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Invesco Russell 1000 Dynamic Multifactor ETF OMFL

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Market dataready · fetched 2026-11-04T04:47:20.218Z

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 · 2026-11-04T01:00:05.581764061Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:47:19.034957+00:00

Share price$70.72
1D+0.2%
AH$70.50$70.62$70.74$70.85$70.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOMFL
Sold putSold callAH

Invesco Russell 1000 Dynamic Multifactor ETF options

Live interpolated OMFL call and put midpoint premiums by absolute delta.Invesco Russell 1000 Dynamic Multifactor ETF$1.90$2.24$2.58$2.92$3.27$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEOMFL PRICE$1.97$2.00$2.22$2.44$2.64$2.83$1.94$2.09$2.25$2.40$2.51$2.52$2.53$2.55$3.17
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ69.3943.2%4.6%
45Δ70.1139.8%3.8%
50Δ70.8336.5%3.0%
55Δ70.5229.6%2.5%71.5433.1%2.2%
60Δ70.0025.5%1.8%72.1029.7%1.6%
65Δ69.5624.4%1.5%72.3826.4%1.2%
70Δ69.1223.4%1.2%72.6623.1%0.8%
75Δ68.7521.8%0.9%72.9419.7%0.5%
80Δ68.4020.1%0.7%73.6920.2%0.3%

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
69.39
IV
43.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.11
IV
39.8%
B/E move
3.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.83
IV
36.5%
B/E move
3.0%

55Δ

Calls
Pseudo strike
70.52
IV
29.6%
B/E move
2.5%
Puts
Pseudo strike
71.54
IV
33.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
70.00
IV
25.5%
B/E move
1.8%
Puts
Pseudo strike
72.10
IV
29.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
69.56
IV
24.4%
B/E move
1.5%
Puts
Pseudo strike
72.38
IV
26.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
69.12
IV
23.4%
B/E move
1.2%
Puts
Pseudo strike
72.66
IV
23.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
68.75
IV
21.8%
B/E move
0.9%
Puts
Pseudo strike
72.94
IV
19.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
68.40
IV
20.1%
B/E move
0.7%
Puts
Pseudo strike
73.69
IV
20.2%
B/E move
0.3%

Options history

IV · four-Friday blend19.71%
Daily EOD
OMFL16.8%18.4%19.9%2026-10-19: 17.48%2026-10-20: 17.00%2026-10-21: 17.37%2026-10-22: 18.69%2026-10-23: 17.34%2026-10-26: 18.06%2026-10-27: 18.38%2026-10-28: 17.63%2026-10-29: 18.93%2026-10-30: 19.71%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.48%
17.00%
17.37%
18.69%
17.34%
18.06%
18.38%
17.63%
18.93%
19.71%