IntraAlpha
Create free account Start free

Invesco S&P 500 Low Volatility ETF SPLV

i

Market datapartial · fetched 2026-10-23T00:02:00.056Z

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 · 2026-10-23T00:00:00.118890525Z

FundamentalsAlpha Vantage · unavailable

Share price$76.17
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$3.04$5.69$8.33$10.98$68.77$71.92$75.07$78.21$81.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPLV spot · $76.17SPLV PRICE$0.88$0.88$0.91$0.96$0.93$1.01$1.26$1.51$1.68$1.84$2.02$2.44$2.85$0.88$0.67$0.75$0.83$0.99$1.17$1.48$1.78$2.13$2.51$3.92$6.72$10.22
PutsExpensive1.93×
CallsExpensive1.49×
SkewBearish+4.07 pp
Implied moveBearish±$2.74
TiltBearish28.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.2438.5%11.7%70.6235.2%8.4%
25Δ80.9528.5%7.4%73.5920.5%4.3%
30Δ79.3923.4%5.4%74.4618.0%3.2%
35Δ78.2819.8%4.0%75.1616.0%2.4%
40Δ77.4315.9%2.9%75.6115.7%2.0%
45Δ76.8314.0%2.2%76.0715.6%1.7%
50Δ76.4414.8%2.0%76.5216.4%1.5%
55Δ76.0515.5%1.8%76.9717.2%1.3%
60Δ75.6915.0%1.6%77.4917.6%1.1%
65Δ75.3314.1%1.3%78.0318.1%0.8%
70Δ74.9513.5%1.0%79.3924.1%0.9%
75Δ74.4214.0%0.9%82.0735.0%1.1%
80Δ73.9014.3%0.8%85.6544.7%1.0%

20Δ

Calls
Pseudo strike
84.24
IV
38.5%
B/E move
11.7%
Puts
Pseudo strike
70.62
IV
35.2%
B/E move
8.4%

25Δ

Calls
Pseudo strike
80.95
IV
28.5%
B/E move
7.4%
Puts
Pseudo strike
73.59
IV
20.5%
B/E move
4.3%

30Δ

Calls
Pseudo strike
79.39
IV
23.4%
B/E move
5.4%
Puts
Pseudo strike
74.46
IV
18.0%
B/E move
3.2%

35Δ

Calls
Pseudo strike
78.28
IV
19.8%
B/E move
4.0%
Puts
Pseudo strike
75.16
IV
16.0%
B/E move
2.4%

40Δ

Calls
Pseudo strike
77.43
IV
15.9%
B/E move
2.9%
Puts
Pseudo strike
75.61
IV
15.7%
B/E move
2.0%

45Δ

Calls
Pseudo strike
76.83
IV
14.0%
B/E move
2.2%
Puts
Pseudo strike
76.07
IV
15.6%
B/E move
1.7%

50Δ

Calls
Pseudo strike
76.44
IV
14.8%
B/E move
2.0%
Puts
Pseudo strike
76.52
IV
16.4%
B/E move
1.5%

55Δ

Calls
Pseudo strike
76.05
IV
15.5%
B/E move
1.8%
Puts
Pseudo strike
76.97
IV
17.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
75.69
IV
15.0%
B/E move
1.6%
Puts
Pseudo strike
77.49
IV
17.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
75.33
IV
14.1%
B/E move
1.3%
Puts
Pseudo strike
78.03
IV
18.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
74.95
IV
13.5%
B/E move
1.0%
Puts
Pseudo strike
79.39
IV
24.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
74.42
IV
14.0%
B/E move
0.9%
Puts
Pseudo strike
82.07
IV
35.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
73.90
IV
14.3%
B/E move
0.8%
Puts
Pseudo strike
85.65
IV
44.7%
B/E move
1.0%

Options history

No recorded observations