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Invesco S&P MidCap Quality ETF XMHQ

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Market datapartial · fetched 2026-10-22T18:10:58.587Z

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 · 2026-10-22T18:09:05.962171592Z

FundamentalsAlpha Vantage · unavailable

Share price$116.01
1D-0.4%
$114.67$115.15$115.63$116.10$116.585:30 AM6:30 AM9:00 AM1:00 PMXMHQ
Sold putSold call

Invesco S&P MidCap Quality ETF options

Live interpolated XMHQ call and put midpoint premiums by absolute delta.Invesco S&P MidCap Quality ETF$1.02$1.90$2.79$3.68$4.57$108.40$111.94$115.48$119.01$122.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XMHQ spot · $116.01XMHQ PRICE$1.11$1.36$1.63$1.91$2.27$2.93$3.54$3.82$3.94$4.31$1.57$1.88$2.25$2.63$3.07$3.55$3.88$4.20
PutsExpensive1.17×
CallsFair0.99×
SkewBearish+3.48 pp
Implied moveBearish±$4.54
TiltBullish7.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ118.3814.7%3.0%114.0719.8%3.0%
40Δ117.7114.7%2.6%114.9319.5%2.5%
45Δ117.0914.8%2.3%115.7419.4%2.2%
50Δ116.4814.8%2.0%116.5419.3%1.8%
55Δ115.8315.3%1.8%117.3619.4%1.5%
60Δ115.0817.2%1.7%118.1619.4%1.2%
65Δ114.2518.0%1.5%118.8218.3%0.9%
70Δ113.6717.0%1.3%119.4917.3%0.6%
75Δ113.2015.2%1.0%
80Δ112.5814.2%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
118.38
IV
14.7%
B/E move
3.0%
Puts
Pseudo strike
114.07
IV
19.8%
B/E move
3.0%

40Δ

Calls
Pseudo strike
117.71
IV
14.7%
B/E move
2.6%
Puts
Pseudo strike
114.93
IV
19.5%
B/E move
2.5%

45Δ

Calls
Pseudo strike
117.09
IV
14.8%
B/E move
2.3%
Puts
Pseudo strike
115.74
IV
19.4%
B/E move
2.2%

50Δ

Calls
Pseudo strike
116.48
IV
14.8%
B/E move
2.0%
Puts
Pseudo strike
116.54
IV
19.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
115.83
IV
15.3%
B/E move
1.8%
Puts
Pseudo strike
117.36
IV
19.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
115.08
IV
17.2%
B/E move
1.7%
Puts
Pseudo strike
118.16
IV
19.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
114.25
IV
18.0%
B/E move
1.5%
Puts
Pseudo strike
118.82
IV
18.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
113.67
IV
17.0%
B/E move
1.3%
Puts
Pseudo strike
119.49
IV
17.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
113.20
IV
15.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
112.58
IV
14.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations