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Invesco S&P MidCap Momentum ETF XMMO

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Market datapartial · fetched 2026-10-23T02:21:28.579Z

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 · 2026-10-23T00:00:00.174180937Z

FundamentalsAlpha Vantage · unavailable

Share price$135.23
1D-1.8%
AH$134.02$135.02$136.02$137.02$138.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXMMO
Sold putSold callAH

Invesco S&P MidCap Momentum ETF options

Live interpolated XMMO call and put midpoint premiums by absolute delta.Invesco S&P MidCap Momentum ETF$0.70$3.49$6.27$9.06$11.84$120.33$129.35$138.36$147.38$156.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XMMO spot · $135.23XMMO PRICE$1.00$1.39$1.77$2.24$2.73$3.35$4.07$4.85$5.83$6.82$7.81$9.39$11.04$1.61$2.07$2.53$3.02$3.51$4.00$4.62$5.27$6.03$7.10$7.96$9.14$10.73
PutsExpensive1.05×
CallsExpensive1.58×
SkewBearish+2.17 pp
Implied moveBearish±$8.69
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ144.0924.4%7.3%125.1736.0%8.6%
25Δ142.6125.0%6.5%127.4234.6%7.3%
30Δ141.2125.4%5.7%129.6833.2%6.0%
35Δ139.9025.9%5.1%131.4031.9%5.1%
40Δ138.5926.2%4.5%133.0330.7%4.2%
45Δ137.3026.7%4.0%134.6629.4%3.4%
50Δ136.0227.7%3.6%136.0828.7%2.8%
55Δ134.6928.6%3.2%137.4328.1%2.3%
60Δ133.1829.2%2.8%138.8027.8%1.8%
65Δ131.6629.8%2.4%140.3328.3%1.5%
70Δ130.1530.4%2.0%141.7127.5%1.1%
75Δ128.1131.3%1.7%143.3127.2%0.8%
80Δ126.0232.3%1.4%145.2827.6%0.5%

20Δ

Calls
Pseudo strike
144.09
IV
24.4%
B/E move
7.3%
Puts
Pseudo strike
125.17
IV
36.0%
B/E move
8.6%

25Δ

Calls
Pseudo strike
142.61
IV
25.0%
B/E move
6.5%
Puts
Pseudo strike
127.42
IV
34.6%
B/E move
7.3%

30Δ

Calls
Pseudo strike
141.21
IV
25.4%
B/E move
5.7%
Puts
Pseudo strike
129.68
IV
33.2%
B/E move
6.0%

35Δ

Calls
Pseudo strike
139.90
IV
25.9%
B/E move
5.1%
Puts
Pseudo strike
131.40
IV
31.9%
B/E move
5.1%

40Δ

Calls
Pseudo strike
138.59
IV
26.2%
B/E move
4.5%
Puts
Pseudo strike
133.03
IV
30.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
137.30
IV
26.7%
B/E move
4.0%
Puts
Pseudo strike
134.66
IV
29.4%
B/E move
3.4%

50Δ

Calls
Pseudo strike
136.02
IV
27.7%
B/E move
3.6%
Puts
Pseudo strike
136.08
IV
28.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
134.69
IV
28.6%
B/E move
3.2%
Puts
Pseudo strike
137.43
IV
28.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
133.18
IV
29.2%
B/E move
2.8%
Puts
Pseudo strike
138.80
IV
27.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
131.66
IV
29.8%
B/E move
2.4%
Puts
Pseudo strike
140.33
IV
28.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
130.15
IV
30.4%
B/E move
2.0%
Puts
Pseudo strike
141.71
IV
27.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
128.11
IV
31.3%
B/E move
1.7%
Puts
Pseudo strike
143.31
IV
27.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
126.02
IV
32.3%
B/E move
1.4%
Puts
Pseudo strike
145.28
IV
27.6%
B/E move
0.5%

Options history

No recorded observations