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Invesco S&P 500 Momentum ETF SPMO

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Market datapartial · fetched 2026-10-23T00:20:47.016Z

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 · 2026-10-23T00:00:00.129135987Z

FundamentalsAlpha Vantage · unavailable

Share price$138.82
1D-1.9%
AH$138.03$138.83$139.63$140.42$141.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPMO
Sold putSold callAH

Invesco S&P 500 Momentum ETF options

Live interpolated SPMO call and put midpoint premiums by absolute delta.Invesco S&P 500 Momentum ETF$0.80$3.89$6.98$10.06$13.15$123.86$132.20$140.54$148.88$157.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPMO spot · $138.82SPMO PRICE$1.14$1.58$2.02$2.54$3.07$3.91$4.41$5.15$6.76$7.17$9.44$11.13$12.26$1.48$1.97$2.66$3.07$3.61$4.40$5.00$5.58$6.41$7.36$7.34$9.69$11.89
PutsExpensive1.27×
CallsExpensive1.55×
SkewBullish-1.13 pp
Implied moveBearish±$9.42
TiltBalanced0.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ148.8726.9%8.1%129.5232.3%7.8%
25Δ147.3528.1%7.3%131.5332.2%6.7%
30Δ145.6428.2%6.4%133.0533.9%6.1%
35Δ144.1528.8%5.7%135.0831.7%4.9%
40Δ142.6228.8%4.9%136.7430.7%4.1%
45Δ141.3030.9%4.6%138.2531.4%3.6%
50Δ139.7529.8%3.8%139.7630.3%2.9%
55Δ138.2829.8%3.3%141.1729.0%2.3%
60Δ136.5334.3%3.2%142.6028.8%1.9%
65Δ135.1231.4%2.5%144.1128.4%1.5%
70Δ132.6636.4%2.4%144.8324.7%1.0%
75Δ130.3937.4%2.0%147.3928.1%0.8%
80Δ128.5635.2%1.4%149.9329.6%0.6%

20Δ

Calls
Pseudo strike
148.87
IV
26.9%
B/E move
8.1%
Puts
Pseudo strike
129.52
IV
32.3%
B/E move
7.8%

25Δ

Calls
Pseudo strike
147.35
IV
28.1%
B/E move
7.3%
Puts
Pseudo strike
131.53
IV
32.2%
B/E move
6.7%

30Δ

Calls
Pseudo strike
145.64
IV
28.2%
B/E move
6.4%
Puts
Pseudo strike
133.05
IV
33.9%
B/E move
6.1%

35Δ

Calls
Pseudo strike
144.15
IV
28.8%
B/E move
5.7%
Puts
Pseudo strike
135.08
IV
31.7%
B/E move
4.9%

40Δ

Calls
Pseudo strike
142.62
IV
28.8%
B/E move
4.9%
Puts
Pseudo strike
136.74
IV
30.7%
B/E move
4.1%

45Δ

Calls
Pseudo strike
141.30
IV
30.9%
B/E move
4.6%
Puts
Pseudo strike
138.25
IV
31.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
139.75
IV
29.8%
B/E move
3.8%
Puts
Pseudo strike
139.76
IV
30.3%
B/E move
2.9%

55Δ

Calls
Pseudo strike
138.28
IV
29.8%
B/E move
3.3%
Puts
Pseudo strike
141.17
IV
29.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
136.53
IV
34.3%
B/E move
3.2%
Puts
Pseudo strike
142.60
IV
28.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
135.12
IV
31.4%
B/E move
2.5%
Puts
Pseudo strike
144.11
IV
28.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
132.66
IV
36.4%
B/E move
2.4%
Puts
Pseudo strike
144.83
IV
24.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
130.39
IV
37.4%
B/E move
2.0%
Puts
Pseudo strike
147.39
IV
28.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
128.56
IV
35.2%
B/E move
1.4%
Puts
Pseudo strike
149.93
IV
29.6%
B/E move
0.6%

Options history

No recorded observations