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Invesco S&P SmallCap High Dividend Low Volatility ETF XSHD

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Market datapartial · fetched 2026-10-23T02:21:50.519Z

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 · 2026-10-23T00:00:08.412883304Z

FundamentalsAlpha Vantage · unavailable

Share price$13.07
1D+2.8%
AH$12.69$12.79$12.90$13.00$13.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXSHD
Sold putSold callAH

Invesco S&P SmallCap High Dividend Low Volatility ETF options

Live interpolated XSHD call and put midpoint premiums by absolute delta.Invesco S&P SmallCap High Dividend Low Volatility ETF$0.29$0.83$1.37$1.91$2.44$10.98$12.10$13.22$14.34$15.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XSHD spot · $13.07XSHD PRICE$0.35$0.35$0.36$0.36$0.37$0.38$0.39$0.40$0.35$0.37$0.39$0.41$0.43$0.46$0.58$0.70$0.81$0.93$1.04$1.50$2.29
PutsExpensive2.27×
CallsExpensive2.63×
SkewBullish-7.96 pp
Implied moveBearish±$0.97
TiltBearish55.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.1196.7%33.6%11.1478.5%17.5%
25Δ15.3471.0%20.0%11.8062.9%12.6%
30Δ14.7560.4%15.6%12.1953.6%9.7%
35Δ14.4353.5%13.2%12.4747.0%7.7%
40Δ14.1046.5%10.7%12.7540.5%5.7%
45Δ13.7739.5%8.3%13.0234.7%3.9%
50Δ13.4432.6%5.8%13.2035.0%3.4%
55Δ13.1125.6%3.4%13.3835.2%3.0%
60Δ13.5635.4%2.5%
65Δ13.7335.6%2.0%
70Δ13.9135.9%1.5%
75Δ14.4141.6%1.2%
80Δ15.2252.6%1.1%

20Δ

Calls
Pseudo strike
17.11
IV
96.7%
B/E move
33.6%
Puts
Pseudo strike
11.14
IV
78.5%
B/E move
17.5%

25Δ

Calls
Pseudo strike
15.34
IV
71.0%
B/E move
20.0%
Puts
Pseudo strike
11.80
IV
62.9%
B/E move
12.6%

30Δ

Calls
Pseudo strike
14.75
IV
60.4%
B/E move
15.6%
Puts
Pseudo strike
12.19
IV
53.6%
B/E move
9.7%

35Δ

Calls
Pseudo strike
14.43
IV
53.5%
B/E move
13.2%
Puts
Pseudo strike
12.47
IV
47.0%
B/E move
7.7%

40Δ

Calls
Pseudo strike
14.10
IV
46.5%
B/E move
10.7%
Puts
Pseudo strike
12.75
IV
40.5%
B/E move
5.7%

45Δ

Calls
Pseudo strike
13.77
IV
39.5%
B/E move
8.3%
Puts
Pseudo strike
13.02
IV
34.7%
B/E move
3.9%

50Δ

Calls
Pseudo strike
13.44
IV
32.6%
B/E move
5.8%
Puts
Pseudo strike
13.20
IV
35.0%
B/E move
3.4%

55Δ

Calls
Pseudo strike
13.11
IV
25.6%
B/E move
3.4%
Puts
Pseudo strike
13.38
IV
35.2%
B/E move
3.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.56
IV
35.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.73
IV
35.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.91
IV
35.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.41
IV
41.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.22
IV
52.6%
B/E move
1.1%

Options history

No recorded observations