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Invesco S&P 500 Equal Weight Health Care ETF RSPH

i

Market dataready · fetched 2026-11-05T16:54:52.132Z

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 · 2026-11-05T16:54:07.784142289Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T16:54:50.494906+00:00

Share price$40.90
1D-2.1%
$40.84$41.12$41.39$41.66$41.945:30 AM6:30 AM9:00 AM1:00 PMRSPH
Sold putSold call

Invesco S&P 500 Equal Weight Health Care ETF options

Live interpolated RSPH call and put midpoint premiums by absolute delta.Invesco S&P 500 Equal Weight Health Care ETF$0.56$1.49$2.42$3.35$4.28$36.63$38.80$40.97$43.14$45.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RSPH spot · $40.90RSPH PRICE$0.66$0.84$1.03$1.15$1.25$1.42$1.63$1.89$2.32$3.00$4.01$0.80$0.80$0.83$0.86$0.91$0.96$1.01$1.05$1.09$1.14$1.18$1.22
Puts——
Calls——
Skew——
Implied moveBullish±$2.26
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.2179.6%13.4%
25Δ38.0060.4%9.1%
30Δ42.4635.6%5.4%39.0549.5%6.5%
35Δ42.2640.0%5.4%39.7542.3%4.9%
40Δ42.0544.3%5.3%40.2637.1%3.8%
45Δ41.6343.0%4.6%40.6633.1%2.9%
50Δ41.1339.6%3.6%41.0329.3%2.1%
55Δ40.7038.4%3.0%41.2226.9%1.8%
60Δ40.3038.0%2.5%41.4124.5%1.4%
65Δ39.8638.5%2.1%41.6022.1%1.1%
70Δ39.3241.1%1.8%41.7919.7%0.7%
75Δ38.5746.9%1.6%41.9817.3%0.3%
80Δ37.4855.4%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.21
IV
79.6%
B/E move
13.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.00
IV
60.4%
B/E move
9.1%

30Δ

Calls
Pseudo strike
42.46
IV
35.6%
B/E move
5.4%
Puts
Pseudo strike
39.05
IV
49.5%
B/E move
6.5%

35Δ

Calls
Pseudo strike
42.26
IV
40.0%
B/E move
5.4%
Puts
Pseudo strike
39.75
IV
42.3%
B/E move
4.9%

40Δ

Calls
Pseudo strike
42.05
IV
44.3%
B/E move
5.3%
Puts
Pseudo strike
40.26
IV
37.1%
B/E move
3.8%

45Δ

Calls
Pseudo strike
41.63
IV
43.0%
B/E move
4.6%
Puts
Pseudo strike
40.66
IV
33.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
41.13
IV
39.6%
B/E move
3.6%
Puts
Pseudo strike
41.03
IV
29.3%
B/E move
2.1%

55Δ

Calls
Pseudo strike
40.70
IV
38.4%
B/E move
3.0%
Puts
Pseudo strike
41.22
IV
26.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
40.30
IV
38.0%
B/E move
2.5%
Puts
Pseudo strike
41.41
IV
24.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
39.86
IV
38.5%
B/E move
2.1%
Puts
Pseudo strike
41.60
IV
22.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
39.32
IV
41.1%
B/E move
1.8%
Puts
Pseudo strike
41.79
IV
19.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
38.57
IV
46.9%
B/E move
1.6%
Puts
Pseudo strike
41.98
IV
17.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
37.48
IV
55.4%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.37%
Daily EOD
RSPH18.7%51.7%84.7%2026-10-19: 53.85%2026-10-20: 25.12%2026-10-22: 23.25%2026-10-23: 48.25%2026-10-26: 26.93%2026-10-27: 57.36%2026-10-29: 80.19%2026-10-30: 25.37%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.85%
25.12%
23.25%
48.25%
26.93%
57.36%
80.19%
25.37%