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Invesco S&P SmallCap High Dividend Low Volatility ETF XSHD

i

Market dataready · fetched 2026-11-14T01:47:17.246Z

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 · 2026-11-14T01:00:08.506530843Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-14T01:47:16.677462+00:00

Share price$13.01
1D+0.2%
AH$12.91$12.95$12.99$13.02$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$0.36$0.51$0.65$0.80$0.95$11.39$11.93$12.47$13.01$13.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ 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 C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XSHD spot · $13.01XSHD PRICE$0.38$0.38$0.38$0.38$0.38$0.39$0.40$0.38$0.38$0.38$0.39$0.41$0.42$0.46$0.54$0.61$0.68$0.76$0.83$0.91
PutsExpensive3.91×
Calls——
Skew——
Implied moveBearish±$0.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.47216.7%37.1%11.01169.0%18.2%
25Δ15.45158.3%21.7%11.67132.8%13.2%
30Δ14.48123.1%14.2%12.13108.2%9.7%
35Δ13.9099.6%9.8%12.3794.9%7.9%
40Δ13.6486.7%7.8%12.6281.6%6.1%
45Δ13.3873.9%5.9%12.8768.3%4.3%
50Δ13.1261.1%3.9%13.0660.4%3.2%
55Δ13.1858.2%2.8%
60Δ13.3156.0%2.4%
65Δ13.4353.8%2.0%
70Δ13.5651.6%1.6%
75Δ13.6849.3%1.3%
80Δ13.8047.1%0.9%

20Δ

Calls
Pseudo strike
17.47
IV
216.7%
B/E move
37.1%
Puts
Pseudo strike
11.01
IV
169.0%
B/E move
18.2%

25Δ

Calls
Pseudo strike
15.45
IV
158.3%
B/E move
21.7%
Puts
Pseudo strike
11.67
IV
132.8%
B/E move
13.2%

30Δ

Calls
Pseudo strike
14.48
IV
123.1%
B/E move
14.2%
Puts
Pseudo strike
12.13
IV
108.2%
B/E move
9.7%

35Δ

Calls
Pseudo strike
13.90
IV
99.6%
B/E move
9.8%
Puts
Pseudo strike
12.37
IV
94.9%
B/E move
7.9%

40Δ

Calls
Pseudo strike
13.64
IV
86.7%
B/E move
7.8%
Puts
Pseudo strike
12.62
IV
81.6%
B/E move
6.1%

45Δ

Calls
Pseudo strike
13.38
IV
73.9%
B/E move
5.9%
Puts
Pseudo strike
12.87
IV
68.3%
B/E move
4.3%

50Δ

Calls
Pseudo strike
13.12
IV
61.1%
B/E move
3.9%
Puts
Pseudo strike
13.06
IV
60.4%
B/E move
3.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.18
IV
58.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.31
IV
56.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.43
IV
53.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.56
IV
51.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.68
IV
49.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.80
IV
47.1%
B/E move
0.9%

Options history

IV · four-Friday blend29.41%
Daily EOD
XSHD25.4%27.6%29.7%2026-10-19: 26.04%2026-10-20: 25.72%2026-10-21: 26.40%2026-10-22: 26.62%2026-10-23: 27.75%2026-10-26: 27.41%2026-10-27: 26.83%2026-10-28: 26.61%2026-10-29: 29.41%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
26.04%
25.72%
26.40%
26.62%
27.75%
27.41%
26.83%
26.61%
29.41%