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Invesco S&P MidCap Low Volatility ETF XMLV

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Market datapartial · fetched 2026-10-22T21:12:05.163Z

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 · 2026-10-22T20:10:00.004071672Z

FundamentalsAlpha Vantage · unavailable

Share price$65.78
1D+1.5%
AH$64.74$65.05$65.37$65.68$65.995:30 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$1.11$1.49$1.87$2.25$2.64$59.34$62.22$65.09$67.97$70.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XMLV spot · $65.78XMLV PRICE$1.15$1.15$1.17$1.21$1.27$1.36$1.45$1.54$1.64$1.75$1.86$1.98$1.15$1.20$1.28$1.32$1.40$1.52$1.66$1.86$2.09$2.53
PutsExpensive2.35×
CallsExpensive1.52×
SkewBearish+7.41 pp
Implied moveBearish±$3.01
TiltBullish4.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.0151.8%12.0%
25Δ72.3844.3%11.8%61.4641.0%8.4%
30Δ69.7934.3%7.8%63.0434.4%6.1%
35Δ68.2928.0%5.6%64.1728.9%4.5%
40Δ67.3423.9%4.2%64.9925.4%3.3%
45Δ66.6721.1%3.3%65.5823.3%2.6%
50Δ66.1319.0%2.6%66.1321.5%2.0%
55Δ65.7317.4%2.1%66.5820.7%1.6%
60Δ65.3816.1%1.7%67.0520.1%1.2%
65Δ65.0314.7%1.4%67.6320.8%1.0%
70Δ64.7113.6%1.0%
75Δ64.3912.5%0.7%
80Δ64.0711.5%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.01
IV
51.8%
B/E move
12.0%

25Δ

Calls
Pseudo strike
72.38
IV
44.3%
B/E move
11.8%
Puts
Pseudo strike
61.46
IV
41.0%
B/E move
8.4%

30Δ

Calls
Pseudo strike
69.79
IV
34.3%
B/E move
7.8%
Puts
Pseudo strike
63.04
IV
34.4%
B/E move
6.1%

35Δ

Calls
Pseudo strike
68.29
IV
28.0%
B/E move
5.6%
Puts
Pseudo strike
64.17
IV
28.9%
B/E move
4.5%

40Δ

Calls
Pseudo strike
67.34
IV
23.9%
B/E move
4.2%
Puts
Pseudo strike
64.99
IV
25.4%
B/E move
3.3%

45Δ

Calls
Pseudo strike
66.67
IV
21.1%
B/E move
3.3%
Puts
Pseudo strike
65.58
IV
23.3%
B/E move
2.6%

50Δ

Calls
Pseudo strike
66.13
IV
19.0%
B/E move
2.6%
Puts
Pseudo strike
66.13
IV
21.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
65.73
IV
17.4%
B/E move
2.1%
Puts
Pseudo strike
66.58
IV
20.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
65.38
IV
16.1%
B/E move
1.7%
Puts
Pseudo strike
67.05
IV
20.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
65.03
IV
14.7%
B/E move
1.4%
Puts
Pseudo strike
67.63
IV
20.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
64.71
IV
13.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
64.39
IV
12.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
64.07
IV
11.5%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations