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Invesco S&P SmallCap Momentum ETF XSMO

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Market datapartial · fetched 2026-10-22T15:47:06.871Z

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 · 2026-10-22T15:45:41.027589823Z

FundamentalsAlpha Vantage · unavailable

Share price$78.49
1D-1.2%
$78.34$78.70$79.06$79.42$79.785:30 AM6:30 AM9:00 AM1:00 PMXSMO
Sold putSold call

Invesco S&P SmallCap Momentum ETF options

Live interpolated XSMO call and put midpoint premiums by absolute delta.Invesco S&P SmallCap Momentum ETF$2.33$3.94$5.55$7.17$8.78$70.59$74.95$79.31$83.67$88.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XSMO spot · $78.49XSMO PRICE$2.55$3.33$4.13$4.93$5.73$6.53$8.31$2.50$2.52$2.54
PutsExpensive1.40×
CallsExpensive2.08×
SkewBullish-7.40 pp
Implied moveBalanced±$5.07
TiltBullish64.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ78.1431.7%3.6%
50Δ79.0330.4%3.9%78.7828.0%2.8%
55Δ77.9331.8%3.5%79.4224.2%2.1%
60Δ76.8233.3%3.1%
65Δ75.7234.8%2.7%
70Δ74.6236.4%2.4%
75Δ73.5137.9%2.0%
80Δ71.5143.1%1.7%

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
IV
B/E move

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.14
IV
31.7%
B/E move
3.6%

50Δ

Calls
Pseudo strike
79.03
IV
30.4%
B/E move
3.9%
Puts
Pseudo strike
78.78
IV
28.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
77.93
IV
31.8%
B/E move
3.5%
Puts
Pseudo strike
79.42
IV
24.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
76.82
IV
33.3%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
75.72
IV
34.8%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
74.62
IV
36.4%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
73.51
IV
37.9%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
71.51
IV
43.1%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations