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Invesco S&P 500 Low Volatility ETF SPLV

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Market datapartial · fetched 2026-10-22T23:23:23.723Z

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 · 2026-10-22T23:03:15.09539328Z

FundamentalsAlpha Vantage · unavailable

Share price$76.19
1D+1.6%
AH$74.79$75.16$75.54$75.91$76.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPLV
Sold putSold callAH

Invesco S&P 500 Low Volatility ETF options

Live interpolated SPLV call and put midpoint premiums by absolute delta.Invesco S&P 500 Low Volatility ETF$0.39$3.07$5.75$8.43$11.11$68.77$71.92$75.06$78.21$81.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPLV spot · $76.19SPLV PRICE$0.88$0.88$0.90$0.96$0.93$1.00$1.25$1.50$1.67$1.82$1.98$2.39$2.80$0.88$0.68$0.75$0.84$1.00$1.18$1.49$1.80$2.15$2.61$3.99$6.80$10.33
PutsExpensive1.95×
CallsExpensive1.48×
SkewBearish+4.39 pp
Implied moveBearish±$2.74
TiltBearish29.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.2638.5%11.7%70.6535.2%8.4%
25Δ80.9728.5%7.4%73.6020.5%4.3%
30Δ79.4123.3%5.4%74.4818.0%3.2%
35Δ78.3019.8%4.0%75.1716.0%2.4%
40Δ77.4515.9%2.9%75.6315.8%2.0%
45Δ76.8513.8%2.2%76.0915.7%1.7%
50Δ76.4614.6%2.0%76.5416.6%1.5%
55Δ76.0715.4%1.8%76.9917.4%1.3%
60Δ75.7114.9%1.6%77.5217.8%1.1%
65Δ75.3614.0%1.3%78.1218.7%0.9%
70Δ75.0013.2%1.0%79.4724.5%0.9%
75Δ74.4813.7%0.9%82.1735.4%1.1%
80Δ73.9614.1%0.8%85.7745.2%1.0%

20Δ

Calls
Pseudo strike
84.26
IV
38.5%
B/E move
11.7%
Puts
Pseudo strike
70.65
IV
35.2%
B/E move
8.4%

25Δ

Calls
Pseudo strike
80.97
IV
28.5%
B/E move
7.4%
Puts
Pseudo strike
73.60
IV
20.5%
B/E move
4.3%

30Δ

Calls
Pseudo strike
79.41
IV
23.3%
B/E move
5.4%
Puts
Pseudo strike
74.48
IV
18.0%
B/E move
3.2%

35Δ

Calls
Pseudo strike
78.30
IV
19.8%
B/E move
4.0%
Puts
Pseudo strike
75.17
IV
16.0%
B/E move
2.4%

40Δ

Calls
Pseudo strike
77.45
IV
15.9%
B/E move
2.9%
Puts
Pseudo strike
75.63
IV
15.8%
B/E move
2.0%

45Δ

Calls
Pseudo strike
76.85
IV
13.8%
B/E move
2.2%
Puts
Pseudo strike
76.09
IV
15.7%
B/E move
1.7%

50Δ

Calls
Pseudo strike
76.46
IV
14.6%
B/E move
2.0%
Puts
Pseudo strike
76.54
IV
16.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
76.07
IV
15.4%
B/E move
1.8%
Puts
Pseudo strike
76.99
IV
17.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
75.71
IV
14.9%
B/E move
1.6%
Puts
Pseudo strike
77.52
IV
17.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
75.36
IV
14.0%
B/E move
1.3%
Puts
Pseudo strike
78.12
IV
18.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
75.00
IV
13.2%
B/E move
1.0%
Puts
Pseudo strike
79.47
IV
24.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
74.48
IV
13.7%
B/E move
0.9%
Puts
Pseudo strike
82.17
IV
35.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
73.96
IV
14.1%
B/E move
0.8%
Puts
Pseudo strike
85.77
IV
45.2%
B/E move
1.0%

Options history

No recorded observations