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Invesco Variable Rate Preferred ETF VRP

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Market datapartial · fetched 2026-10-22T21:23:57.458Z

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 · 2026-10-22T20:10:00.00378754Z

FundamentalsAlpha Vantage · unavailable

Share price$23.56
1D+0.2%
AH$23.51$23.53$23.55$23.56$23.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVRP
Sold putSold callAH

Invesco Variable Rate Preferred ETF options

Live interpolated VRP call and put midpoint premiums by absolute delta.Invesco Variable Rate Preferred ETF$0.55$0.78$1.00$1.23$1.46$20.79$22.29$23.78$25.28$26.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VRP spot · $23.56VRP PRICE$0.57$0.57$0.57$0.59$0.63$0.67$0.71$0.75$0.79$0.83$0.87$0.57$0.57$0.57$0.57$0.62$0.69$0.75$0.82$0.92$1.04$1.15$1.27$1.39
PutsExpensive2.34×
CallsExpensive2.95×
SkewBullish-6.77 pp
Implied moveBearish±$1.46
TiltBearish18.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.9386.7%29.5%20.3770.9%16.0%
25Δ27.1163.4%17.5%21.5454.4%11.0%
30Δ25.7149.3%11.6%22.2943.6%7.8%
35Δ24.9340.5%8.3%22.8335.4%5.5%
40Δ24.6637.4%7.3%23.1731.5%4.3%
45Δ24.3934.4%6.4%23.4129.5%3.6%
50Δ24.1231.4%5.4%23.6527.5%2.8%
55Δ23.8528.3%4.4%23.9025.5%2.1%
60Δ23.5925.3%3.5%24.1124.1%1.6%
65Δ23.3222.3%2.5%24.3023.2%1.3%
70Δ23.0519.2%1.5%24.4922.3%1.0%
75Δ24.6821.4%0.7%
80Δ24.8720.5%0.4%

20Δ

Calls
Pseudo strike
29.93
IV
86.7%
B/E move
29.5%
Puts
Pseudo strike
20.37
IV
70.9%
B/E move
16.0%

25Δ

Calls
Pseudo strike
27.11
IV
63.4%
B/E move
17.5%
Puts
Pseudo strike
21.54
IV
54.4%
B/E move
11.0%

30Δ

Calls
Pseudo strike
25.71
IV
49.3%
B/E move
11.6%
Puts
Pseudo strike
22.29
IV
43.6%
B/E move
7.8%

35Δ

Calls
Pseudo strike
24.93
IV
40.5%
B/E move
8.3%
Puts
Pseudo strike
22.83
IV
35.4%
B/E move
5.5%

40Δ

Calls
Pseudo strike
24.66
IV
37.4%
B/E move
7.3%
Puts
Pseudo strike
23.17
IV
31.5%
B/E move
4.3%

45Δ

Calls
Pseudo strike
24.39
IV
34.4%
B/E move
6.4%
Puts
Pseudo strike
23.41
IV
29.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
24.12
IV
31.4%
B/E move
5.4%
Puts
Pseudo strike
23.65
IV
27.5%
B/E move
2.8%

55Δ

Calls
Pseudo strike
23.85
IV
28.3%
B/E move
4.4%
Puts
Pseudo strike
23.90
IV
25.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
23.59
IV
25.3%
B/E move
3.5%
Puts
Pseudo strike
24.11
IV
24.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
23.32
IV
22.3%
B/E move
2.5%
Puts
Pseudo strike
24.30
IV
23.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
23.05
IV
19.2%
B/E move
1.5%
Puts
Pseudo strike
24.49
IV
22.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.68
IV
21.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.87
IV
20.5%
B/E move
0.4%

Options history

No recorded observations