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Invesco S&P MidCap Momentum ETF XMMO

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Market datapartial · fetched 2026-10-22T16:38:02.245Z

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 · 2026-10-22T16:37:32.925282457Z

FundamentalsAlpha Vantage · unavailable

Share price$134.98
1D-1.9%
$134.02$135.02$136.02$137.02$138.025:30 AM6:30 AM9:00 AM1:00 PMXMMO
Sold putSold call

Invesco S&P MidCap Momentum ETF options

Live interpolated XMMO call and put midpoint premiums by absolute delta.Invesco S&P MidCap Momentum ETF$0.82$3.73$6.64$9.55$12.46$120.27$129.30$138.34$147.37$156.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XMMO spot · $134.98XMMO PRICE$1.14$1.43$1.78$2.35$2.91$3.52$4.22$5.04$6.05$7.07$8.20$9.91$11.62$1.45$1.95$2.45$3.02$3.60$4.18$4.78$5.40$6.02$6.84$7.69$8.79$10.16
PutsFair1.03×
CallsExpensive1.67×
SkewNeutral-0.01 pp
Implied moveBearish±$9.00
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ145.0527.7%8.3%125.9332.0%7.8%
25Δ142.5825.7%6.7%127.7832.0%6.8%
30Δ140.9525.4%5.7%129.6332.1%5.8%
35Δ139.8927.3%5.4%131.2631.6%5.0%
40Δ138.5828.1%4.8%132.8331.1%4.3%
45Δ137.1828.3%4.2%134.4030.5%3.5%
50Δ135.8328.9%3.8%135.8529.8%2.9%
55Δ134.4029.6%3.3%137.2128.8%2.3%
60Δ132.8430.4%2.9%138.5427.8%1.8%
65Δ131.2831.2%2.5%139.9027.3%1.4%
70Δ129.6232.0%2.1%141.2526.7%1.1%
75Δ127.4533.3%1.8%142.7626.4%0.7%
80Δ125.2934.6%1.4%144.5126.3%0.5%

20Δ

Calls
Pseudo strike
145.05
IV
27.7%
B/E move
8.3%
Puts
Pseudo strike
125.93
IV
32.0%
B/E move
7.8%

25Δ

Calls
Pseudo strike
142.58
IV
25.7%
B/E move
6.7%
Puts
Pseudo strike
127.78
IV
32.0%
B/E move
6.8%

30Δ

Calls
Pseudo strike
140.95
IV
25.4%
B/E move
5.7%
Puts
Pseudo strike
129.63
IV
32.1%
B/E move
5.8%

35Δ

Calls
Pseudo strike
139.89
IV
27.3%
B/E move
5.4%
Puts
Pseudo strike
131.26
IV
31.6%
B/E move
5.0%

40Δ

Calls
Pseudo strike
138.58
IV
28.1%
B/E move
4.8%
Puts
Pseudo strike
132.83
IV
31.1%
B/E move
4.3%

45Δ

Calls
Pseudo strike
137.18
IV
28.3%
B/E move
4.2%
Puts
Pseudo strike
134.40
IV
30.5%
B/E move
3.5%

50Δ

Calls
Pseudo strike
135.83
IV
28.9%
B/E move
3.8%
Puts
Pseudo strike
135.85
IV
29.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
134.40
IV
29.6%
B/E move
3.3%
Puts
Pseudo strike
137.21
IV
28.8%
B/E move
2.3%

60Δ

Calls
Pseudo strike
132.84
IV
30.4%
B/E move
2.9%
Puts
Pseudo strike
138.54
IV
27.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
131.28
IV
31.2%
B/E move
2.5%
Puts
Pseudo strike
139.90
IV
27.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
129.62
IV
32.0%
B/E move
2.1%
Puts
Pseudo strike
141.25
IV
26.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
127.45
IV
33.3%
B/E move
1.8%
Puts
Pseudo strike
142.76
IV
26.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
125.29
IV
34.6%
B/E move
1.4%
Puts
Pseudo strike
144.51
IV
26.3%
B/E move
0.5%

Options history

No recorded observations