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Invesco S&P MidCap Low Volatility ETF XMLV

i

Market dataready · fetched 2026-11-12T02:54:59.378Z

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 · 2026-11-12T01:00:00.117209551Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:54:59.004817+00:00

Share price$67.10
1D+0.0%
AH$66.62$66.75$66.87$67.00$67.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXMLV
Sold putSold callAH

Invesco S&P MidCap Low Volatility ETF options

Live interpolated XMLV call and put midpoint premiums by absolute delta.Invesco S&P MidCap Low Volatility ETF$1.02$1.56$2.10$2.63$3.17$62.11$64.03$65.94$67.86$69.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XMLV spot · $67.10XMLV PRICE$1.07$1.07$1.07$1.11$1.17$1.25$1.35$1.48$1.61$1.73$1.83$1.93$1.07$1.08$1.11$1.16$1.22$1.28$1.39$1.55$1.71$1.90$2.09$2.36$3.02
PutsExpensive2.19×
Calls——
Skew——
Implied moveBearish±$2.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.5187.0%11.4%
25Δ72.9973.3%10.4%63.0365.9%7.7%
30Δ70.6557.1%6.9%64.4854.1%5.6%
35Δ69.2345.8%4.8%65.4845.9%4.1%
40Δ68.3739.0%3.5%66.2140.1%3.1%
45Δ67.7634.4%2.7%66.7735.3%2.4%
50Δ67.2931.3%2.2%67.2432.5%1.9%
55Δ66.8828.7%1.7%67.6331.1%1.5%
60Δ66.5527.2%1.4%68.0329.7%1.2%
65Δ66.2325.6%1.1%68.3728.3%0.9%
70Δ65.9423.9%0.9%68.7126.9%0.7%
75Δ65.7421.8%0.7%69.1326.2%0.5%
80Δ65.5419.6%0.6%69.8528.7%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.51
IV
87.0%
B/E move
11.4%

25Δ

Calls
Pseudo strike
72.99
IV
73.3%
B/E move
10.4%
Puts
Pseudo strike
63.03
IV
65.9%
B/E move
7.7%

30Δ

Calls
Pseudo strike
70.65
IV
57.1%
B/E move
6.9%
Puts
Pseudo strike
64.48
IV
54.1%
B/E move
5.6%

35Δ

Calls
Pseudo strike
69.23
IV
45.8%
B/E move
4.8%
Puts
Pseudo strike
65.48
IV
45.9%
B/E move
4.1%

40Δ

Calls
Pseudo strike
68.37
IV
39.0%
B/E move
3.5%
Puts
Pseudo strike
66.21
IV
40.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
67.76
IV
34.4%
B/E move
2.7%
Puts
Pseudo strike
66.77
IV
35.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
67.29
IV
31.3%
B/E move
2.2%
Puts
Pseudo strike
67.24
IV
32.5%
B/E move
1.9%

55Δ

Calls
Pseudo strike
66.88
IV
28.7%
B/E move
1.7%
Puts
Pseudo strike
67.63
IV
31.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
66.55
IV
27.2%
B/E move
1.4%
Puts
Pseudo strike
68.03
IV
29.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
66.23
IV
25.6%
B/E move
1.1%
Puts
Pseudo strike
68.37
IV
28.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
65.94
IV
23.9%
B/E move
0.9%
Puts
Pseudo strike
68.71
IV
26.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
65.74
IV
21.8%
B/E move
0.7%
Puts
Pseudo strike
69.13
IV
26.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
65.54
IV
19.6%
B/E move
0.6%
Puts
Pseudo strike
69.85
IV
28.7%
B/E move
0.4%

Options history

IV · four-Friday blend18.75%
Daily EOD
XMLV17.8%18.3%18.8%2026-10-19: 18.22%2026-10-20: 17.90%2026-10-21: 17.85%2026-10-22: 17.86%2026-10-23: 18.21%2026-10-26: 18.60%2026-10-27: 18.62%2026-10-28: 18.44%2026-10-29: 18.71%2026-10-30: 18.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.22%
17.90%
17.85%
17.86%
18.21%
18.60%
18.62%
18.44%
18.71%
18.75%