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Invesco S&P 500 Top 50 ETF XLG

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Market dataready · fetched 2026-10-23T03:17:39.794Z

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 · 2026-10-23T00:00:00.011998515Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:17:39.189771+00:00

Share price$62.55
1D-0.4%
AH$62.32$62.55$62.78$63.00$63.235:30 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$0.36$1.43$2.51$3.59$4.67$58.31$60.53$62.76$64.98$67.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLG spot · $62.55XLG PRICE$0.47$0.57$0.65$0.73$0.89$1.05$1.28$1.59$1.92$2.37$2.89$3.53$4.36$0.59$0.68$0.74$0.88$1.02$1.09$1.16$1.27$1.45$1.63$2.23$3.67$2.90
PutsFair1.03×
CallsExpensive1.10×
SkewBullish-2.36 pp
Implied moveBullish±$2.44
TiltBullish7.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.8825.2%7.7%58.8528.7%6.9%
25Δ65.6922.7%5.9%60.0225.0%5.1%
30Δ64.7920.2%4.6%60.9121.6%3.8%
35Δ64.1318.3%3.7%61.4620.5%3.1%
40Δ63.6618.0%3.2%61.9719.6%2.6%
45Δ63.2418.0%2.8%62.3717.9%2.0%
50Δ62.8118.6%2.5%62.7716.2%1.5%
55Δ62.3719.7%2.3%63.1315.0%1.1%
60Δ61.9120.9%2.0%63.4614.7%0.9%
65Δ61.3322.4%1.8%63.7814.3%0.6%
70Δ60.6823.9%1.6%64.4516.5%0.5%
75Δ59.9125.7%1.4%65.8323.7%0.6%
80Δ58.9427.6%1.2%65.3116.9%0.2%

20Δ

Calls
Pseudo strike
66.88
IV
25.2%
B/E move
7.7%
Puts
Pseudo strike
58.85
IV
28.7%
B/E move
6.9%

25Δ

Calls
Pseudo strike
65.69
IV
22.7%
B/E move
5.9%
Puts
Pseudo strike
60.02
IV
25.0%
B/E move
5.1%

30Δ

Calls
Pseudo strike
64.79
IV
20.2%
B/E move
4.6%
Puts
Pseudo strike
60.91
IV
21.6%
B/E move
3.8%

35Δ

Calls
Pseudo strike
64.13
IV
18.3%
B/E move
3.7%
Puts
Pseudo strike
61.46
IV
20.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
63.66
IV
18.0%
B/E move
3.2%
Puts
Pseudo strike
61.97
IV
19.6%
B/E move
2.6%

45Δ

Calls
Pseudo strike
63.24
IV
18.0%
B/E move
2.8%
Puts
Pseudo strike
62.37
IV
17.9%
B/E move
2.0%

50Δ

Calls
Pseudo strike
62.81
IV
18.6%
B/E move
2.5%
Puts
Pseudo strike
62.77
IV
16.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
62.37
IV
19.7%
B/E move
2.3%
Puts
Pseudo strike
63.13
IV
15.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
61.91
IV
20.9%
B/E move
2.0%
Puts
Pseudo strike
63.46
IV
14.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
61.33
IV
22.4%
B/E move
1.8%
Puts
Pseudo strike
63.78
IV
14.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
60.68
IV
23.9%
B/E move
1.6%
Puts
Pseudo strike
64.45
IV
16.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
59.91
IV
25.7%
B/E move
1.4%
Puts
Pseudo strike
65.83
IV
23.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
58.94
IV
27.6%
B/E move
1.2%
Puts
Pseudo strike
65.31
IV
16.9%
B/E move
0.2%

Options history

No recorded observations