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Invesco S&P 500 Value with Momentum ETF SPVM

i

Market dataready · fetched 2026-11-03T22:54:57.253Z

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 · 2026-11-03T21:10:00.003506548Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T22:54:54.704388+00:00

Share price$77.40
1D-0.7%
AH$77.35$77.52$77.70$77.87$78.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPVM
Sold putSold callAH

Invesco S&P 500 Value with Momentum ETF options

Live interpolated SPVM call and put midpoint premiums by absolute delta.Invesco S&P 500 Value with Momentum ETF$0.74$1.55$2.37$3.18$4.00$74.62$76.20$77.78$79.37$80.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPVM spot · $77.40SPVM PRICE$1.23$1.44$1.73$2.10$2.51$2.98$3.76$0.83$0.88$0.97$1.08$1.19
Puts——
Calls——
Skew——
Implied moveBullish±$2.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ76.2720.8%2.5%
40Δ76.8218.3%1.9%
45Δ77.2216.8%1.5%
50Δ77.6118.7%1.9%77.5515.9%1.2%
55Δ77.2018.9%1.6%77.8815.0%0.9%
60Δ76.7619.6%1.4%
65Δ76.2720.7%1.3%
70Δ75.7321.6%1.1%
75Δ75.1322.4%0.9%
80Δ74.2424.6%0.8%

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
IV
B/E move

30Δ

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

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.27
IV
20.8%
B/E move
2.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.82
IV
18.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.22
IV
16.8%
B/E move
1.5%

50Δ

Calls
Pseudo strike
77.61
IV
18.7%
B/E move
1.9%
Puts
Pseudo strike
77.55
IV
15.9%
B/E move
1.2%

55Δ

Calls
Pseudo strike
77.20
IV
18.9%
B/E move
1.6%
Puts
Pseudo strike
77.88
IV
15.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
76.76
IV
19.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
76.27
IV
20.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
75.73
IV
21.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
75.13
IV
22.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
74.24
IV
24.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.82%
Daily EOD
SPVM14.4%14.7%15.0%2026-10-19: 14.87%2026-10-20: 14.81%2026-10-21: 14.45%2026-10-22: 14.67%2026-10-23: 14.40%2026-10-26: 14.97%2026-10-27: 14.61%2026-10-28: 14.57%2026-10-29: 14.55%2026-10-30: 14.82%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.87%
14.81%
14.45%
14.67%
14.40%
14.97%
14.61%
14.57%
14.55%
14.82%