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Invesco S&P 500 Momentum ETF SPMO

i

Market dataready · fetched 2026-11-12T03:07:36.662Z

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 · 2026-11-12T01:00:00.147671832Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:07:35.569740+00:00

Share price$134.42
1D+1.5%
AH$131.96$132.88$133.79$134.71$135.625:30 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$0.49$2.17$3.86$5.54$7.22$-0.13$0.18$0.50$0.82$1.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESPMO PRICE$0.67$0.91$1.27$1.53$1.85$2.32$2.74$2.85$3.51$4.54$5.43$6.23$6.57$1.03$1.18$1.42$1.78$2.14$2.67$4.01$4.28$4.60$5.22$6.73
Puts——
CallsCheap0.79×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ140.0129.3%4.7%127.4642.5%5.9%
25Δ138.9829.6%4.1%129.6736.3%4.4%
30Δ138.3032.0%3.8%130.9934.4%3.6%
35Δ137.3331.6%3.3%131.9534.7%3.2%
40Δ136.4131.5%2.9%132.9134.5%2.7%
45Δ135.6033.2%2.6%133.8235.9%2.4%
50Δ134.7733.7%2.3%
55Δ133.9029.9%1.7%
60Δ133.0232.0%1.6%136.5534.0%1.4%
65Δ131.8636.0%1.5%137.3031.5%1.0%
70Δ130.6737.5%1.2%138.0029.4%0.8%
75Δ129.5737.6%1.0%138.8828.9%0.6%
80Δ128.7934.0%0.7%140.5532.0%0.5%

20Δ

Calls
Pseudo strike
140.01
IV
29.3%
B/E move
4.7%
Puts
Pseudo strike
127.46
IV
42.5%
B/E move
5.9%

25Δ

Calls
Pseudo strike
138.98
IV
29.6%
B/E move
4.1%
Puts
Pseudo strike
129.67
IV
36.3%
B/E move
4.4%

30Δ

Calls
Pseudo strike
138.30
IV
32.0%
B/E move
3.8%
Puts
Pseudo strike
130.99
IV
34.4%
B/E move
3.6%

35Δ

Calls
Pseudo strike
137.33
IV
31.6%
B/E move
3.3%
Puts
Pseudo strike
131.95
IV
34.7%
B/E move
3.2%

40Δ

Calls
Pseudo strike
136.41
IV
31.5%
B/E move
2.9%
Puts
Pseudo strike
132.91
IV
34.5%
B/E move
2.7%

45Δ

Calls
Pseudo strike
135.60
IV
33.2%
B/E move
2.6%
Puts
Pseudo strike
133.82
IV
35.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
134.77
IV
33.7%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
133.90
IV
29.9%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
133.02
IV
32.0%
B/E move
1.6%
Puts
Pseudo strike
136.55
IV
34.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
131.86
IV
36.0%
B/E move
1.5%
Puts
Pseudo strike
137.30
IV
31.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
130.67
IV
37.5%
B/E move
1.2%
Puts
Pseudo strike
138.00
IV
29.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
129.57
IV
37.6%
B/E move
1.0%
Puts
Pseudo strike
138.88
IV
28.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
128.79
IV
34.0%
B/E move
0.7%
Puts
Pseudo strike
140.55
IV
32.0%
B/E move
0.5%

Options history

IV · four-Friday blend29.25%
Daily EOD
SPMO24.9%27.3%29.6%2026-10-19: 25.86%2026-10-20: 25.31%2026-10-21: 25.26%2026-10-22: 27.63%2026-10-23: 27.68%2026-10-26: 27.15%2026-10-27: 26.48%2026-10-28: 25.93%2026-10-29: 26.91%2026-10-30: 29.25%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.86%
25.31%
25.26%
27.63%
27.68%
27.15%
26.48%
25.93%
26.91%
29.25%