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Invesco S&P 500 Value with Momentum ETF SPVM

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Market dataready · fetched 2026-11-12T00:52:43.356Z

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 · 2026-11-11T23:30:00.003737446Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:52:42.856115+00:00

Share price$78.72
1D+0.6%
AH$78.17$78.32$78.47$78.61$78.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPVM
Sold putSold callAH

Invesco S&P 500 Value with Momentum ETF options

Live interpolated SPVM call and put midpoint premiums by absolute delta.Invesco S&P 500 Value with Momentum ETF$0.55$0.79$1.03$1.27$1.51$71.14$75.08$79.03$82.97$86.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SPVM spot · $78.72SPVM PRICE$0.59$0.63$0.66$0.71$0.75$0.80$0.85$0.89$0.94$0.58$0.61$0.63$0.66$0.71$0.78$0.85$0.97$1.21$1.45
Puts——
Calls——
Skew——
Implied moveBearish±$1.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.9186.0%15.7%
25Δ70.1567.1%11.7%
30Δ73.3948.1%7.6%
35Δ79.8820.9%2.2%76.6329.1%3.5%
40Δ79.4918.7%1.8%78.1820.3%1.6%
45Δ79.1116.4%1.3%78.4818.7%1.3%
50Δ78.8814.9%1.1%78.7817.2%1.0%
55Δ78.7213.8%1.0%79.0916.3%0.8%
60Δ78.5512.7%0.8%79.4117.1%0.7%
65Δ78.3811.6%0.6%79.7317.9%0.6%
70Δ78.2110.5%0.5%
75Δ78.059.4%0.3%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.91
IV
86.0%
B/E move
15.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.15
IV
67.1%
B/E move
11.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.39
IV
48.1%
B/E move
7.6%

35Δ

Calls
Pseudo strike
79.88
IV
20.9%
B/E move
2.2%
Puts
Pseudo strike
76.63
IV
29.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
79.49
IV
18.7%
B/E move
1.8%
Puts
Pseudo strike
78.18
IV
20.3%
B/E move
1.6%

45Δ

Calls
Pseudo strike
79.11
IV
16.4%
B/E move
1.3%
Puts
Pseudo strike
78.48
IV
18.7%
B/E move
1.3%

50Δ

Calls
Pseudo strike
78.88
IV
14.9%
B/E move
1.1%
Puts
Pseudo strike
78.78
IV
17.2%
B/E move
1.0%

55Δ

Calls
Pseudo strike
78.72
IV
13.8%
B/E move
1.0%
Puts
Pseudo strike
79.09
IV
16.3%
B/E move
0.8%

60Δ

Calls
Pseudo strike
78.55
IV
12.7%
B/E move
0.8%
Puts
Pseudo strike
79.41
IV
17.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
78.38
IV
11.6%
B/E move
0.6%
Puts
Pseudo strike
79.73
IV
17.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
78.21
IV
10.5%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
78.05
IV
9.4%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.82%
Daily EOD
SPVM14.4%14.7%15.0%2026-10-19: 14.87%2026-10-20: 14.81%2026-10-21: 14.45%2026-10-22: 14.67%2026-10-23: 14.40%2026-10-26: 14.97%2026-10-27: 14.61%2026-10-28: 14.57%2026-10-29: 14.55%2026-10-30: 14.82%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.87%
14.81%
14.45%
14.67%
14.40%
14.97%
14.61%
14.57%
14.55%
14.82%