IntraAlpha
Create free account Start free

Invesco S&P 500 Quality ETF SPHQ

i

Market dataready · fetched 2026-11-13T19:10:45.064Z

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 · 2026-11-13T19:10:40.992219928Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:10:44.520178+00:00

Share price$83.87
1D-0.9%
$83.32$83.67$84.03$84.38$84.735:30 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$0.34$1.07$1.80$2.53$3.26$80.53$82.10$83.68$85.25$86.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 SPHQ spot · $83.87SPHQ PRICE$0.42$0.58$0.73$0.87$0.96$1.06$1.23$1.39$1.56$1.96$2.36$3.05$0.70$0.73$0.77$0.81$0.85$0.90$0.95$1.03$1.12$1.21$1.30
Puts——
Calls——
Skew——
Implied moveBullish±$2.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.1852.0%6.4%
25Δ85.9024.0%2.9%80.7641.6%4.6%
30Δ85.5525.3%2.7%81.9734.0%3.2%
35Δ85.2026.6%2.5%82.6729.1%2.4%
40Δ84.8226.7%2.2%83.2025.4%1.8%
45Δ84.3925.0%1.8%83.5822.7%1.4%
50Δ83.9823.3%1.4%83.9720.0%1.0%
55Δ83.6522.9%1.2%84.2018.8%0.8%
60Δ83.3222.5%1.0%84.4317.6%0.7%
65Δ82.9822.1%0.8%84.6516.5%0.5%
70Δ82.5023.7%0.7%84.8715.4%0.4%
75Δ82.0225.3%0.6%
80Δ81.2528.2%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.18
IV
52.0%
B/E move
6.4%

25Δ

Calls
Pseudo strike
85.90
IV
24.0%
B/E move
2.9%
Puts
Pseudo strike
80.76
IV
41.6%
B/E move
4.6%

30Δ

Calls
Pseudo strike
85.55
IV
25.3%
B/E move
2.7%
Puts
Pseudo strike
81.97
IV
34.0%
B/E move
3.2%

35Δ

Calls
Pseudo strike
85.20
IV
26.6%
B/E move
2.5%
Puts
Pseudo strike
82.67
IV
29.1%
B/E move
2.4%

40Δ

Calls
Pseudo strike
84.82
IV
26.7%
B/E move
2.2%
Puts
Pseudo strike
83.20
IV
25.4%
B/E move
1.8%

45Δ

Calls
Pseudo strike
84.39
IV
25.0%
B/E move
1.8%
Puts
Pseudo strike
83.58
IV
22.7%
B/E move
1.4%

50Δ

Calls
Pseudo strike
83.98
IV
23.3%
B/E move
1.4%
Puts
Pseudo strike
83.97
IV
20.0%
B/E move
1.0%

55Δ

Calls
Pseudo strike
83.65
IV
22.9%
B/E move
1.2%
Puts
Pseudo strike
84.20
IV
18.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
83.32
IV
22.5%
B/E move
1.0%
Puts
Pseudo strike
84.43
IV
17.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
82.98
IV
22.1%
B/E move
0.8%
Puts
Pseudo strike
84.65
IV
16.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
82.50
IV
23.7%
B/E move
0.7%
Puts
Pseudo strike
84.87
IV
15.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
82.02
IV
25.3%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
81.25
IV
28.2%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend62.26%
Daily EOD
SPHQ12.8%39.4%65.9%2026-10-19: 21.25%2026-10-20: 23.72%2026-10-21: 35.54%2026-10-22: 17.76%2026-10-23: 24.27%2026-10-26: 16.50%2026-10-27: 24.15%2026-10-28: 24.24%2026-10-29: 36.66%2026-10-30: 62.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.25%
23.72%
35.54%
17.76%
24.27%
16.50%
24.15%
24.24%
36.66%
62.26%