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Invesco S&P SmallCap 600 Pure Value ETF RZV

i

Market dataready · fetched 2026-11-04T00:59:00.495Z

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 · 2026-11-03T23:30:00.004082967Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:58:59.003092+00:00

Share price$143.81
1D-0.7%
AH$144.09$144.40$144.71$145.02$145.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRZV
Sold putSold callAH

Invesco S&P SmallCap 600 Pure Value ETF options

Live interpolated RZV call and put midpoint premiums by absolute delta.Invesco S&P SmallCap 600 Pure Value ETF$0.56$2.56$4.56$6.56$8.56$135.19$139.69$144.19$148.68$153.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RZV spot · $143.81RZV PRICE$0.77$1.01$1.33$1.61$1.99$2.43$2.89$3.50$4.24$4.78$5.70$6.70$7.98$0.91$1.15$1.47$1.85$2.18$2.49$2.73$3.12$3.57$4.26$4.68$5.24$6.03
PutsExpensive1.77×
CallsExpensive1.23×
SkewBullish-2.44 pp
Implied moveBullish±$5.62
TiltBullish6.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ150.3522.8%5.1%137.7125.7%4.9%
25Δ148.9822.2%4.3%139.2624.2%4.0%
30Δ148.0623.0%3.9%140.3924.1%3.4%
35Δ146.9822.6%3.3%141.3524.5%3.0%
40Δ146.0823.1%3.0%142.3923.9%2.5%
45Δ145.1923.7%2.6%143.3323.0%2.1%
50Δ144.2624.1%2.3%144.2221.4%1.6%
55Δ143.2925.1%2.1%145.0421.0%1.3%
60Δ142.2426.3%1.8%145.8620.7%1.1%
65Δ141.2425.8%1.5%146.8221.4%0.9%
70Δ140.0026.8%1.3%147.5720.4%0.6%
75Δ138.6727.4%1.1%148.4219.7%0.4%
80Δ137.0928.4%0.9%149.4419.6%0.3%

20Δ

Calls
Pseudo strike
150.35
IV
22.8%
B/E move
5.1%
Puts
Pseudo strike
137.71
IV
25.7%
B/E move
4.9%

25Δ

Calls
Pseudo strike
148.98
IV
22.2%
B/E move
4.3%
Puts
Pseudo strike
139.26
IV
24.2%
B/E move
4.0%

30Δ

Calls
Pseudo strike
148.06
IV
23.0%
B/E move
3.9%
Puts
Pseudo strike
140.39
IV
24.1%
B/E move
3.4%

35Δ

Calls
Pseudo strike
146.98
IV
22.6%
B/E move
3.3%
Puts
Pseudo strike
141.35
IV
24.5%
B/E move
3.0%

40Δ

Calls
Pseudo strike
146.08
IV
23.1%
B/E move
3.0%
Puts
Pseudo strike
142.39
IV
23.9%
B/E move
2.5%

45Δ

Calls
Pseudo strike
145.19
IV
23.7%
B/E move
2.6%
Puts
Pseudo strike
143.33
IV
23.0%
B/E move
2.1%

50Δ

Calls
Pseudo strike
144.26
IV
24.1%
B/E move
2.3%
Puts
Pseudo strike
144.22
IV
21.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
143.29
IV
25.1%
B/E move
2.1%
Puts
Pseudo strike
145.04
IV
21.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
142.24
IV
26.3%
B/E move
1.8%
Puts
Pseudo strike
145.86
IV
20.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
141.24
IV
25.8%
B/E move
1.5%
Puts
Pseudo strike
146.82
IV
21.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
140.00
IV
26.8%
B/E move
1.3%
Puts
Pseudo strike
147.57
IV
20.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
138.67
IV
27.4%
B/E move
1.1%
Puts
Pseudo strike
148.42
IV
19.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
137.09
IV
28.4%
B/E move
0.9%
Puts
Pseudo strike
149.44
IV
19.6%
B/E move
0.3%

Options history

IV · four-Friday blend21.96%
Daily EOD
RZV18.4%20.3%22.2%2026-10-19: 19.85%2026-10-20: 18.64%2026-10-21: 21.96%Oct 19Oct 20Oct 21
3 observations2026-10-19 — 2026-10-21
Table
DateIV (%)
19.85%
18.64%
21.96%