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Invesco S&P SmallCap 600 Pure Growth ETF RZG

i

Market dataready · fetched 2026-11-04T08:50:26.002Z

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 · 2026-11-04T01:00:00.009371986Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T08:50:25.585579+00:00

Share price$62.25
1D-0.6%
AH$62.22$62.33$62.45$62.57$62.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRZG
Sold putSold callAH

Invesco S&P SmallCap 600 Pure Growth ETF options

Live interpolated RZG call and put midpoint premiums by absolute delta.Invesco S&P SmallCap 600 Pure Growth ETF$0.45$1.55$2.66$3.77$4.87$59.37$61.33$63.29$65.25$67.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RZG spot · $62.25RZG PRICE$0.57$0.64$0.73$0.84$0.99$1.16$1.42$1.68$2.05$2.44$3.00$3.65$4.55$0.64$0.72$0.80$0.89$0.96$1.05$1.20$1.35$1.51$1.68$1.85
Puts——
CallsExpensive1.57×
Skew——
Implied moveBullish±$2.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.2740.1%9.0%58.1441.3%7.6%
25Δ65.6733.8%6.5%59.4335.4%5.7%
30Δ64.6529.9%5.0%60.3730.7%4.3%
35Δ63.9427.9%4.1%61.0727.6%3.3%
40Δ63.4127.3%3.4%61.5725.2%2.6%
45Δ62.9027.0%2.9%62.0522.9%2.0%
50Δ62.4527.9%2.6%62.4022.2%1.7%
55Δ62.0028.8%2.3%62.7621.5%1.3%
60Δ61.4730.1%2.0%63.1020.8%1.1%
65Δ60.9131.5%1.8%63.4119.9%0.8%
70Δ60.2233.7%1.6%63.7219.1%0.6%
75Δ59.4235.8%1.3%
80Δ58.3839.0%1.1%

20Δ

Calls
Pseudo strike
67.27
IV
40.1%
B/E move
9.0%
Puts
Pseudo strike
58.14
IV
41.3%
B/E move
7.6%

25Δ

Calls
Pseudo strike
65.67
IV
33.8%
B/E move
6.5%
Puts
Pseudo strike
59.43
IV
35.4%
B/E move
5.7%

30Δ

Calls
Pseudo strike
64.65
IV
29.9%
B/E move
5.0%
Puts
Pseudo strike
60.37
IV
30.7%
B/E move
4.3%

35Δ

Calls
Pseudo strike
63.94
IV
27.9%
B/E move
4.1%
Puts
Pseudo strike
61.07
IV
27.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
63.41
IV
27.3%
B/E move
3.4%
Puts
Pseudo strike
61.57
IV
25.2%
B/E move
2.6%

45Δ

Calls
Pseudo strike
62.90
IV
27.0%
B/E move
2.9%
Puts
Pseudo strike
62.05
IV
22.9%
B/E move
2.0%

50Δ

Calls
Pseudo strike
62.45
IV
27.9%
B/E move
2.6%
Puts
Pseudo strike
62.40
IV
22.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
62.00
IV
28.8%
B/E move
2.3%
Puts
Pseudo strike
62.76
IV
21.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
61.47
IV
30.1%
B/E move
2.0%
Puts
Pseudo strike
63.10
IV
20.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
60.91
IV
31.5%
B/E move
1.8%
Puts
Pseudo strike
63.41
IV
19.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
60.22
IV
33.7%
B/E move
1.6%
Puts
Pseudo strike
63.72
IV
19.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
59.42
IV
35.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
58.38
IV
39.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.15%
Daily EOD
RZG16.8%30.0%43.1%2026-10-19: 20.19%2026-10-20: 20.70%2026-10-21: 19.74%2026-10-22: 21.59%2026-10-23: 21.79%2026-10-26: 21.02%2026-10-27: 41.31%2026-10-28: 19.16%2026-10-29: 18.64%2026-10-30: 19.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.19%
20.70%
19.74%
21.59%
21.79%
21.02%
41.31%
19.16%
18.64%
19.15%