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Invesco S&P 500 Top 50 ETF XLG

i

Market dataready · fetched 2026-11-13T02:10:16.798Z

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 · 2026-11-13T01:00:00.117194332Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:10:16.386925+00:00

Share price$61.48
1D+1.6%
AH$60.74$61.06$61.37$61.68$62.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLG
Sold putSold callAH

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$0.32$0.86$1.40$1.94$2.49$58.11$59.84$61.56$63.28$65.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XLG spot · $61.48XLG PRICE$0.38$0.38$0.44$0.62$0.79$0.96$1.13$1.23$1.32$1.41$1.50$0.38$0.45$0.53$0.60$0.67$0.80$0.93$1.05$1.20$1.38$1.55$1.72$2.33
PutsFair0.98×
Calls——
Skew——
Implied moveBearish±$1.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.7939.4%6.0%58.9136.6%4.8%
25Δ63.4229.0%3.8%59.6033.0%3.8%
30Δ60.1630.3%3.0%
35Δ60.5727.8%2.5%
40Δ61.8816.3%1.4%60.9925.4%1.9%
45Δ61.6718.1%1.3%61.2825.0%1.6%
50Δ61.4519.9%1.2%61.5624.6%1.4%
55Δ61.2421.7%1.2%61.8424.2%1.1%
60Δ61.0223.5%1.1%62.1223.7%0.9%
65Δ60.8322.3%0.9%62.4023.2%0.7%
70Δ60.6420.7%0.8%62.6822.8%0.6%
75Δ60.4519.1%0.6%62.9622.3%0.4%
80Δ60.2617.5%0.5%63.6324.5%0.3%

20Δ

Calls
Pseudo strike
64.79
IV
39.4%
B/E move
6.0%
Puts
Pseudo strike
58.91
IV
36.6%
B/E move
4.8%

25Δ

Calls
Pseudo strike
63.42
IV
29.0%
B/E move
3.8%
Puts
Pseudo strike
59.60
IV
33.0%
B/E move
3.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.16
IV
30.3%
B/E move
3.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.57
IV
27.8%
B/E move
2.5%

40Δ

Calls
Pseudo strike
61.88
IV
16.3%
B/E move
1.4%
Puts
Pseudo strike
60.99
IV
25.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
61.67
IV
18.1%
B/E move
1.3%
Puts
Pseudo strike
61.28
IV
25.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
61.45
IV
19.9%
B/E move
1.2%
Puts
Pseudo strike
61.56
IV
24.6%
B/E move
1.4%

55Δ

Calls
Pseudo strike
61.24
IV
21.7%
B/E move
1.2%
Puts
Pseudo strike
61.84
IV
24.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
61.02
IV
23.5%
B/E move
1.1%
Puts
Pseudo strike
62.12
IV
23.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
60.83
IV
22.3%
B/E move
0.9%
Puts
Pseudo strike
62.40
IV
23.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
60.64
IV
20.7%
B/E move
0.8%
Puts
Pseudo strike
62.68
IV
22.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
60.45
IV
19.1%
B/E move
0.6%
Puts
Pseudo strike
62.96
IV
22.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
60.26
IV
17.5%
B/E move
0.5%
Puts
Pseudo strike
63.63
IV
24.5%
B/E move
0.3%

Options history

IV · four-Friday blend19.60%
Daily EOD
XLG16.8%18.4%20.1%2026-10-19: 17.01%2026-10-20: 17.75%2026-10-21: 17.68%2026-10-22: 18.07%2026-10-23: 19.85%2026-10-26: 18.20%2026-10-27: 17.35%2026-10-28: 17.68%2026-10-29: 17.40%2026-10-30: 19.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.01%
17.75%
17.68%
18.07%
19.85%
18.20%
17.35%
17.68%
17.40%
19.60%