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Invesco S&P 500 High Dividend Low Volatility ETF SPHD

i

Market dataready · fetched 2026-11-03T14:43:13.745Z

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 · 2026-11-03T14:43:04.025286266Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:43:12.504565+00:00

Share price$51.83
1D-0.8%
$51.80$51.93$52.06$52.19$52.325:30 AM6:30 AM9:00 AM1:00 PMSPHD
Sold putSold call

Invesco S&P 500 High Dividend Low Volatility ETF options

Live interpolated SPHD call and put midpoint premiums by absolute delta.Invesco S&P 500 High Dividend Low Volatility ETF$0.72$1.09$1.47$1.84$2.21$49.35$50.53$51.71$52.89$54.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SPHD spot · $51.83SPHD PRICE$0.94$1.16$1.33$1.46$1.59$1.73$1.83$1.88$1.93$1.98$0.76$1.03$1.22$1.28$1.36$1.44$1.53$1.62$1.72$1.85$1.98$2.11
Puts——
Calls——
Skew——
Implied moveBalanced±$2.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ49.5437.1%5.9%
30Δ49.8242.4%5.9%
35Δ53.3132.5%4.7%50.2743.8%5.4%
40Δ53.0936.5%4.7%51.0338.0%4.0%
45Δ52.6536.6%4.1%51.5534.3%3.2%
50Δ52.0834.2%3.3%52.0530.7%2.4%
55Δ51.6332.1%2.7%52.3828.3%1.9%
60Δ51.2130.1%2.1%52.7226.0%1.4%
65Δ50.8927.7%1.7%53.0423.7%1.0%
70Δ50.6825.0%1.4%53.2922.1%0.8%
75Δ50.4722.3%1.1%53.5320.5%0.5%
80Δ50.2619.7%0.8%53.7718.9%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.54
IV
37.1%
B/E move
5.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.82
IV
42.4%
B/E move
5.9%

35Δ

Calls
Pseudo strike
53.31
IV
32.5%
B/E move
4.7%
Puts
Pseudo strike
50.27
IV
43.8%
B/E move
5.4%

40Δ

Calls
Pseudo strike
53.09
IV
36.5%
B/E move
4.7%
Puts
Pseudo strike
51.03
IV
38.0%
B/E move
4.0%

45Δ

Calls
Pseudo strike
52.65
IV
36.6%
B/E move
4.1%
Puts
Pseudo strike
51.55
IV
34.3%
B/E move
3.2%

50Δ

Calls
Pseudo strike
52.08
IV
34.2%
B/E move
3.3%
Puts
Pseudo strike
52.05
IV
30.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
51.63
IV
32.1%
B/E move
2.7%
Puts
Pseudo strike
52.38
IV
28.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
51.21
IV
30.1%
B/E move
2.1%
Puts
Pseudo strike
52.72
IV
26.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
50.89
IV
27.7%
B/E move
1.7%
Puts
Pseudo strike
53.04
IV
23.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
50.68
IV
25.0%
B/E move
1.4%
Puts
Pseudo strike
53.29
IV
22.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
50.47
IV
22.3%
B/E move
1.1%
Puts
Pseudo strike
53.53
IV
20.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
50.26
IV
19.7%
B/E move
0.8%
Puts
Pseudo strike
53.77
IV
18.9%
B/E move
0.3%

Options history

IV · four-Friday blend18.49%
Daily EOD
SPHD15.4%17.3%19.2%2026-10-19: 16.45%2026-10-20: 15.62%2026-10-21: 16.32%2026-10-22: 16.50%2026-10-23: 15.96%2026-10-26: 18.71%2026-10-27: 18.95%2026-10-28: 17.39%2026-10-29: 18.04%2026-10-30: 18.49%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.45%
15.62%
16.32%
16.50%
15.96%
18.71%
18.95%
17.39%
18.04%
18.49%