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Invesco S&P 500 Equal Weight Consumer Discretionary ETF RSPD

i

Market dataready · fetched 2026-11-06T21:38:18.915Z

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 · 2026-11-06T21:10:00.00306276Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:38:17.147675+00:00

Share price$57.32
1D+0.7%
AH$56.86$57.12$57.39$57.66$57.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRSPD
Sold putSold callAH

Invesco S&P 500 Equal Weight Consumer Discretionary ETF options

Live interpolated RSPD call and put midpoint premiums by absolute delta.Invesco S&P 500 Equal Weight Consumer Discretionary ETF$0.47$1.44$2.41$3.38$4.35$52.95$55.26$57.58$59.89$62.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSPD spot · $57.32RSPD PRICE$0.68$0.72$0.80$0.87$0.98$1.10$1.29$1.49$1.77$2.09$2.47$2.89$4.07$0.77$0.57$0.79$1.00$1.07$1.14$1.22$1.30$1.43$1.68$1.92$2.17$2.43
PutsExpensive1.42×
CallsExpensive1.11×
SkewBullish-5.77 pp
Implied moveBullish±$2.51
TiltBullish9.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.4656.9%11.9%52.4658.6%9.8%
25Δ61.1945.1%8.0%55.1032.6%4.9%
30Δ59.9639.2%6.0%55.5534.6%4.5%
35Δ59.0634.2%4.6%56.0136.4%4.0%
40Δ58.4831.8%3.7%56.5732.6%3.2%
45Δ57.9429.9%3.0%57.0829.1%2.4%
50Δ57.5229.7%2.6%57.4326.7%1.9%
55Δ57.0929.5%2.2%57.7724.4%1.5%
60Δ56.6330.1%1.9%58.1322.8%1.1%
65Δ56.1731.0%1.6%58.4822.9%0.9%
70Δ55.6431.9%1.4%58.8422.9%0.7%
75Δ55.0832.8%1.1%59.2022.4%0.5%
80Δ53.8540.5%1.1%59.5621.5%0.3%

20Δ

Calls
Pseudo strike
63.46
IV
56.9%
B/E move
11.9%
Puts
Pseudo strike
52.46
IV
58.6%
B/E move
9.8%

25Δ

Calls
Pseudo strike
61.19
IV
45.1%
B/E move
8.0%
Puts
Pseudo strike
55.10
IV
32.6%
B/E move
4.9%

30Δ

Calls
Pseudo strike
59.96
IV
39.2%
B/E move
6.0%
Puts
Pseudo strike
55.55
IV
34.6%
B/E move
4.5%

35Δ

Calls
Pseudo strike
59.06
IV
34.2%
B/E move
4.6%
Puts
Pseudo strike
56.01
IV
36.4%
B/E move
4.0%

40Δ

Calls
Pseudo strike
58.48
IV
31.8%
B/E move
3.7%
Puts
Pseudo strike
56.57
IV
32.6%
B/E move
3.2%

45Δ

Calls
Pseudo strike
57.94
IV
29.9%
B/E move
3.0%
Puts
Pseudo strike
57.08
IV
29.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
57.52
IV
29.7%
B/E move
2.6%
Puts
Pseudo strike
57.43
IV
26.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
57.09
IV
29.5%
B/E move
2.2%
Puts
Pseudo strike
57.77
IV
24.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
56.63
IV
30.1%
B/E move
1.9%
Puts
Pseudo strike
58.13
IV
22.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
56.17
IV
31.0%
B/E move
1.6%
Puts
Pseudo strike
58.48
IV
22.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
55.64
IV
31.9%
B/E move
1.4%
Puts
Pseudo strike
58.84
IV
22.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
55.08
IV
32.8%
B/E move
1.1%
Puts
Pseudo strike
59.20
IV
22.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
53.85
IV
40.5%
B/E move
1.1%
Puts
Pseudo strike
59.56
IV
21.5%
B/E move
0.3%

Options history

IV · four-Friday blend21.76%
Daily EOD
RSPD19.0%39.2%59.5%2026-10-19: 46.27%2026-10-20: 30.68%2026-10-21: 35.69%2026-10-22: 27.77%2026-10-23: 48.52%2026-10-26: 36.37%2026-10-27: 48.38%2026-10-28: 55.61%2026-10-29: 56.70%2026-10-30: 21.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.27%
30.68%
35.69%
27.77%
48.52%
36.37%
48.38%
55.61%
56.70%
21.76%