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Invesco S&P SmallCap Quality ETF XSHQ

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Market dataready · fetched 2026-10-24T04:29:42.150Z

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 · 2026-10-24T00:00:08.276692729Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:29:42.329118+00:00

Share price$46.17
1D+0.2%
AH$45.89$46.01$46.12$46.24$46.355:30 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$0.62$1.11$1.59$2.07$2.55$42.15$44.19$46.23$48.27$50.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XSHQ spot · $46.17XSHQ PRICE$0.68$0.68$0.72$0.79$0.86$0.96$1.07$1.18$1.38$1.60$1.83$2.12$2.41$0.70$0.77$0.83$0.91$0.98$1.06$1.15$1.25$1.34$1.52$1.71$1.89$2.25
PutsExpensive1.72×
CallsExpensive1.72×
SkewBullish-0.93 pp
Implied moveBearish±$2.22
TiltBalanced0.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.6450.8%15.5%41.9446.4%10.7%
25Δ49.9437.6%9.6%43.3438.5%7.8%
30Δ48.6931.4%7.0%44.3233.0%5.8%
35Δ47.8627.7%5.4%45.0529.1%4.4%
40Δ47.2925.0%4.3%45.5526.3%3.5%
45Δ46.8123.0%3.5%46.0423.7%2.6%
50Δ46.4521.8%2.9%46.3522.2%2.1%
55Δ46.0820.6%2.4%46.6620.7%1.6%
60Δ45.7220.6%2.0%46.9819.2%1.2%
65Δ45.3521.0%1.7%47.2818.6%0.9%
70Δ44.9921.3%1.4%47.5718.0%0.7%
75Δ44.5921.1%1.2%47.8717.5%0.4%
80Δ44.1920.9%0.9%48.3117.7%0.2%

20Δ

Calls
Pseudo strike
52.64
IV
50.8%
B/E move
15.5%
Puts
Pseudo strike
41.94
IV
46.4%
B/E move
10.7%

25Δ

Calls
Pseudo strike
49.94
IV
37.6%
B/E move
9.6%
Puts
Pseudo strike
43.34
IV
38.5%
B/E move
7.8%

30Δ

Calls
Pseudo strike
48.69
IV
31.4%
B/E move
7.0%
Puts
Pseudo strike
44.32
IV
33.0%
B/E move
5.8%

35Δ

Calls
Pseudo strike
47.86
IV
27.7%
B/E move
5.4%
Puts
Pseudo strike
45.05
IV
29.1%
B/E move
4.4%

40Δ

Calls
Pseudo strike
47.29
IV
25.0%
B/E move
4.3%
Puts
Pseudo strike
45.55
IV
26.3%
B/E move
3.5%

45Δ

Calls
Pseudo strike
46.81
IV
23.0%
B/E move
3.5%
Puts
Pseudo strike
46.04
IV
23.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
46.45
IV
21.8%
B/E move
2.9%
Puts
Pseudo strike
46.35
IV
22.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
46.08
IV
20.6%
B/E move
2.4%
Puts
Pseudo strike
46.66
IV
20.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
45.72
IV
20.6%
B/E move
2.0%
Puts
Pseudo strike
46.98
IV
19.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
45.35
IV
21.0%
B/E move
1.7%
Puts
Pseudo strike
47.28
IV
18.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
44.99
IV
21.3%
B/E move
1.4%
Puts
Pseudo strike
47.57
IV
18.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
44.59
IV
21.1%
B/E move
1.2%
Puts
Pseudo strike
47.87
IV
17.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
44.19
IV
20.9%
B/E move
0.9%
Puts
Pseudo strike
48.31
IV
17.7%
B/E move
0.2%

Options history

No recorded observations