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Invesco S&P MidCap Value with Momentum ETF XMVM

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Market dataready · fetched 2026-10-23T04:07:19.607Z

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 · ready · fetched 2026-10-23T04:07:19.307794+00:00

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$1.90$3.25$4.59$5.93$67.26$70.03$72.80$75.57$78.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XMVM spot · $73.47XMVM PRICE$0.70$0.76$0.83$0.92$1.02$1.12$1.25$1.42$1.58$1.87$2.16$2.51$2.88$0.84$0.96$1.08$1.18$1.32$1.55$1.86$2.20$2.55$3.01$3.71$4.79$5.55
PutsExpensive1.59×
CallsExpensive1.12×
SkewBearish+6.49 pp
Implied moveBearish±$3.11
TiltBearish23.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.8332.0%9.6%68.2334.8%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%73.3121.3%2.3%
50Δ73.8115.7%2.2%73.8421.9%2.0%
55Δ73.4015.2%1.8%74.4122.1%1.7%
60Δ72.9914.8%1.5%75.0022.3%1.4%
65Δ72.5615.0%1.3%75.6522.6%1.1%
70Δ72.1315.2%1.1%76.5124.1%0.9%
75Δ71.6615.3%0.9%77.7126.8%0.7%
80Δ71.1615.3%0.8%78.6626.7%0.5%

20Δ

Calls
Pseudo strike
79.83
IV
32.0%
B/E move
9.6%
Puts
Pseudo strike
68.23
IV
34.8%
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
21.3%
B/E move
2.3%

50Δ

Calls
Pseudo strike
73.81
IV
15.7%
B/E move
2.2%
Puts
Pseudo strike
73.84
IV
21.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
73.40
IV
15.2%
B/E move
1.8%
Puts
Pseudo strike
74.41
IV
22.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
72.99
IV
14.8%
B/E move
1.5%
Puts
Pseudo strike
75.00
IV
22.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
72.56
IV
15.0%
B/E move
1.3%
Puts
Pseudo strike
75.65
IV
22.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
72.13
IV
15.2%
B/E move
1.1%
Puts
Pseudo strike
76.51
IV
24.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
71.66
IV
15.3%
B/E move
0.9%
Puts
Pseudo strike
77.71
IV
26.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
71.16
IV
15.3%
B/E move
0.8%
Puts
Pseudo strike
78.66
IV
26.7%
B/E move
0.5%

Options history

No recorded observations