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Invesco RAFI US 1000 ETF PRF

i

Market datapartial · fetched 2026-11-03T14:42:42.744Z

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 · 2026-11-03T14:42:33.562438039Z

FundamentalsAlpha Vantage · unavailable

Share price$55.87
1D-0.1%
$55.86$55.89$55.92$55.95$55.985:30 AM6:30 AM9:00 AM1:00 PMPRF
Sold putSold call

Invesco RAFI US 1000 ETF options

Live interpolated PRF call and put midpoint premiums by absolute delta.Invesco RAFI US 1000 ETF$0.44$1.68$2.92$4.16$5.40$54.50$55.14$55.79$56.43$57.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PRF spot · $55.87PRF PRICE$2.45$0.57$0.57$2.45$2.45$5.05$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45
Puts——
Calls——
Skew——
Implied moveBearish±$3.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ48.65118.2%17.3%
30Δ51.3294.8%12.5%
35Δ61.9895.5%15.3%53.2077.9%9.2%
40Δ54.5365.3%6.8%
45Δ56.3514.9%1.9%55.5155.5%5.0%
50Δ56.0112.1%1.3%56.2447.7%3.7%
55Δ56.8141.2%2.7%
60Δ54.9939.7%2.8%57.1936.1%2.0%
65Δ54.6735.0%2.2%
70Δ
75Δ
80Δ51.7148.4%1.6%

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
48.65
IV
118.2%
B/E move
17.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.32
IV
94.8%
B/E move
12.5%

35Δ

Calls
Pseudo strike
61.98
IV
95.5%
B/E move
15.3%
Puts
Pseudo strike
53.20
IV
77.9%
B/E move
9.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.53
IV
65.3%
B/E move
6.8%

45Δ

Calls
Pseudo strike
56.35
IV
14.9%
B/E move
1.9%
Puts
Pseudo strike
55.51
IV
55.5%
B/E move
5.0%

50Δ

Calls
Pseudo strike
56.01
IV
12.1%
B/E move
1.3%
Puts
Pseudo strike
56.24
IV
47.7%
B/E move
3.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.81
IV
41.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
54.99
IV
39.7%
B/E move
2.8%
Puts
Pseudo strike
57.19
IV
36.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
54.67
IV
35.0%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
51.71
IV
48.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.75%
Daily EOD
PRF10.1%31.0%51.8%2026-10-19: 41.47%2026-10-20: 13.00%2026-10-21: 40.90%2026-10-22: 45.90%2026-10-23: 40.08%2026-10-26: 42.37%2026-10-27: 45.58%2026-10-28: 48.95%2026-10-29: 42.91%2026-10-30: 17.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.47%
13.00%
40.90%
45.90%
40.08%
42.37%
45.58%
48.95%
42.91%
17.75%