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Invesco Variable Rate Preferred ETF VRP

i

Market dataready · fetched 2026-11-12T14:56:31.602Z

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 · 2026-11-12T14:56:08.841238302Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:30.618820+00:00

Share price$23.67
1D-0.0%
$23.65$23.68$23.71$23.74$23.775:30 AM6:30 AM9:00 AM1:00 PMVRP
Sold putSold call

Invesco Variable Rate Preferred ETF options

Live interpolated VRP call and put midpoint premiums by absolute delta.Invesco Variable Rate Preferred ETF$0.53$0.72$0.90$1.09$1.27$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEVRP PRICE$0.55$0.55$0.55$0.55$0.55$0.56$0.64$0.71$0.79$0.86$0.94$1.08$1.22$0.55$0.55$0.55$0.55
Puts——
CallsExpensive13.13×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.59154.1%27.4%20.52127.2%15.6%
25Δ26.95112.6%16.2%21.6797.4%10.8%
30Δ25.6587.8%10.7%22.3778.3%7.8%
35Δ24.8670.5%7.4%22.9362.7%5.4%
40Δ24.4058.8%5.4%
45Δ23.9848.3%3.7%
50Δ23.7946.3%3.2%
55Δ23.6044.4%2.7%
60Δ23.4142.4%2.2%
65Δ23.2240.5%1.7%
70Δ23.0338.5%1.3%
75Δ22.8336.5%1.0%
80Δ22.6434.5%0.8%

20Δ

Calls
Pseudo strike
29.59
IV
154.1%
B/E move
27.4%
Puts
Pseudo strike
20.52
IV
127.2%
B/E move
15.6%

25Δ

Calls
Pseudo strike
26.95
IV
112.6%
B/E move
16.2%
Puts
Pseudo strike
21.67
IV
97.4%
B/E move
10.8%

30Δ

Calls
Pseudo strike
25.65
IV
87.8%
B/E move
10.7%
Puts
Pseudo strike
22.37
IV
78.3%
B/E move
7.8%

35Δ

Calls
Pseudo strike
24.86
IV
70.5%
B/E move
7.4%
Puts
Pseudo strike
22.93
IV
62.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
24.40
IV
58.8%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
23.98
IV
48.3%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
23.79
IV
46.3%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
23.60
IV
44.4%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
23.41
IV
42.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
23.22
IV
40.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.03
IV
38.5%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.83
IV
36.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.64
IV
34.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend136.69%
Daily EOD
VRP40.8%92.3%143.8%2026-10-19: 47.90%2026-10-20: 97.12%2026-10-22: 71.88%2026-10-26: 61.45%2026-10-27: 90.07%2026-10-28: 68.36%2026-10-29: 135.81%2026-10-30: 136.69%Oct 19Oct 26Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.90%
97.12%
71.88%
61.45%
90.07%
68.36%
135.81%
136.69%