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Invesco S&P SmallCap Value with Momentum ETF XSVM

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Market datapartial · fetched 2026-10-23T21:51:35.637Z

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 · 2026-10-23T20:10:00.000925827Z

FundamentalsAlpha Vantage · unavailable

Share price$67.19
1D-0.1%
AH$66.64$66.82$67.00$67.17$67.355:30 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$0.58$1.61$2.64$3.68$4.71$61.51$64.26$67.01$69.76$72.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XSVM spot · $67.19XSVM PRICE$0.69$0.74$0.86$0.98$1.10$1.21$1.43$1.66$2.02$2.39$2.71$3.07$3.63$0.83$0.91$1.02$1.11$1.27$1.45$1.74$2.03$2.34$2.66$3.04$3.54$4.41
PutsExpensive1.52×
CallsExpensive1.31×
SkewBearish+1.92 pp
Implied moveBearish±$3.17
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.4634.7%10.4%62.0637.9%8.9%
25Δ71.2627.9%7.2%63.7931.6%6.4%
30Δ70.1225.2%5.6%64.9527.7%4.8%
35Δ69.2823.3%4.6%65.8224.4%3.7%
40Δ68.6021.5%3.7%66.4423.0%3.0%
45Δ67.9919.7%3.0%67.0022.1%2.4%
50Δ67.5119.8%2.6%67.5322.3%2.1%
55Δ67.0319.9%2.2%68.0622.5%1.7%
60Δ66.5020.7%2.0%68.5822.2%1.4%
65Δ65.9821.6%1.8%69.1221.9%1.1%
70Δ65.4621.2%1.5%69.6921.7%0.8%
75Δ64.9120.9%1.2%70.3521.9%0.6%
80Δ64.2121.4%1.0%71.3523.4%0.4%

20Δ

Calls
Pseudo strike
73.46
IV
34.7%
B/E move
10.4%
Puts
Pseudo strike
62.06
IV
37.9%
B/E move
8.9%

25Δ

Calls
Pseudo strike
71.26
IV
27.9%
B/E move
7.2%
Puts
Pseudo strike
63.79
IV
31.6%
B/E move
6.4%

30Δ

Calls
Pseudo strike
70.12
IV
25.2%
B/E move
5.6%
Puts
Pseudo strike
64.95
IV
27.7%
B/E move
4.8%

35Δ

Calls
Pseudo strike
69.28
IV
23.3%
B/E move
4.6%
Puts
Pseudo strike
65.82
IV
24.4%
B/E move
3.7%

40Δ

Calls
Pseudo strike
68.60
IV
21.5%
B/E move
3.7%
Puts
Pseudo strike
66.44
IV
23.0%
B/E move
3.0%

45Δ

Calls
Pseudo strike
67.99
IV
19.7%
B/E move
3.0%
Puts
Pseudo strike
67.00
IV
22.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
67.51
IV
19.8%
B/E move
2.6%
Puts
Pseudo strike
67.53
IV
22.3%
B/E move
2.1%

55Δ

Calls
Pseudo strike
67.03
IV
19.9%
B/E move
2.2%
Puts
Pseudo strike
68.06
IV
22.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
66.50
IV
20.7%
B/E move
2.0%
Puts
Pseudo strike
68.58
IV
22.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
65.98
IV
21.6%
B/E move
1.8%
Puts
Pseudo strike
69.12
IV
21.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
65.46
IV
21.2%
B/E move
1.5%
Puts
Pseudo strike
69.69
IV
21.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
64.91
IV
20.9%
B/E move
1.2%
Puts
Pseudo strike
70.35
IV
21.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
64.21
IV
21.4%
B/E move
1.0%
Puts
Pseudo strike
71.35
IV
23.4%
B/E move
0.4%

Options history

No recorded observations