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Invesco S&P 500 Value with Momentum ETF SPVM

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Market datapartial · fetched 2026-10-22T21:35:56.751Z

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 · 2026-10-22T20:10:00.003831928Z

FundamentalsAlpha Vantage · unavailable

Share price$77.23
1D+1.4%
AH$76.04$76.36$76.68$77.00$77.325:30 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$0.48$1.69$2.91$4.12$5.33$71.43$73.86$76.29$78.72$81.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPVM spot · $77.23SPVM PRICE$0.61$0.66$0.72$0.78$0.86$0.98$1.09$1.22$1.38$1.54$1.69$2.15$0.67$0.77$0.83$0.91$1.05$1.22$1.49$1.76$2.05$2.34$2.99$3.66$4.98
PutsExpensive1.97×
CallsCheap0.90×
SkewBearish+6.57 pp
Implied moveBearish±$2.47
TiltBearish28.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.9426.8%6.4%
25Δ80.5719.4%5.1%74.3323.0%4.7%
30Δ79.5316.4%3.8%75.3819.6%3.5%
35Δ78.8314.5%3.0%76.1317.3%2.6%
40Δ78.3313.0%2.4%76.6316.5%2.1%
45Δ77.8911.9%2.0%77.1216.0%1.7%
50Δ77.5611.5%1.7%77.5716.4%1.5%
55Δ77.2411.0%1.4%78.0216.9%1.3%
60Δ76.9210.6%1.2%78.5016.8%1.0%
65Δ76.6510.2%1.0%78.9816.7%0.8%
70Δ76.379.9%0.9%79.7318.3%0.6%
75Δ76.109.6%0.7%80.5319.4%0.5%
80Δ75.5710.4%0.6%81.9322.7%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.94
IV
26.8%
B/E move
6.4%

25Δ

Calls
Pseudo strike
80.57
IV
19.4%
B/E move
5.1%
Puts
Pseudo strike
74.33
IV
23.0%
B/E move
4.7%

30Δ

Calls
Pseudo strike
79.53
IV
16.4%
B/E move
3.8%
Puts
Pseudo strike
75.38
IV
19.6%
B/E move
3.5%

35Δ

Calls
Pseudo strike
78.83
IV
14.5%
B/E move
3.0%
Puts
Pseudo strike
76.13
IV
17.3%
B/E move
2.6%

40Δ

Calls
Pseudo strike
78.33
IV
13.0%
B/E move
2.4%
Puts
Pseudo strike
76.63
IV
16.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
77.89
IV
11.9%
B/E move
2.0%
Puts
Pseudo strike
77.12
IV
16.0%
B/E move
1.7%

50Δ

Calls
Pseudo strike
77.56
IV
11.5%
B/E move
1.7%
Puts
Pseudo strike
77.57
IV
16.4%
B/E move
1.5%

55Δ

Calls
Pseudo strike
77.24
IV
11.0%
B/E move
1.4%
Puts
Pseudo strike
78.02
IV
16.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
76.92
IV
10.6%
B/E move
1.2%
Puts
Pseudo strike
78.50
IV
16.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
76.65
IV
10.2%
B/E move
1.0%
Puts
Pseudo strike
78.98
IV
16.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
76.37
IV
9.9%
B/E move
0.9%
Puts
Pseudo strike
79.73
IV
18.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
76.10
IV
9.6%
B/E move
0.7%
Puts
Pseudo strike
80.53
IV
19.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
75.57
IV
10.4%
B/E move
0.6%
Puts
Pseudo strike
81.93
IV
22.7%
B/E move
0.4%

Options history

No recorded observations