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Invesco S&P MidCap Quality ETF XMHQ

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Market datapartial · fetched 2026-10-22T20:46:05.757Z

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 · 2026-10-22T20:10:00.003861202Z

FundamentalsAlpha Vantage · unavailable

Share price$116.17
1D-0.2%
AH$114.67$115.15$115.63$116.10$116.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXMHQ
Sold putSold callAH

Invesco S&P MidCap Quality ETF options

Live interpolated XMHQ call and put midpoint premiums by absolute delta.Invesco S&P MidCap Quality ETF$0.50$2.19$3.88$5.56$7.25$108.02$111.79$115.56$119.33$123.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XMHQ spot · $116.17XMHQ PRICE$0.68$0.78$0.91$1.11$1.33$1.55$2.00$2.57$2.87$3.35$4.08$4.96$5.90$0.90$1.05$1.33$1.61$1.93$2.32$2.72$3.21$3.60$3.87$4.32$6.76
PutsExpensive1.28×
CallsExpensive1.05×
SkewBearish+3.75 pp
Implied moveBearish±$4.72
TiltBearish2.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.2119.2%5.8%110.3723.9%5.8%
25Δ120.4216.4%4.3%112.1920.9%4.3%
30Δ119.2714.9%3.5%113.2120.7%3.7%
35Δ118.5114.6%3.0%114.1820.2%3.1%
40Δ117.8514.5%2.6%115.0620.0%2.6%
45Δ117.2214.2%2.2%115.8920.2%2.2%
50Δ116.5915.5%2.1%116.7220.0%1.9%
55Δ115.9617.4%2.0%117.5720.2%1.6%
60Δ115.2816.8%1.7%118.3519.7%1.2%
65Δ114.5216.9%1.5%119.0418.3%0.9%
70Δ113.6018.0%1.3%119.7817.7%0.6%
75Δ112.5319.1%1.1%122.1923.7%0.6%
80Δ111.3519.6%0.9%

20Δ

Calls
Pseudo strike
122.21
IV
19.2%
B/E move
5.8%
Puts
Pseudo strike
110.37
IV
23.9%
B/E move
5.8%

25Δ

Calls
Pseudo strike
120.42
IV
16.4%
B/E move
4.3%
Puts
Pseudo strike
112.19
IV
20.9%
B/E move
4.3%

30Δ

Calls
Pseudo strike
119.27
IV
14.9%
B/E move
3.5%
Puts
Pseudo strike
113.21
IV
20.7%
B/E move
3.7%

35Δ

Calls
Pseudo strike
118.51
IV
14.6%
B/E move
3.0%
Puts
Pseudo strike
114.18
IV
20.2%
B/E move
3.1%

40Δ

Calls
Pseudo strike
117.85
IV
14.5%
B/E move
2.6%
Puts
Pseudo strike
115.06
IV
20.0%
B/E move
2.6%

45Δ

Calls
Pseudo strike
117.22
IV
14.2%
B/E move
2.2%
Puts
Pseudo strike
115.89
IV
20.2%
B/E move
2.2%

50Δ

Calls
Pseudo strike
116.59
IV
15.5%
B/E move
2.1%
Puts
Pseudo strike
116.72
IV
20.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
115.96
IV
17.4%
B/E move
2.0%
Puts
Pseudo strike
117.57
IV
20.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
115.28
IV
16.8%
B/E move
1.7%
Puts
Pseudo strike
118.35
IV
19.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
114.52
IV
16.9%
B/E move
1.5%
Puts
Pseudo strike
119.04
IV
18.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
113.60
IV
18.0%
B/E move
1.3%
Puts
Pseudo strike
119.78
IV
17.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
112.53
IV
19.1%
B/E move
1.1%
Puts
Pseudo strike
122.19
IV
23.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
111.35
IV
19.6%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations