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Invesco S&P SmallCap Quality ETF XSHQ

i

Market dataready · fetched 2026-11-13T01:59:07.576Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T01:00:08.261326931Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:59:06.628093+00:00

Share price$46.38
1D-0.7%
AH$46.31$46.45$46.58$46.72$46.855:30 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$0.86$1.55$2.25$2.95$3.64$43.30$44.92$46.54$48.16$49.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XSHQ spot · $46.38XSHQ PRICE$1.15$1.27$1.43$1.75$2.07$2.73$3.44$0.93$1.00$1.09$1.18$1.27
Puts——
Calls——
Skew——
Implied moveBalanced±$2.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ45.2526.2%4.4%
40Δ45.8223.4%3.4%
45Δ46.2521.4%2.6%
50Δ46.7020.6%3.2%46.6219.8%2.0%
55Δ46.3219.6%2.6%46.9918.1%1.4%
60Δ45.9318.8%2.1%
65Δ45.5019.8%1.9%
70Δ45.0720.8%1.7%
75Δ44.3122.5%1.4%
80Δ43.5024.2%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.25
IV
26.2%
B/E move
4.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.82
IV
23.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.25
IV
21.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
46.70
IV
20.6%
B/E move
3.2%
Puts
Pseudo strike
46.62
IV
19.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
46.32
IV
19.6%
B/E move
2.6%
Puts
Pseudo strike
46.99
IV
18.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
45.93
IV
18.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
45.50
IV
19.8%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
45.07
IV
20.8%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
44.31
IV
22.5%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
43.50
IV
24.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.41%
Daily EOD
XSHQ19.2%19.8%20.5%2026-10-19: 20.16%2026-10-20: 19.28%2026-10-21: 19.36%2026-10-22: 20.00%2026-10-23: 20.26%2026-10-26: 19.87%2026-10-27: 19.81%2026-10-28: 19.76%2026-10-29: 19.31%2026-10-30: 20.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.16%
19.28%
19.36%
20.00%
20.26%
19.87%
19.81%
19.76%
19.31%
20.41%