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Invesco S&P SmallCap Value with Momentum ETF XSVM

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Market datapartial · fetched 2026-10-23T15:48:39.169Z

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 · 2026-10-23T15:32:04.322481574Z

FundamentalsAlpha Vantage · unavailable

Share price$67.15
1D-0.1%
$66.65$66.81$66.97$67.12$67.285:30 AM6:30 AM9:00 AM1:00 PMXSVM
Sold putSold call

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$0.92$2.56$4.20$5.84$7.48$61.60$64.18$66.75$69.33$71.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XSVM spot · $67.15XSVM PRICE$1.10$1.22$1.42$1.63$2.00$1.14$1.28$1.44$1.71$2.00$2.30$2.68$4.12$5.56$7.01
PutsExpensive1.48×
CallsExpensive1.14×
SkewBearish+4.20 pp
Implied moveBearish±$3.14
TiltBearish59.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ65.7424.9%3.8%
40Δ68.5721.5%3.8%66.3923.3%3.0%
45Δ67.9519.9%3.0%66.9622.0%2.4%
50Δ67.4719.7%2.6%67.4822.0%2.1%
55Δ66.9919.5%2.2%68.0022.2%1.7%
60Δ66.4720.4%2.0%68.5221.9%1.4%
65Δ69.1221.8%1.1%
70Δ70.6725.2%0.9%
75Δ72.2328.7%0.7%
80Δ73.7932.1%0.5%

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
65.74
IV
24.9%
B/E move
3.8%

40Δ

Calls
Pseudo strike
68.57
IV
21.5%
B/E move
3.8%
Puts
Pseudo strike
66.39
IV
23.3%
B/E move
3.0%

45Δ

Calls
Pseudo strike
67.95
IV
19.9%
B/E move
3.0%
Puts
Pseudo strike
66.96
IV
22.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
67.47
IV
19.7%
B/E move
2.6%
Puts
Pseudo strike
67.48
IV
22.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
66.99
IV
19.5%
B/E move
2.2%
Puts
Pseudo strike
68.00
IV
22.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
66.47
IV
20.4%
B/E move
2.0%
Puts
Pseudo strike
68.52
IV
21.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.12
IV
21.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.67
IV
25.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.23
IV
28.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.79
IV
32.1%
B/E move
0.5%

Options history

No recorded observations