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Invesco S&P SmallCap Value with Momentum ETF XSVM

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Market dataready · fetched 2026-11-13T01:49:26.995Z

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: 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 · 2026-11-13T01:00:00.051746372Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:49:25.889059+00:00

Share price$67.05
1D-1.4%
AH$66.96$67.23$67.50$67.76$68.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXSVM
Sold putSold callAH

Invesco S&P SmallCap Value with Momentum ETF options

Live interpolated XSVM call and put midpoint premiums by absolute delta.Invesco S&P SmallCap Value with Momentum ETF$0.53$1.64$2.74$3.85$4.96$64.17$66.00$67.84$69.68$71.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ 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 XSVM spot · $67.05XSVM PRICE$0.65$0.66$0.69$0.77$0.86$0.98$1.09$1.32$1.65$2.02$2.58$3.36$4.64$0.67$0.71$0.75$0.81$0.88$0.94$1.01$1.07$1.14$1.21
Puts——
CallsExpensive1.93×
Skew——
Implied moveBullish±$2.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.7562.1%9.5%62.6658.6%7.5%
25Δ70.4947.1%6.1%64.2146.9%5.3%
30Δ69.2638.5%4.3%65.2139.0%3.9%
35Δ68.5534.4%3.4%65.8934.4%2.9%
40Δ67.9831.5%2.7%66.3631.1%2.3%
45Δ67.5830.0%2.3%66.7927.9%1.8%
50Δ67.1928.4%1.8%67.1225.4%1.4%
55Δ66.7828.9%1.6%67.3623.5%1.1%
60Δ66.3531.2%1.4%67.6021.5%0.9%
65Δ65.9033.7%1.3%67.8419.6%0.6%
70Δ65.2537.6%1.2%
75Δ64.3942.9%1.1%
80Δ63.0652.2%1.0%

20Δ

Calls
Pseudo strike
72.75
IV
62.1%
B/E move
9.5%
Puts
Pseudo strike
62.66
IV
58.6%
B/E move
7.5%

25Δ

Calls
Pseudo strike
70.49
IV
47.1%
B/E move
6.1%
Puts
Pseudo strike
64.21
IV
46.9%
B/E move
5.3%

30Δ

Calls
Pseudo strike
69.26
IV
38.5%
B/E move
4.3%
Puts
Pseudo strike
65.21
IV
39.0%
B/E move
3.9%

35Δ

Calls
Pseudo strike
68.55
IV
34.4%
B/E move
3.4%
Puts
Pseudo strike
65.89
IV
34.4%
B/E move
2.9%

40Δ

Calls
Pseudo strike
67.98
IV
31.5%
B/E move
2.7%
Puts
Pseudo strike
66.36
IV
31.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
67.58
IV
30.0%
B/E move
2.3%
Puts
Pseudo strike
66.79
IV
27.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
67.19
IV
28.4%
B/E move
1.8%
Puts
Pseudo strike
67.12
IV
25.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
66.78
IV
28.9%
B/E move
1.6%
Puts
Pseudo strike
67.36
IV
23.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
66.35
IV
31.2%
B/E move
1.4%
Puts
Pseudo strike
67.60
IV
21.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
65.90
IV
33.7%
B/E move
1.3%
Puts
Pseudo strike
67.84
IV
19.6%
B/E move
0.6%

70Δ

Calls
Pseudo strike
65.25
IV
37.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
64.39
IV
42.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
63.06
IV
52.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.69%
Daily EOD
XSVM19.2%19.9%20.5%2026-10-19: 19.63%2026-10-20: 19.50%2026-10-21: 19.97%2026-10-22: 19.74%2026-10-23: 20.36%2026-10-26: 20.41%2026-10-27: 19.90%2026-10-28: 19.33%2026-10-29: 19.32%2026-10-30: 19.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.63%
19.50%
19.97%
19.74%
20.36%
20.41%
19.90%
19.33%
19.32%
19.69%