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Invesco S&P SmallCap Momentum ETF XSMO

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Market datapartial · fetched 2026-10-22T16:44:33.423Z

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 · 2026-10-22T16:44:26.43322863Z

FundamentalsAlpha Vantage · unavailable

Share price$78.54
1D-1.1%
$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$5.56$7.18$8.80$69.47$74.33$79.19$84.05$88.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XSMO spot · $78.53XSMO PRICE$2.50$2.50$2.50$2.50$2.55$2.58$3.12$3.97$4.86$6.00$8.33$2.50$2.50$2.50$2.50$2.50$2.50$2.53$2.55$2.57$2.58$2.60
PutsExpensive1.61×
CallsExpensive2.24×
SkewBullish-5.91 pp
Implied moveBalanced±$5.05
TiltBullish19.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ70.4868.3%13.4%
30Δ88.3165.0%15.6%73.5654.5%9.5%
35Δ84.2951.7%10.5%75.6644.6%6.8%
40Δ81.8442.3%7.4%77.1537.2%4.9%
45Δ80.2335.3%5.3%78.2231.6%3.6%
50Δ79.0830.4%3.9%79.0426.9%2.5%
55Δ78.3026.5%3.0%79.5723.7%1.9%
60Δ77.4527.4%2.6%80.0520.7%1.3%
65Δ76.4730.6%2.4%80.3418.4%1.0%
70Δ75.3632.8%2.1%80.6216.2%0.6%
75Δ74.0035.5%1.9%80.9013.9%0.3%
80Δ71.5743.6%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
70.48
IV
68.3%
B/E move
13.4%

30Δ

Calls
Pseudo strike
88.31
IV
65.0%
B/E move
15.6%
Puts
Pseudo strike
73.56
IV
54.5%
B/E move
9.5%

35Δ

Calls
Pseudo strike
84.29
IV
51.7%
B/E move
10.5%
Puts
Pseudo strike
75.66
IV
44.6%
B/E move
6.8%

40Δ

Calls
Pseudo strike
81.84
IV
42.3%
B/E move
7.4%
Puts
Pseudo strike
77.15
IV
37.2%
B/E move
4.9%

45Δ

Calls
Pseudo strike
80.23
IV
35.3%
B/E move
5.3%
Puts
Pseudo strike
78.22
IV
31.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
79.08
IV
30.4%
B/E move
3.9%
Puts
Pseudo strike
79.04
IV
26.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
78.30
IV
26.5%
B/E move
3.0%
Puts
Pseudo strike
79.57
IV
23.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
77.45
IV
27.4%
B/E move
2.6%
Puts
Pseudo strike
80.05
IV
20.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
76.47
IV
30.6%
B/E move
2.4%
Puts
Pseudo strike
80.34
IV
18.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
75.36
IV
32.8%
B/E move
2.1%
Puts
Pseudo strike
80.62
IV
16.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
74.00
IV
35.5%
B/E move
1.9%
Puts
Pseudo strike
80.90
IV
13.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
71.57
IV
43.6%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations