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Invesco S&P MidCap Momentum ETF XMMO

i

Market dataready · fetched 2026-11-13T18:10:13.415Z

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 · 2026-11-13T18:09:46.348537562Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:10:12.816730+00:00

Share price$134.74
1D-1.6%
$133.44$134.38$135.33$136.27$137.215:30 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$0.87$2.46$4.06$5.65$7.24$123.98$128.76$133.53$138.31$143.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XMMO spot · $134.74XMMO PRICE$1.04$1.32$1.60$1.89$2.19$2.82$3.45$4.09$4.72$5.35$6.78$1.17$1.41$1.65$1.89$2.14$2.38$2.62$3.10$3.58$4.07$4.52$4.88$5.95
PutsExpensive1.54×
Calls——
Skew——
Implied moveBearish±$4.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.1585.4%15.4%
25Δ118.4576.9%13.1%
30Δ137.9029.7%3.1%121.7468.4%10.9%
35Δ137.1629.8%2.8%125.0459.9%8.6%
40Δ136.4229.8%2.4%128.3451.3%6.3%
45Δ135.6929.9%2.1%131.6442.8%4.1%
50Δ134.9430.0%1.8%134.9434.3%1.8%
55Δ134.0531.0%1.6%135.8033.9%1.5%
60Δ133.1632.0%1.4%136.6233.7%1.3%
65Δ132.2733.0%1.2%137.4433.5%1.0%
70Δ131.3934.0%1.0%138.2132.7%0.8%
75Δ130.5035.0%0.8%138.8830.7%0.5%
80Δ128.8337.0%0.7%140.1332.1%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
115.15
IV
85.4%
B/E move
15.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
118.45
IV
76.9%
B/E move
13.1%

30Δ

Calls
Pseudo strike
137.90
IV
29.7%
B/E move
3.1%
Puts
Pseudo strike
121.74
IV
68.4%
B/E move
10.9%

35Δ

Calls
Pseudo strike
137.16
IV
29.8%
B/E move
2.8%
Puts
Pseudo strike
125.04
IV
59.9%
B/E move
8.6%

40Δ

Calls
Pseudo strike
136.42
IV
29.8%
B/E move
2.4%
Puts
Pseudo strike
128.34
IV
51.3%
B/E move
6.3%

45Δ

Calls
Pseudo strike
135.69
IV
29.9%
B/E move
2.1%
Puts
Pseudo strike
131.64
IV
42.8%
B/E move
4.1%

50Δ

Calls
Pseudo strike
134.94
IV
30.0%
B/E move
1.8%
Puts
Pseudo strike
134.94
IV
34.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
134.05
IV
31.0%
B/E move
1.6%
Puts
Pseudo strike
135.80
IV
33.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
133.16
IV
32.0%
B/E move
1.4%
Puts
Pseudo strike
136.62
IV
33.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
132.27
IV
33.0%
B/E move
1.2%
Puts
Pseudo strike
137.44
IV
33.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
131.39
IV
34.0%
B/E move
1.0%
Puts
Pseudo strike
138.21
IV
32.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
130.50
IV
35.0%
B/E move
0.8%
Puts
Pseudo strike
138.88
IV
30.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
128.83
IV
37.0%
B/E move
0.7%
Puts
Pseudo strike
140.13
IV
32.1%
B/E move
0.4%

Options history

IV · four-Friday blend24.66%
Daily EOD
XMMO23.1%25.7%28.3%2026-10-19: 25.22%2026-10-20: 25.98%2026-10-21: 25.02%2026-10-22: 27.15%2026-10-23: 25.69%2026-10-26: 27.96%2026-10-27: 26.41%2026-10-28: 24.84%2026-10-29: 23.42%2026-10-30: 24.66%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.22%
25.98%
25.02%
27.15%
25.69%
27.96%
26.41%
24.84%
23.42%
24.66%