Invesco S&P 500 Pure Growth ETF RPG
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Market dataready · fetched 2026-11-03T14:42:09.830Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-03T14:41:20.02351766Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:42:09.088869+00:00
Invesco S&P 500 Pure Growth ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 60.19 | 58.9% | 13.9% | |||
| 25Δ | 57.79 | 47.7% | 9.6% | |||
| 30Δ | 56.45 | 41.8% | 7.2% | 51.10 | 45.8% | 6.4% |
| 35Δ | 55.54 | 38.1% | 5.7% | 51.94 | 42.1% | 5.1% |
| 40Δ | 54.81 | 35.3% | 4.6% | 52.59 | 39.6% | 4.2% |
| 45Δ | 54.22 | 33.3% | 3.7% | 53.19 | 37.9% | 3.4% |
| 50Δ | 53.70 | 32.5% | 3.1% | 53.74 | 37.5% | 2.9% |
| 55Δ | 53.23 | 32.3% | 2.7% | 54.29 | 37.3% | 2.4% |
| 60Δ | 52.75 | 32.4% | 2.3% | 54.85 | 37.4% | 2.0% |
| 65Δ | 52.25 | 32.7% | 1.9% | 55.46 | 37.6% | 1.6% |
| 70Δ | 51.71 | 33.1% | 1.6% | 56.10 | 37.8% | 1.3% |
| 75Δ | 51.14 | 33.5% | 1.3% | 56.79 | 37.7% | 1.0% |
| 80Δ | 57.82 | 39.9% | 0.7% | |||
20Δ
- Pseudo strike
- 60.19
- IV
- 58.9%
- B/E move
- 13.9%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 57.79
- IV
- 47.7%
- B/E move
- 9.6%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 56.45
- IV
- 41.8%
- B/E move
- 7.2%
- Pseudo strike
- 51.10
- IV
- 45.8%
- B/E move
- 6.4%
35Δ
- Pseudo strike
- 55.54
- IV
- 38.1%
- B/E move
- 5.7%
- Pseudo strike
- 51.94
- IV
- 42.1%
- B/E move
- 5.1%
40Δ
- Pseudo strike
- 54.81
- IV
- 35.3%
- B/E move
- 4.6%
- Pseudo strike
- 52.59
- IV
- 39.6%
- B/E move
- 4.2%
45Δ
- Pseudo strike
- 54.22
- IV
- 33.3%
- B/E move
- 3.7%
- Pseudo strike
- 53.19
- IV
- 37.9%
- B/E move
- 3.4%
50Δ
- Pseudo strike
- 53.70
- IV
- 32.5%
- B/E move
- 3.1%
- Pseudo strike
- 53.74
- IV
- 37.5%
- B/E move
- 2.9%
55Δ
- Pseudo strike
- 53.23
- IV
- 32.3%
- B/E move
- 2.7%
- Pseudo strike
- 54.29
- IV
- 37.3%
- B/E move
- 2.4%
60Δ
- Pseudo strike
- 52.75
- IV
- 32.4%
- B/E move
- 2.3%
- Pseudo strike
- 54.85
- IV
- 37.4%
- B/E move
- 2.0%
65Δ
- Pseudo strike
- 52.25
- IV
- 32.7%
- B/E move
- 1.9%
- Pseudo strike
- 55.46
- IV
- 37.6%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 51.71
- IV
- 33.1%
- B/E move
- 1.6%
- Pseudo strike
- 56.10
- IV
- 37.8%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 51.14
- IV
- 33.5%
- B/E move
- 1.3%
- Pseudo strike
- 56.79
- IV
- 37.7%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 57.82
- IV
- 39.9%
- B/E move
- 0.7%
Options history
Table
| Date | IV (%) |
|---|---|
| 25.50% | |
| 26.17% | |
| 25.74% | |
| 28.02% | |
| 27.90% | |
| 27.42% | |
| 27.01% | |
| 26.37% | |
| 26.94% | |
| 29.76% |