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Invesco S&P MidCap Value with Momentum ETF XMVM

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Market datapartial · fetched 2026-11-12T14:57:01.258Z

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 · 2026-11-12T14:55:31.118307345Z

FundamentalsAlpha Vantage · unavailable

Share price$73.97
1D-0.7%
$73.93$74.08$74.22$74.37$74.515:30 AM6:30 AM9:00 AM1:00 PMXMVM
Sold putSold call

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$0.61$1.21$1.81$2.40$3.00$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEXMVM PRICE$1.81$2.20$2.83$0.67$0.74$0.81$0.87$0.94$1.00$1.07$1.14$1.20$1.27
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.3371.0%11.2%
25Δ67.2165.6%10.1%
30Δ68.0960.1%9.0%
35Δ68.9754.6%7.9%
40Δ69.8549.1%6.8%
45Δ70.7343.6%5.7%
50Δ71.6138.1%4.6%
55Δ72.4932.6%3.5%
60Δ73.3727.1%2.4%
65Δ74.2521.6%1.3%
70Δ72.7223.3%0.8%
75Δ72.2524.7%0.6%
80Δ71.5327.2%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.33
IV
71.0%
B/E move
11.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.21
IV
65.6%
B/E move
10.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.09
IV
60.1%
B/E move
9.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.97
IV
54.6%
B/E move
7.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.85
IV
49.1%
B/E move
6.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.73
IV
43.6%
B/E move
5.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.61
IV
38.1%
B/E move
4.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.49
IV
32.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.37
IV
27.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.25
IV
21.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
72.72
IV
23.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
72.25
IV
24.7%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
71.53
IV
27.2%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.20%
Daily EOD
XMVM19.4%25.3%31.3%2026-10-19: 23.55%2026-10-20: 30.48%2026-10-21: 20.84%2026-10-22: 22.28%2026-10-23: 26.13%2026-10-26: 27.33%2026-10-27: 25.41%2026-10-28: 21.16%2026-10-29: 25.75%2026-10-30: 20.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.55%
30.48%
20.84%
22.28%
26.13%
27.33%
25.41%
21.16%
25.75%
20.20%