E move
0.9%
Puts
Pseudo strike
88.22
IV
19.4%
B/E move
0.3%

Options history

No recorded observations