IntraAlpha
Create free account Start free

Invesco S&P 500 Low Volatility ETF SPLV

i

Market dataready · fetched 2026-11-13T02:10:43.506Z

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 · 2026-11-13T01:00:00.148573097Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:10:43.138461+00:00

Share price$78.02
1D-0.9%
AH$77.81$78.03$78.25$78.47$78.695:30 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$0.50$1.30$2.10$2.90$3.70$75.25$76.53$77.81$79.09$80.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPLV spot · $78.02SPLV PRICE$0.59$0.82$1.04$0.82$1.07$1.33$1.62$1.92$2.36$2.93$3.20$3.47$0.59$0.88$1.04$1.03$1.04$1.06$1.07$1.09$1.10$2.34
Puts——
Calls——
Skew——
Implied moveBullish±$2.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.0944.7%5.8%
25Δ80.6932.8%4.2%74.6548.5%5.4%
30Δ80.3536.4%4.0%
35Δ80.0140.1%3.9%76.5437.9%3.2%
40Δ78.8424.7%2.1%
45Δ78.4826.9%2.0%
50Δ78.1329.1%1.8%78.0722.3%1.3%
55Δ77.7130.6%1.7%78.2620.2%1.0%
60Δ77.2431.6%1.5%78.4418.0%0.8%
65Δ76.6633.7%1.3%78.6215.8%0.6%
70Δ75.9936.9%1.2%78.8013.6%0.4%
75Δ75.5234.9%0.9%78.9811.5%0.2%
80Δ75.0532.8%0.6%80.1720.2%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.09
IV
44.7%
B/E move
5.8%

25Δ

Calls
Pseudo strike
80.69
IV
32.8%
B/E move
4.2%
Puts
Pseudo strike
74.65
IV
48.5%
B/E move
5.4%

30Δ

Calls
Pseudo strike
80.35
IV
36.4%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
80.01
IV
40.1%
B/E move
3.9%
Puts
Pseudo strike
76.54
IV
37.9%
B/E move
3.2%

40Δ

Calls
Pseudo strike
78.84
IV
24.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
78.48
IV
26.9%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
78.13
IV
29.1%
B/E move
1.8%
Puts
Pseudo strike
78.07
IV
22.3%
B/E move
1.3%

55Δ

Calls
Pseudo strike
77.71
IV
30.6%
B/E move
1.7%
Puts
Pseudo strike
78.26
IV
20.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
77.24
IV
31.6%
B/E move
1.5%
Puts
Pseudo strike
78.44
IV
18.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
76.66
IV
33.7%
B/E move
1.3%
Puts
Pseudo strike
78.62
IV
15.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
75.99
IV
36.9%
B/E move
1.2%
Puts
Pseudo strike
78.80
IV
13.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
75.52
IV
34.9%
B/E move
0.9%
Puts
Pseudo strike
78.98
IV
11.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
75.05
IV
32.8%
B/E move
0.6%
Puts
Pseudo strike
80.17
IV
20.2%
B/E move
0.2%

Options history

IV · four-Friday blend13.36%
Daily EOD
SPLV13.0%14.2%15.5%2026-10-19: 14.90%2026-10-20: 14.80%2026-10-21: 13.15%2026-10-22: 14.12%2026-10-23: 15.30%2026-10-26: 14.99%2026-10-27: 14.76%2026-10-28: 14.73%2026-10-29: 14.06%2026-10-30: 13.36%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.90%
14.80%
13.15%
14.12%
15.30%
14.99%
14.76%
14.73%
14.06%
13.36%