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Invesco S&P 500 High Beta ETF SPHB

i

Market dataready · fetched 2026-11-04T00:30:29.077Z

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 · 2026-11-04T00:18:29.10546144Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:30:28.672857+00:00

Share price$137.25
1D-0.5%
AH$136.56$137.06$137.56$138.05$138.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPHB
Sold putSold callAH

Invesco S&P 500 High Beta ETF options

Live interpolated SPHB call and put midpoint premiums by absolute delta.Invesco S&P 500 High Beta ETF$0.80$3.73$6.67$9.60$12.53$122.81$129.97$137.12$144.27$151.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPHB spot · $137.25SPHB PRICE$1.12$1.50$1.93$2.40$3.25$3.76$4.25$4.75$5.91$6.69$8.46$9.82$11.68$1.65$1.99$2.52$3.04$3.56$4.37$4.79$5.77$6.56$7.21$8.03$8.73$10.57
PutsExpensive1.15×
CallsExpensive1.30×
SkewBearish+0.90 pp
Implied moveBearish±$9.04
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ146.9535.0%7.9%126.5547.8%9.0%
25Δ145.1735.3%6.9%129.6643.0%7.0%
30Δ143.6135.7%6.0%131.5942.5%6.0%
35Δ142.0935.9%5.3%133.3641.5%5.0%
40Δ141.0940.3%5.2%135.0240.1%4.2%
45Δ139.4639.2%4.4%136.4941.3%3.7%
50Δ137.9637.9%3.6%137.9738.5%3.0%
55Δ136.5536.2%3.0%139.4839.6%2.6%
60Δ135.0639.2%2.7%140.9438.8%2.1%
65Δ133.6238.5%2.2%142.2437.0%1.6%
70Δ131.5642.6%2.0%143.5935.7%1.2%
75Δ129.6643.0%1.6%144.8033.7%0.9%
80Δ127.3343.8%1.3%146.9735.1%0.6%

20Δ

Calls
Pseudo strike
146.95
IV
35.0%
B/E move
7.9%
Puts
Pseudo strike
126.55
IV
47.8%
B/E move
9.0%

25Δ

Calls
Pseudo strike
145.17
IV
35.3%
B/E move
6.9%
Puts
Pseudo strike
129.66
IV
43.0%
B/E move
7.0%

30Δ

Calls
Pseudo strike
143.61
IV
35.7%
B/E move
6.0%
Puts
Pseudo strike
131.59
IV
42.5%
B/E move
6.0%

35Δ

Calls
Pseudo strike
142.09
IV
35.9%
B/E move
5.3%
Puts
Pseudo strike
133.36
IV
41.5%
B/E move
5.0%

40Δ

Calls
Pseudo strike
141.09
IV
40.3%
B/E move
5.2%
Puts
Pseudo strike
135.02
IV
40.1%
B/E move
4.2%

45Δ

Calls
Pseudo strike
139.46
IV
39.2%
B/E move
4.4%
Puts
Pseudo strike
136.49
IV
41.3%
B/E move
3.7%

50Δ

Calls
Pseudo strike
137.96
IV
37.9%
B/E move
3.6%
Puts
Pseudo strike
137.97
IV
38.5%
B/E move
3.0%

55Δ

Calls
Pseudo strike
136.55
IV
36.2%
B/E move
3.0%
Puts
Pseudo strike
139.48
IV
39.6%
B/E move
2.6%

60Δ

Calls
Pseudo strike
135.06
IV
39.2%
B/E move
2.7%
Puts
Pseudo strike
140.94
IV
38.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
133.62
IV
38.5%
B/E move
2.2%
Puts
Pseudo strike
142.24
IV
37.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
131.56
IV
42.6%
B/E move
2.0%
Puts
Pseudo strike
143.59
IV
35.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
129.66
IV
43.0%
B/E move
1.6%
Puts
Pseudo strike
144.80
IV
33.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
127.33
IV
43.8%
B/E move
1.3%
Puts
Pseudo strike
146.97
IV
35.1%
B/E move
0.6%

Options history

IV · four-Friday blend33.51%
Daily EOD
SPHB29.6%31.7%33.8%2026-10-19: 31.73%2026-10-20: 31.39%2026-10-21: 29.93%2026-10-22: 32.69%2026-10-23: 32.23%2026-10-26: 31.21%2026-10-27: 30.79%2026-10-28: 30.56%2026-10-29: 29.89%2026-10-30: 33.51%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.73%
31.39%
29.93%
32.69%
32.23%
31.21%
30.79%
30.56%
29.89%
33.51%