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Invesco S&P MidCap Value with Momentum ETF XMVM

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Market datapartial · fetched 2026-10-23T03:14:04.383Z

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 · 2026-10-23T00:00:00.027058346Z

FundamentalsAlpha Vantage · unavailable

Share price$73.47
1D+0.9%
AH$72.37$72.66$72.96$73.26$73.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXMVM
Sold putSold callAH

Invesco S&P MidCap Value with Momentum ETF options

Live interpolated XMVM call and put midpoint premiums by absolute delta.Invesco S&P MidCap Value with Momentum ETF$0.56$1.91$3.26$4.61$5.95$67.30$70.05$72.80$75.55$78.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XMVM spot · $73.47XMVM PRICE$0.70$0.76$0.83$0.92$1.02$1.12$1.25$1.41$1.57$1.86$2.15$2.49$2.86$0.84$0.96$1.08$1.18$1.32$1.55$1.86$2.20$2.56$3.02$3.74$4.82$5.57
PutsExpensive1.58×
CallsExpensive1.11×
SkewBearish+6.47 pp
Implied moveBearish±$3.11
TiltBearish23.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.8431.9%9.6%68.2334.7%8.3%
25Δ77.6225.7%6.7%69.8930.1%6.2%
30Δ76.3021.8%5.0%71.0926.6%4.7%
35Δ75.4519.6%4.0%72.0323.5%3.6%
40Δ74.7917.9%3.2%72.7121.7%2.8%
45Δ74.2716.5%2.6%73.3121.2%2.3%
50Δ73.8115.6%2.2%73.8521.6%2.0%
55Δ73.4015.1%1.8%74.4221.8%1.7%
60Δ73.0014.5%1.5%75.0122.0%1.4%
65Δ72.5714.7%1.3%75.6722.3%1.1%
70Δ72.1514.9%1.1%76.5423.8%0.9%
75Δ71.6814.9%1.0%77.7426.5%0.7%
80Δ71.1914.9%0.8%78.6926.4%0.5%

20Δ

Calls
Pseudo strike
79.84
IV
31.9%
B/E move
9.6%
Puts
Pseudo strike
68.23
IV
34.7%
B/E move
8.3%

25Δ

Calls
Pseudo strike
77.62
IV
25.7%
B/E move
6.7%
Puts
Pseudo strike
69.89
IV
30.1%
B/E move
6.2%

30Δ

Calls
Pseudo strike
76.30
IV
21.8%
B/E move
5.0%
Puts
Pseudo strike
71.09
IV
26.6%
B/E move
4.7%

35Δ

Calls
Pseudo strike
75.45
IV
19.6%
B/E move
4.0%
Puts
Pseudo strike
72.03
IV
23.5%
B/E move
3.6%

40Δ

Calls
Pseudo strike
74.79
IV
17.9%
B/E move
3.2%
Puts
Pseudo strike
72.71
IV
21.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
74.27
IV
16.5%
B/E move
2.6%
Puts
Pseudo strike
73.31
IV
21.2%
B/E move
2.3%

50Δ

Calls
Pseudo strike
73.81
IV
15.6%
B/E move
2.2%
Puts
Pseudo strike
73.85
IV
21.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
73.40
IV
15.1%
B/E move
1.8%
Puts
Pseudo strike
74.42
IV
21.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
73.00
IV
14.5%
B/E move
1.5%
Puts
Pseudo strike
75.01
IV
22.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
72.57
IV
14.7%
B/E move
1.3%
Puts
Pseudo strike
75.67
IV
22.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
72.15
IV
14.9%
B/E move
1.1%
Puts
Pseudo strike
76.54
IV
23.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
71.68
IV
14.9%
B/E move
1.0%
Puts
Pseudo strike
77.74
IV
26.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
71.19
IV
14.9%
B/E move
0.8%
Puts
Pseudo strike
78.69
IV
26.4%
B/E move
0.5%

Options history

No recorded observations