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Invesco S&P 500 Low Volatility ETF SPLV

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Market datapartial · fetched 2026-10-23T17:36:18.523Z

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 · 2026-10-23T17:36:13.671283111Z

FundamentalsAlpha Vantage · unavailable

Share price$75.34
1D-0.8%
$75.19$75.40$75.61$75.82$76.035:30 AM6:30 AM9:00 AM1:00 PMSPLV
Sold putSold call

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$0.19$2.07$3.95$5.83$7.70$68.89$71.72$74.55$77.38$80.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPLV spot · $75.34SPLV PRICE$0.39$0.48$0.49$0.68$0.88$1.07$1.27$1.46$1.92$2.71$3.47$4.32$5.54$0.44$0.56$0.62$0.75$0.88$1.01$1.13$1.25$2.55$4.09$5.62$7.16$5.75
PutsExpensive1.62×
CallsExpensive1.44×
SkewBearish+1.31 pp
Implied moveBullish±$2.40
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.8217.3%5.1%72.5018.1%4.3%
25Δ77.9015.7%4.0%73.1717.7%3.6%
30Δ76.9812.4%2.8%73.9615.3%2.7%
35Δ76.6212.9%2.6%74.4214.8%2.2%
40Δ76.2713.4%2.4%74.8514.4%1.8%
45Δ75.9114.0%2.2%75.2313.9%1.5%
50Δ75.5614.5%2.0%75.5913.3%1.2%
55Δ75.2015.0%1.8%75.9412.6%0.9%
60Δ74.6917.3%1.7%77.2617.4%0.8%
65Δ73.9621.8%1.8%78.7823.3%0.9%
70Δ73.0924.4%1.6%80.3029.1%0.9%
75Δ72.1026.6%1.4%81.8335.0%0.9%
80Δ70.7329.8%1.2%80.7326.9%0.5%

20Δ

Calls
Pseudo strike
78.82
IV
17.3%
B/E move
5.1%
Puts
Pseudo strike
72.50
IV
18.1%
B/E move
4.3%

25Δ

Calls
Pseudo strike
77.90
IV
15.7%
B/E move
4.0%
Puts
Pseudo strike
73.17
IV
17.7%
B/E move
3.6%

30Δ

Calls
Pseudo strike
76.98
IV
12.4%
B/E move
2.8%
Puts
Pseudo strike
73.96
IV
15.3%
B/E move
2.7%

35Δ

Calls
Pseudo strike
76.62
IV
12.9%
B/E move
2.6%
Puts
Pseudo strike
74.42
IV
14.8%
B/E move
2.2%

40Δ

Calls
Pseudo strike
76.27
IV
13.4%
B/E move
2.4%
Puts
Pseudo strike
74.85
IV
14.4%
B/E move
1.8%

45Δ

Calls
Pseudo strike
75.91
IV
14.0%
B/E move
2.2%
Puts
Pseudo strike
75.23
IV
13.9%
B/E move
1.5%

50Δ

Calls
Pseudo strike
75.56
IV
14.5%
B/E move
2.0%
Puts
Pseudo strike
75.59
IV
13.3%
B/E move
1.2%

55Δ

Calls
Pseudo strike
75.20
IV
15.0%
B/E move
1.8%
Puts
Pseudo strike
75.94
IV
12.6%
B/E move
0.9%

60Δ

Calls
Pseudo strike
74.69
IV
17.3%
B/E move
1.7%
Puts
Pseudo strike
77.26
IV
17.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
73.96
IV
21.8%
B/E move
1.8%
Puts
Pseudo strike
78.78
IV
23.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
73.09
IV
24.4%
B/E move
1.6%
Puts
Pseudo strike
80.30
IV
29.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
72.10
IV
26.6%
B/E move
1.4%
Puts
Pseudo strike
81.83
IV
35.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
70.73
IV
29.8%
B/E move
1.2%
Puts
Pseudo strike
80.73
IV
26.9%
B/E move
0.5%

Options history

No recorded observations