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Invesco S&P MidCap Quality ETF XMHQ

i

Market dataready · fetched 2026-11-12T03:17:08.130Z

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 · 2026-11-12T01:00:00.141444348Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:17:07.762360+00:00

Share price$121.19
1D+0.5%
AH$120.26$120.54$120.82$121.09$121.375:30 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$0.57$1.22$1.87$2.52$3.17$116.06$118.41$120.77$123.13$125.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XMHQ spot · $121.19XMHQ PRICE$0.68$0.75$0.83$0.96$1.11$1.25$1.50$1.74$2.03$2.41$2.81$0.64$0.73$0.81$0.93$0.99$1.05$1.36$1.69$2.05$2.42$2.72$2.98
Puts——
Calls——
Skew——
Implied moveBearish±$2.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.7929.9%4.2%
25Δ118.1825.8%3.1%
30Δ123.3319.3%2.3%119.1922.2%2.3%
35Δ122.6717.4%1.8%119.8720.4%1.9%
40Δ122.1315.8%1.5%120.4318.2%1.4%
45Δ121.7215.1%1.2%120.9616.0%1.1%
50Δ121.3614.8%1.1%121.4017.1%0.9%
55Δ121.0014.4%0.9%121.8318.5%0.9%
60Δ120.6214.6%0.8%122.3219.4%0.8%
65Δ120.2414.8%0.7%122.8519.9%0.6%
70Δ119.8315.1%0.6%123.3219.4%0.5%
75Δ119.3415.4%0.5%123.7618.5%0.3%
80Δ118.8315.7%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
116.79
IV
29.9%
B/E move
4.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
118.18
IV
25.8%
B/E move
3.1%

30Δ

Calls
Pseudo strike
123.33
IV
19.3%
B/E move
2.3%
Puts
Pseudo strike
119.19
IV
22.2%
B/E move
2.3%

35Δ

Calls
Pseudo strike
122.67
IV
17.4%
B/E move
1.8%
Puts
Pseudo strike
119.87
IV
20.4%
B/E move
1.9%

40Δ

Calls
Pseudo strike
122.13
IV
15.8%
B/E move
1.5%
Puts
Pseudo strike
120.43
IV
18.2%
B/E move
1.4%

45Δ

Calls
Pseudo strike
121.72
IV
15.1%
B/E move
1.2%
Puts
Pseudo strike
120.96
IV
16.0%
B/E move
1.1%

50Δ

Calls
Pseudo strike
121.36
IV
14.8%
B/E move
1.1%
Puts
Pseudo strike
121.40
IV
17.1%
B/E move
0.9%

55Δ

Calls
Pseudo strike
121.00
IV
14.4%
B/E move
0.9%
Puts
Pseudo strike
121.83
IV
18.5%
B/E move
0.9%

60Δ

Calls
Pseudo strike
120.62
IV
14.6%
B/E move
0.8%
Puts
Pseudo strike
122.32
IV
19.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
120.24
IV
14.8%
B/E move
0.7%
Puts
Pseudo strike
122.85
IV
19.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
119.83
IV
15.1%
B/E move
0.6%
Puts
Pseudo strike
123.32
IV
19.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
119.34
IV
15.4%
B/E move
0.5%
Puts
Pseudo strike
123.76
IV
18.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
118.83
IV
15.7%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.92%
Daily EOD
XMHQ16.3%17.3%18.3%2026-10-19: 16.97%2026-10-20: 16.85%2026-10-21: 16.45%2026-10-22: 17.59%2026-10-23: 18.17%2026-10-26: 17.49%2026-10-27: 16.92%Oct 19Oct 22Oct 27
7 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
16.97%
16.85%
16.45%
17.59%
18.17%
17.49%
16.92%