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Invesco S&P MidCap Momentum ETF XMMO

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Market dataready · fetched 2026-10-22T20:09:20.843Z

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 · 2026-10-22T20:00:00.282377508Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:09:20.442928+00:00

Share price$135.18
1D-1.7%
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$3.51$6.33$9.15$11.97$120.32$129.34$138.36$147.38$156.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XMMO spot · $135.18XMMO PRICE$1.00$1.39$1.78$2.25$2.74$3.37$4.10$4.89$5.88$6.87$7.86$9.50$11.16$1.60$2.07$2.53$3.01$3.50$3.98$4.59$5.24$5.98$7.05$7.90$9.03$10.26
PutsFair1.05×
CallsExpensive1.60×
SkewBearish+1.74 pp
Implied moveBearish±$8.69
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ144.0424.3%7.3%125.1435.9%8.6%
25Δ142.6025.2%6.5%127.3934.5%7.3%
30Δ141.1725.5%5.7%129.6433.1%6.0%
35Δ139.8726.0%5.1%131.3631.8%5.0%
40Δ138.5626.3%4.5%132.9930.5%4.2%
45Δ137.2626.9%4.0%134.6129.3%3.4%
50Δ135.9727.9%3.6%136.0228.5%2.8%
55Δ134.6328.8%3.2%137.3728.0%2.3%
60Δ133.1129.4%2.8%138.7227.6%1.8%
65Δ131.5930.1%2.4%140.2428.1%1.5%
70Δ130.0630.7%2.0%141.6127.3%1.1%
75Δ127.9831.7%1.7%143.1726.9%0.8%
80Δ125.8832.7%1.4%144.8126.5%0.5%

20Δ

Calls
Pseudo strike
144.04
IV
24.3%
B/E move
7.3%
Puts
Pseudo strike
125.14
IV
35.9%
B/E move
8.6%

25Δ

Calls
Pseudo strike
142.60
IV
25.2%
B/E move
6.5%
Puts
Pseudo strike
127.39
IV
34.5%
B/E move
7.3%

30Δ

Calls
Pseudo strike
141.17
IV
25.5%
B/E move
5.7%
Puts
Pseudo strike
129.64
IV
33.1%
B/E move
6.0%

35Δ

Calls
Pseudo strike
139.87
IV
26.0%
B/E move
5.1%
Puts
Pseudo strike
131.36
IV
31.8%
B/E move
5.0%

40Δ

Calls
Pseudo strike
138.56
IV
26.3%
B/E move
4.5%
Puts
Pseudo strike
132.99
IV
30.5%
B/E move
4.2%

45Δ

Calls
Pseudo strike
137.26
IV
26.9%
B/E move
4.0%
Puts
Pseudo strike
134.61
IV
29.3%
B/E move
3.4%

50Δ

Calls
Pseudo strike
135.97
IV
27.9%
B/E move
3.6%
Puts
Pseudo strike
136.02
IV
28.5%
B/E move
2.8%

55Δ

Calls
Pseudo strike
134.63
IV
28.8%
B/E move
3.2%
Puts
Pseudo strike
137.37
IV
28.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
133.11
IV
29.4%
B/E move
2.8%
Puts
Pseudo strike
138.72
IV
27.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
131.59
IV
30.1%
B/E move
2.4%
Puts
Pseudo strike
140.24
IV
28.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
130.06
IV
30.7%
B/E move
2.0%
Puts
Pseudo strike
141.61
IV
27.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
127.98
IV
31.7%
B/E move
1.7%
Puts
Pseudo strike
143.17
IV
26.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
125.88
IV
32.7%
B/E move
1.4%
Puts
Pseudo strike
144.81
IV
26.5%
B/E move
0.5%

Options history

No recorded observations