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Invesco S&P 500 Equal Weight Consumer Discretionary ETF RSPD

i

Market dataready · fetched 2026-11-08T20:14:37.873Z

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 · 2026-11-07T01:00:00.149122531Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T20:14:37.605416+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$0.46$1.45$2.43$3.41$4.40$52.94$55.26$57.59$59.91$62.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSPD spot · $57.32RSPD PRICE$0.68$0.72$0.80$0.87$0.98$1.11$1.30$1.49$1.79$2.10$2.49$2.91$4.11$0.77$0.57$0.78$1.00$1.07$1.14$1.22$1.30$1.42$1.66$1.90$2.15$2.40
PutsExpensive1.46×
CallsExpensive1.13×
SkewBullish-6.52 pp
Implied moveBullish±$2.52
TiltBullish10.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.4561.3%11.9%52.4563.1%9.8%
25Δ61.1748.6%8.0%55.0935.1%4.9%
30Δ59.9542.3%6.0%55.5537.1%4.5%
35Δ59.0436.9%4.5%56.0039.1%4.1%
40Δ58.4734.4%3.7%56.5535.1%3.2%
45Δ57.9332.4%3.0%57.0731.3%2.4%
50Δ57.5032.2%2.6%57.4128.8%2.0%
55Δ57.0732.0%2.2%57.7626.2%1.5%
60Δ56.6132.8%1.9%58.1124.4%1.1%
65Δ56.1533.8%1.6%58.4624.5%0.9%
70Δ55.6234.7%1.4%58.8224.5%0.7%
75Δ55.0535.7%1.1%59.1724.0%0.5%
80Δ53.8144.2%1.0%59.5223.0%0.4%

20Δ

Calls
Pseudo strike
63.45
IV
61.3%
B/E move
11.9%
Puts
Pseudo strike
52.45
IV
63.1%
B/E move
9.8%

25Δ

Calls
Pseudo strike
61.17
IV
48.6%
B/E move
8.0%
Puts
Pseudo strike
55.09
IV
35.1%
B/E move
4.9%

30Δ

Calls
Pseudo strike
59.95
IV
42.3%
B/E move
6.0%
Puts
Pseudo strike
55.55
IV
37.1%
B/E move
4.5%

35Δ

Calls
Pseudo strike
59.04
IV
36.9%
B/E move
4.5%
Puts
Pseudo strike
56.00
IV
39.1%
B/E move
4.1%

40Δ

Calls
Pseudo strike
58.47
IV
34.4%
B/E move
3.7%
Puts
Pseudo strike
56.55
IV
35.1%
B/E move
3.2%

45Δ

Calls
Pseudo strike
57.93
IV
32.4%
B/E move
3.0%
Puts
Pseudo strike
57.07
IV
31.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
57.50
IV
32.2%
B/E move
2.6%
Puts
Pseudo strike
57.41
IV
28.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
57.07
IV
32.0%
B/E move
2.2%
Puts
Pseudo strike
57.76
IV
26.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
56.61
IV
32.8%
B/E move
1.9%
Puts
Pseudo strike
58.11
IV
24.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
56.15
IV
33.8%
B/E move
1.6%
Puts
Pseudo strike
58.46
IV
24.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
55.62
IV
34.7%
B/E move
1.4%
Puts
Pseudo strike
58.82
IV
24.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
55.05
IV
35.7%
B/E move
1.1%
Puts
Pseudo strike
59.17
IV
24.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
53.81
IV
44.2%
B/E move
1.0%
Puts
Pseudo strike
59.52
IV
23.0%
B/E move
0.4%

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%