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Invesco S&P 500 Equal Weight Health Care ETF RSPH

i

Market dataready · fetched 2026-11-07T05:28:40.161Z

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 · 2026-11-07T01:00:00.136738973Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T05:28:39.685116+00:00

Share price$40.62
1D+1.6%
AH$39.97$40.19$40.41$40.63$40.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRSPH
Sold putSold callAH

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$0.62$1.02$1.41$1.80$2.19$36.44$38.36$40.29$42.21$44.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RSPH spot · $40.62RSPH PRICE$0.67$0.84$0.97$1.04$1.13$1.23$1.33$1.47$1.62$1.78$1.97$0.78$0.82$0.87$0.71$0.90$1.10$1.26$1.35$1.45$1.55$1.71$2.08
Puts——
Calls——
Skew——
Implied moveBalanced±$2.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.0582.0%13.2%
25Δ37.6365.6%9.4%
30Δ42.3740.3%5.9%38.6555.6%7.0%
35Δ42.1444.7%5.8%
40Δ41.8146.0%5.3%40.1830.3%2.8%
45Δ41.2741.3%4.2%40.4831.6%2.6%
50Δ40.8337.7%3.3%40.7932.9%2.3%
55Δ40.4835.3%2.7%41.0833.1%2.0%
60Δ40.1433.0%2.1%41.3231.1%1.6%
65Δ39.8331.3%1.7%41.5729.1%1.2%
70Δ39.5530.1%1.4%41.8127.1%0.9%
75Δ39.2628.9%1.0%42.1025.8%0.6%
80Δ38.9528.1%0.7%42.5326.5%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.05
IV
82.0%
B/E move
13.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.63
IV
65.6%
B/E move
9.4%

30Δ

Calls
Pseudo strike
42.37
IV
40.3%
B/E move
5.9%
Puts
Pseudo strike
38.65
IV
55.6%
B/E move
7.0%

35Δ

Calls
Pseudo strike
42.14
IV
44.7%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
41.81
IV
46.0%
B/E move
5.3%
Puts
Pseudo strike
40.18
IV
30.3%
B/E move
2.8%

45Δ

Calls
Pseudo strike
41.27
IV
41.3%
B/E move
4.2%
Puts
Pseudo strike
40.48
IV
31.6%
B/E move
2.6%

50Δ

Calls
Pseudo strike
40.83
IV
37.7%
B/E move
3.3%
Puts
Pseudo strike
40.79
IV
32.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
40.48
IV
35.3%
B/E move
2.7%
Puts
Pseudo strike
41.08
IV
33.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
40.14
IV
33.0%
B/E move
2.1%
Puts
Pseudo strike
41.32
IV
31.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
39.83
IV
31.3%
B/E move
1.7%
Puts
Pseudo strike
41.57
IV
29.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
39.55
IV
30.1%
B/E move
1.4%
Puts
Pseudo strike
41.81
IV
27.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
39.26
IV
28.9%
B/E move
1.0%
Puts
Pseudo strike
42.10
IV
25.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
38.95
IV
28.1%
B/E move
0.7%
Puts
Pseudo strike
42.53
IV
26.5%
B/E move
0.4%

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%