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Invesco S&P 500 Momentum ETF SPMO

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Market datapartial · fetched 2026-10-22T18:27:36.252Z

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 · 2026-10-22T18:27:24.476988792Z

FundamentalsAlpha Vantage · unavailable

Share price$138.68
1D-1.6%
$138.32$139.04$139.76$140.48$141.205:30 AM6:30 AM9:00 AM1:00 PMSPMO
Sold putSold call

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$4.21$7.62$11.03$14.43$124.26$132.49$140.72$148.95$157.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPMO spot · $138.68SPMO PRICE$1.17$1.60$2.05$2.57$3.14$3.99$4.68$5.28$6.86$8.13$9.63$11.81$13.45$1.47$1.94$2.50$3.04$3.56$4.01$4.78$5.32$6.26$6.48$7.75$8.18$10.65
PutsExpensive1.20×
CallsExpensive1.63×
SkewBullish-3.95 pp
Implied moveBalanced±$9.46
TiltBullish6.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.0427.8%8.3%129.4832.0%7.7%
25Δ147.3428.5%7.4%131.4831.8%6.6%
30Δ145.6228.7%6.5%133.2431.9%5.7%
35Δ144.0929.2%5.8%134.9731.5%4.9%
40Δ142.5629.5%5.1%136.6330.3%4.0%
45Δ141.2331.6%4.7%138.1628.7%3.3%
50Δ139.6931.7%4.1%139.5729.1%2.8%
55Δ138.1230.7%3.4%140.9227.8%2.2%
60Δ136.3634.8%3.3%142.3728.2%1.9%
65Δ134.4936.0%2.8%143.3325.4%1.3%
70Δ132.3937.2%2.4%145.0126.2%1.0%
75Δ129.7439.9%2.1%145.9624.0%0.7%
80Δ127.4039.1%1.6%148.6726.6%0.5%

20Δ

Calls
Pseudo strike
149.04
IV
27.8%
B/E move
8.3%
Puts
Pseudo strike
129.48
IV
32.0%
B/E move
7.7%

25Δ

Calls
Pseudo strike
147.34
IV
28.5%
B/E move
7.4%
Puts
Pseudo strike
131.48
IV
31.8%
B/E move
6.6%

30Δ

Calls
Pseudo strike
145.62
IV
28.7%
B/E move
6.5%
Puts
Pseudo strike
133.24
IV
31.9%
B/E move
5.7%

35Δ

Calls
Pseudo strike
144.09
IV
29.2%
B/E move
5.8%
Puts
Pseudo strike
134.97
IV
31.5%
B/E move
4.9%

40Δ

Calls
Pseudo strike
142.56
IV
29.5%
B/E move
5.1%
Puts
Pseudo strike
136.63
IV
30.3%
B/E move
4.0%

45Δ

Calls
Pseudo strike
141.23
IV
31.6%
B/E move
4.7%
Puts
Pseudo strike
138.16
IV
28.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
139.69
IV
31.7%
B/E move
4.1%
Puts
Pseudo strike
139.57
IV
29.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
138.12
IV
30.7%
B/E move
3.4%
Puts
Pseudo strike
140.92
IV
27.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
136.36
IV
34.8%
B/E move
3.3%
Puts
Pseudo strike
142.37
IV
28.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
134.49
IV
36.0%
B/E move
2.8%
Puts
Pseudo strike
143.33
IV
25.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
132.39
IV
37.2%
B/E move
2.4%
Puts
Pseudo strike
145.01
IV
26.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
129.74
IV
39.9%
B/E move
2.1%
Puts
Pseudo strike
145.96
IV
24.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
127.40
IV
39.1%
B/E move
1.6%
Puts
Pseudo strike
148.67
IV
26.6%
B/E move
0.5%

Options history

No recorded observations