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Invesco S&P SmallCap Quality ETF XSHQ

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Market datapartial · fetched 2026-10-22T23:58:32.664Z

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 · 2026-10-22T22:30:08.404994535Z

FundamentalsAlpha Vantage · unavailable

Share price$46.37
1D+1.2%
AH$45.70$45.86$46.03$46.19$46.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXSHQ
Sold putSold callAH

Invesco S&P SmallCap Quality ETF options

Live interpolated XSHQ call and put midpoint premiums by absolute delta.Invesco S&P SmallCap Quality ETF$0.60$1.32$2.05$2.78$3.50$42.14$44.18$46.22$48.25$50.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XSHQ spot · $46.37XSHQ PRICE$0.68$0.68$0.71$0.77$0.85$0.93$1.02$1.11$1.20$1.37$1.55$1.73$2.04$0.71$0.78$0.85$0.93$1.00$1.08$1.18$1.28$1.48$1.71$1.93$2.43$3.29
PutsExpensive1.73×
CallsExpensive1.54×
SkewBearish+2.34 pp
Implied moveBearish±$2.20
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.8349.5%15.4%42.1145.6%10.7%
25Δ50.1536.6%9.6%43.5238.0%7.8%
30Δ48.8430.1%6.9%44.4932.8%5.9%
35Δ48.0126.2%5.2%45.2129.0%4.5%
40Δ47.4924.0%4.3%45.7725.9%3.4%
45Δ46.9821.8%3.3%46.2123.6%2.7%
50Δ46.6620.4%2.8%46.5722.0%2.1%
55Δ46.3419.0%2.3%46.9420.4%1.5%
60Δ46.0117.6%1.8%47.2820.0%1.2%
65Δ45.7117.2%1.5%47.6219.9%1.0%
70Δ45.4216.9%1.3%47.9719.8%0.7%
75Δ45.1216.5%1.0%48.5521.2%0.5%
80Δ44.7116.7%0.8%49.4724.7%0.4%

20Δ

Calls
Pseudo strike
52.83
IV
49.5%
B/E move
15.4%
Puts
Pseudo strike
42.11
IV
45.6%
B/E move
10.7%

25Δ

Calls
Pseudo strike
50.15
IV
36.6%
B/E move
9.6%
Puts
Pseudo strike
43.52
IV
38.0%
B/E move
7.8%

30Δ

Calls
Pseudo strike
48.84
IV
30.1%
B/E move
6.9%
Puts
Pseudo strike
44.49
IV
32.8%
B/E move
5.9%

35Δ

Calls
Pseudo strike
48.01
IV
26.2%
B/E move
5.2%
Puts
Pseudo strike
45.21
IV
29.0%
B/E move
4.5%

40Δ

Calls
Pseudo strike
47.49
IV
24.0%
B/E move
4.3%
Puts
Pseudo strike
45.77
IV
25.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
46.98
IV
21.8%
B/E move
3.3%
Puts
Pseudo strike
46.21
IV
23.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
46.66
IV
20.4%
B/E move
2.8%
Puts
Pseudo strike
46.57
IV
22.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
46.34
IV
19.0%
B/E move
2.3%
Puts
Pseudo strike
46.94
IV
20.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
46.01
IV
17.6%
B/E move
1.8%
Puts
Pseudo strike
47.28
IV
20.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
45.71
IV
17.2%
B/E move
1.5%
Puts
Pseudo strike
47.62
IV
19.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
45.42
IV
16.9%
B/E move
1.3%
Puts
Pseudo strike
47.97
IV
19.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
45.12
IV
16.5%
B/E move
1.0%
Puts
Pseudo strike
48.55
IV
21.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
44.71
IV
16.7%
B/E move
0.8%
Puts
Pseudo strike
49.47
IV
24.7%
B/E move
0.4%

Options history

No recorded observations