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Invesco S&P 500 Top 50 ETF XLG

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Market datapartial · fetched 2026-10-23T16:43:33.232Z

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 · 2026-10-23T16:43:30.832524671Z

FundamentalsAlpha Vantage · unavailable

Share price$62.47
1D+0.2%
$62.22$62.32$62.43$62.53$62.635:30 AM6:30 AM9:00 AM1:00 PMXLG
Sold putSold call

Invesco S&P 500 Top 50 ETF options

Live interpolated XLG call and put midpoint premiums by absolute delta.Invesco S&P 500 Top 50 ETF$0.28$1.20$2.11$3.03$3.95$57.79$60.15$62.51$64.87$67.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLG spot · $62.47XLG PRICE$0.38$0.46$0.54$0.71$0.97$1.23$1.45$1.63$1.84$2.13$2.47$3.02$3.69$0.59$0.64$0.81$0.99$1.16$1.34$1.52$1.71$1.89$2.08$2.37$2.67$3.51
PutsExpensive1.12×
CallsFair1.03×
SkewBearish+1.45 pp
Implied moveBearish±$2.98
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.1620.7%6.5%58.0032.3%8.1%
25Δ65.2918.9%5.3%60.0623.9%4.9%
30Δ64.4317.0%4.0%60.6323.5%4.2%
35Δ63.8317.1%3.3%61.2023.0%3.6%
40Δ63.5119.1%3.2%61.7722.5%3.0%
45Δ63.1821.1%3.1%62.2621.8%2.5%
50Δ62.7921.8%2.8%62.7021.0%2.1%
55Δ62.3321.0%2.4%63.1320.2%1.7%
60Δ61.8620.4%2.0%63.5719.4%1.3%
65Δ61.3920.4%1.7%64.0018.6%0.9%
70Δ60.8920.7%1.4%64.4418.3%0.6%
75Δ60.2222.1%1.2%64.8817.9%0.4%
80Δ59.4323.4%1.0%65.8020.2%0.3%

20Δ

Calls
Pseudo strike
66.16
IV
20.7%
B/E move
6.5%
Puts
Pseudo strike
58.00
IV
32.3%
B/E move
8.1%

25Δ

Calls
Pseudo strike
65.29
IV
18.9%
B/E move
5.3%
Puts
Pseudo strike
60.06
IV
23.9%
B/E move
4.9%

30Δ

Calls
Pseudo strike
64.43
IV
17.0%
B/E move
4.0%
Puts
Pseudo strike
60.63
IV
23.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
63.83
IV
17.1%
B/E move
3.3%
Puts
Pseudo strike
61.20
IV
23.0%
B/E move
3.6%

40Δ

Calls
Pseudo strike
63.51
IV
19.1%
B/E move
3.2%
Puts
Pseudo strike
61.77
IV
22.5%
B/E move
3.0%

45Δ

Calls
Pseudo strike
63.18
IV
21.1%
B/E move
3.1%
Puts
Pseudo strike
62.26
IV
21.8%
B/E move
2.5%

50Δ

Calls
Pseudo strike
62.79
IV
21.8%
B/E move
2.8%
Puts
Pseudo strike
62.70
IV
21.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
62.33
IV
21.0%
B/E move
2.4%
Puts
Pseudo strike
63.13
IV
20.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
61.86
IV
20.4%
B/E move
2.0%
Puts
Pseudo strike
63.57
IV
19.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
61.39
IV
20.4%
B/E move
1.7%
Puts
Pseudo strike
64.00
IV
18.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
60.89
IV
20.7%
B/E move
1.4%
Puts
Pseudo strike
64.44
IV
18.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
60.22
IV
22.1%
B/E move
1.2%
Puts
Pseudo strike
64.88
IV
17.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
59.43
IV
23.4%
B/E move
1.0%
Puts
Pseudo strike
65.80
IV
20.2%
B/E move
0.3%

Options history

No recorded observations