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Invesco S&P 500 Equal Weight ETF RSP

i

Market dataready · fetched 2026-11-07T01:42:38.062Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:00.002207403Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T01:42:37.578717+00:00

Share price$216.05
1D+0.3%
AH$214.77$215.41$216.06$216.70$217.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRSP
Sold putSold callAH

Invesco S&P 500 Equal Weight ETF options

Live interpolated RSP call and put midpoint premiums by absolute delta.Invesco S&P 500 Equal Weight ETF$0.60$2.51$4.42$6.34$8.25$208.45$212.95$217.46$221.96$226.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RSP spot · $216.05RSP PRICE$0.80$1.13$1.45$1.78$1.97$2.01$2.05$2.10$6.18$7.70$1.29$0.84$1.16$1.48$1.80$2.02$2.20$2.38$2.56$2.94$3.34$3.74$4.15
PutsFair0.96×
Calls——
Skew——
Implied moveBearish±$4.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ207.1838.3%4.7%
25Δ219.5116.4%2.0%212.6418.2%2.0%
30Δ218.9417.8%1.9%213.3519.1%1.8%
35Δ218.3719.3%1.7%214.0619.9%1.6%
40Δ217.8020.7%1.6%214.7820.8%1.4%
45Δ217.2220.4%1.5%215.4620.0%1.2%
50Δ216.6218.2%1.2%216.1218.6%1.0%
55Δ216.0215.9%0.9%216.7817.1%0.8%
60Δ215.4113.7%0.7%217.4415.7%0.5%
65Δ218.0515.2%0.4%
70Δ218.6614.9%0.3%
75Δ211.1725.4%0.6%219.2714.5%0.2%
80Δ209.4427.7%0.5%219.8814.2%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
207.18
IV
38.3%
B/E move
4.7%

25Δ

Calls
Pseudo strike
219.51
IV
16.4%
B/E move
2.0%
Puts
Pseudo strike
212.64
IV
18.2%
B/E move
2.0%

30Δ

Calls
Pseudo strike
218.94
IV
17.8%
B/E move
1.9%
Puts
Pseudo strike
213.35
IV
19.1%
B/E move
1.8%

35Δ

Calls
Pseudo strike
218.37
IV
19.3%
B/E move
1.7%
Puts
Pseudo strike
214.06
IV
19.9%
B/E move
1.6%

40Δ

Calls
Pseudo strike
217.80
IV
20.7%
B/E move
1.6%
Puts
Pseudo strike
214.78
IV
20.8%
B/E move
1.4%

45Δ

Calls
Pseudo strike
217.22
IV
20.4%
B/E move
1.5%
Puts
Pseudo strike
215.46
IV
20.0%
B/E move
1.2%

50Δ

Calls
Pseudo strike
216.62
IV
18.2%
B/E move
1.2%
Puts
Pseudo strike
216.12
IV
18.6%
B/E move
1.0%

55Δ

Calls
Pseudo strike
216.02
IV
15.9%
B/E move
0.9%
Puts
Pseudo strike
216.78
IV
17.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
215.41
IV
13.7%
B/E move
0.7%
Puts
Pseudo strike
217.44
IV
15.7%
B/E move
0.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
218.05
IV
15.2%
B/E move
0.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
218.66
IV
14.9%
B/E move
0.3%

75Δ

Calls
Pseudo strike
211.17
IV
25.4%
B/E move
0.6%
Puts
Pseudo strike
219.27
IV
14.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
209.44
IV
27.7%
B/E move
0.5%
Puts
Pseudo strike
219.88
IV
14.2%
B/E move
0.1%

Options history

IV · four-Friday blend15.60%
Daily close
RSP9.6%14.0%18.4%2026-08-10: 12.43%2026-08-11: 11.95%2026-08-12: 11.93%2026-08-14: 10.19%2026-08-17: 10.57%2026-08-18: 12.02%2026-08-19: 11.55%2026-08-21: 11.92%2026-08-24: 12.83%2026-08-25: 11.80%2026-08-26: 11.11%2026-08-28: 10.94%2026-08-31: 11.20%2026-09-01: 11.99%2026-09-02: 11.97%2026-09-03: 12.32%2026-09-04: 10.36%2026-09-08: 12.43%2026-09-09: 12.94%2026-09-10: 17.76%2026-09-11: 11.23%2026-09-14: 13.66%2026-09-15: 14.80%2026-09-16: 15.26%2026-09-18: 10.95%2026-09-22: 11.04%2026-09-25: 11.87%2026-09-28: 13.33%2026-09-29: 14.11%2026-09-30: 15.37%2026-10-02: 12.56%2026-10-05: 12.22%2026-10-06: 12.10%2026-10-07: 14.02%2026-10-08: 16.81%2026-10-09: 11.62%2026-10-12: 11.67%2026-10-13: 12.51%2026-10-14: 13.09%2026-10-15: 13.23%2026-10-16: 13.72%2026-10-19: 13.81%2026-10-20: 13.51%2026-10-21: 14.00%2026-10-22: 17.37%2026-10-23: 14.72%2026-10-26: 14.14%2026-10-27: 13.58%2026-10-28: 14.02%2026-10-29: 13.14%2026-10-30: 15.60%Aug 10Sep 22Oct 30
51 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
12.43%
11.95%
11.93%
10.19%
10.57%
12.02%
11.55%
11.92%
12.83%
11.80%
11.11%
10.94%
11.20%
11.99%
11.97%
12.32%
10.36%
12.43%
12.94%
17.76%
11.23%
13.66%
14.80%
15.26%
10.95%
11.04%
11.87%
13.33%
14.11%
15.37%
12.56%
12.22%
12.10%
14.02%
16.81%
11.62%
11.67%
12.51%
13.09%
13.23%
13.72%
13.81%
13.51%
14.00%
17.37%
14.72%
14.14%
13.58%
14.02%
13.14%
15.60%