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Invesco S&P SmallCap High Dividend Low Volatility ETF XSHD

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Market dataready · fetched 2026-10-24T19:15:02.902Z

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 · 2026-10-24T00:00:08.245947498Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T19:15:03.124188+00:00

Share price$13.04
1D-0.1%
AH$12.93$12.96$13.00$13.03$13.065:30 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$0.33$0.50$0.67$0.84$1.01$11.23$12.18$13.13$14.08$15.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XSHD spot · $13.04XSHD PRICE$0.35$0.35$0.37$0.40$0.42$0.45$0.48$0.50$0.57$0.64$0.70$0.77$0.84$0.35$0.35$0.37$0.40$0.42$0.45$0.52$0.59$0.66$0.74$0.81$0.88$0.96
PutsExpensive1.98×
CallsExpensive2.19×
SkewBullish-5.14 pp
Implied moveBearish±$0.99
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.0899.9%33.6%11.1380.4%17.4%
25Δ15.3073.3%20.0%11.8261.8%12.0%
30Δ14.7363.5%15.8%12.1952.7%9.3%
35Δ14.3857.2%13.3%12.4646.9%7.5%
40Δ14.0350.9%10.8%12.7241.1%5.7%
45Δ13.6844.5%8.3%12.9835.2%3.9%
50Δ13.3338.2%5.8%13.1233.6%3.3%
55Δ12.9932.3%3.5%13.2632.4%2.9%
60Δ12.8730.5%3.1%13.3931.1%2.4%
65Δ12.7528.7%2.7%13.5229.9%2.0%
70Δ12.6326.9%2.2%13.6628.7%1.5%
75Δ12.5125.1%1.8%13.7927.4%1.0%
80Δ12.3923.3%1.4%13.9226.2%0.6%

20Δ

Calls
Pseudo strike
17.08
IV
99.9%
B/E move
33.6%
Puts
Pseudo strike
11.13
IV
80.4%
B/E move
17.4%

25Δ

Calls
Pseudo strike
15.30
IV
73.3%
B/E move
20.0%
Puts
Pseudo strike
11.82
IV
61.8%
B/E move
12.0%

30Δ

Calls
Pseudo strike
14.73
IV
63.5%
B/E move
15.8%
Puts
Pseudo strike
12.19
IV
52.7%
B/E move
9.3%

35Δ

Calls
Pseudo strike
14.38
IV
57.2%
B/E move
13.3%
Puts
Pseudo strike
12.46
IV
46.9%
B/E move
7.5%

40Δ

Calls
Pseudo strike
14.03
IV
50.9%
B/E move
10.8%
Puts
Pseudo strike
12.72
IV
41.1%
B/E move
5.7%

45Δ

Calls
Pseudo strike
13.68
IV
44.5%
B/E move
8.3%
Puts
Pseudo strike
12.98
IV
35.2%
B/E move
3.9%

50Δ

Calls
Pseudo strike
13.33
IV
38.2%
B/E move
5.8%
Puts
Pseudo strike
13.12
IV
33.6%
B/E move
3.3%

55Δ

Calls
Pseudo strike
12.99
IV
32.3%
B/E move
3.5%
Puts
Pseudo strike
13.26
IV
32.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
12.87
IV
30.5%
B/E move
3.1%
Puts
Pseudo strike
13.39
IV
31.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
12.75
IV
28.7%
B/E move
2.7%
Puts
Pseudo strike
13.52
IV
29.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
12.63
IV
26.9%
B/E move
2.2%
Puts
Pseudo strike
13.66
IV
28.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
12.51
IV
25.1%
B/E move
1.8%
Puts
Pseudo strike
13.79
IV
27.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
12.39
IV
23.3%
B/E move
1.4%
Puts
Pseudo strike
13.92
IV
26.2%
B/E move
0.6%

Options history

No recorded observations