Invesco S&P 500 Equal Weight Real Estate ETF RSPR
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Market dataready · fetched 2026-11-05T15:11:59.930Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-05T14:45:54.471821534Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-05T15:11:57.763913+00:00
Invesco S&P 500 Equal Weight Real Estate ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.81 | 56.9% | 12.5% | 33.65 | 54.2% | 9.5% |
| 25Δ | 39.22 | 44.1% | 8.2% | 34.75 | 42.7% | 6.6% |
| 30Δ | 38.39 | 37.3% | 6.1% | 35.40 | 35.8% | 4.9% |
| 35Δ | 37.82 | 32.5% | 4.6% | 35.93 | 30.1% | 3.5% |
| 40Δ | 37.44 | 29.4% | 3.7% | 36.21 | 27.3% | 2.9% |
| 45Δ | 37.05 | 26.2% | 2.8% | 36.45 | 24.9% | 2.3% |
| 50Δ | 36.81 | 24.9% | 2.4% | 36.70 | 22.5% | 1.8% |
| 55Δ | 36.60 | 23.9% | 2.0% | 36.94 | 20.1% | 1.2% |
| 60Δ | 36.38 | 22.9% | 1.7% | |||
| 65Δ | 36.16 | 21.9% | 1.3% | |||
| 70Δ | 35.90 | 21.8% | 1.0% | |||
| 75Δ | 35.49 | 24.6% | 0.9% | |||
| 80Δ | 35.08 | 27.5% | 0.8% | |||
20Δ
- Pseudo strike
- 40.81
- IV
- 56.9%
- B/E move
- 12.5%
- Pseudo strike
- 33.65
- IV
- 54.2%
- B/E move
- 9.5%
25Δ
- Pseudo strike
- 39.22
- IV
- 44.1%
- B/E move
- 8.2%
- Pseudo strike
- 34.75
- IV
- 42.7%
- B/E move
- 6.6%
30Δ
- Pseudo strike
- 38.39
- IV
- 37.3%
- B/E move
- 6.1%
- Pseudo strike
- 35.40
- IV
- 35.8%
- B/E move
- 4.9%
35Δ
- Pseudo strike
- 37.82
- IV
- 32.5%
- B/E move
- 4.6%
- Pseudo strike
- 35.93
- IV
- 30.1%
- B/E move
- 3.5%
40Δ
- Pseudo strike
- 37.44
- IV
- 29.4%
- B/E move
- 3.7%
- Pseudo strike
- 36.21
- IV
- 27.3%
- B/E move
- 2.9%
45Δ
- Pseudo strike
- 37.05
- IV
- 26.2%
- B/E move
- 2.8%
- Pseudo strike
- 36.45
- IV
- 24.9%
- B/E move
- 2.3%
50Δ
- Pseudo strike
- 36.81
- IV
- 24.9%
- B/E move
- 2.4%
- Pseudo strike
- 36.70
- IV
- 22.5%
- B/E move
- 1.8%
55Δ
- Pseudo strike
- 36.60
- IV
- 23.9%
- B/E move
- 2.0%
- Pseudo strike
- 36.94
- IV
- 20.1%
- B/E move
- 1.2%
60Δ
- Pseudo strike
- 36.38
- IV
- 22.9%
- B/E move
- 1.7%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 36.16
- IV
- 21.9%
- B/E move
- 1.3%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 35.90
- IV
- 21.8%
- B/E move
- 1.0%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 35.49
- IV
- 24.6%
- B/E move
- 0.9%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 35.08
- IV
- 27.5%
- B/E move
- 0.8%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 18.33% | |
| 18.47% | |
| 18.54% | |
| 18.06% | |
| 18.25% | |
| 18.72% | |
| 18.76% | |
| 19.16% | |
| 18.72% | |
| 18.87% |