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Invesco S&P MidCap Quality ETF XMHQ

i

Market dataready · fetched 2026-11-07T21:44:30.381Z

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 · 2026-11-07T01:00:00.11037516Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:44:29.362811+00:00

Share price$117.74
1D+0.8%
AH$116.70$117.06$117.41$117.77$118.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXMHQ
Sold putSold callAH

Invesco S&P MidCap Quality ETF options

Live interpolated XMHQ call and put midpoint premiums by absolute delta.Invesco S&P MidCap Quality ETF$0.49$1.70$2.90$4.10$5.30$111.03$114.28$117.54$120.80$124.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XMHQ spot · $117.74XMHQ PRICE$0.62$0.74$0.89$1.08$1.32$1.59$1.87$2.23$2.64$3.13$3.70$4.28$4.95$0.84$1.01$1.26$1.50$1.62$1.81$2.11$2.38$2.72$3.15$3.57$3.97$4.34
PutsExpensive1.49×
CallsExpensive1.17×
SkewBearish+1.80 pp
Implied moveBearish±$3.98
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ123.0025.8%5.0%112.1532.8%5.5%
25Δ121.5723.0%3.9%113.7129.6%4.3%
30Δ120.5621.4%3.2%114.7528.8%3.6%
35Δ119.8120.9%2.7%115.6927.8%3.0%
40Δ119.2021.2%2.4%116.6025.0%2.3%
45Δ118.6021.5%2.1%117.3623.3%1.9%
50Δ118.0021.7%1.8%118.0123.1%1.6%
55Δ117.3822.0%1.6%118.6322.4%1.3%
60Δ116.7322.6%1.4%119.2622.0%1.0%
65Δ116.0223.4%1.2%119.9222.1%0.8%
70Δ115.2424.0%1.0%120.5721.7%0.6%
75Δ114.4424.1%0.8%121.1921.0%0.4%
80Δ113.5624.2%0.7%121.7619.8%0.3%

20Δ

Calls
Pseudo strike
123.00
IV
25.8%
B/E move
5.0%
Puts
Pseudo strike
112.15
IV
32.8%
B/E move
5.5%

25Δ

Calls
Pseudo strike
121.57
IV
23.0%
B/E move
3.9%
Puts
Pseudo strike
113.71
IV
29.6%
B/E move
4.3%

30Δ

Calls
Pseudo strike
120.56
IV
21.4%
B/E move
3.2%
Puts
Pseudo strike
114.75
IV
28.8%
B/E move
3.6%

35Δ

Calls
Pseudo strike
119.81
IV
20.9%
B/E move
2.7%
Puts
Pseudo strike
115.69
IV
27.8%
B/E move
3.0%

40Δ

Calls
Pseudo strike
119.20
IV
21.2%
B/E move
2.4%
Puts
Pseudo strike
116.60
IV
25.0%
B/E move
2.3%

45Δ

Calls
Pseudo strike
118.60
IV
21.5%
B/E move
2.1%
Puts
Pseudo strike
117.36
IV
23.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
118.00
IV
21.7%
B/E move
1.8%
Puts
Pseudo strike
118.01
IV
23.1%
B/E move
1.6%

55Δ

Calls
Pseudo strike
117.38
IV
22.0%
B/E move
1.6%
Puts
Pseudo strike
118.63
IV
22.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
116.73
IV
22.6%
B/E move
1.4%
Puts
Pseudo strike
119.26
IV
22.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
116.02
IV
23.4%
B/E move
1.2%
Puts
Pseudo strike
119.92
IV
22.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
115.24
IV
24.0%
B/E move
1.0%
Puts
Pseudo strike
120.57
IV
21.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
114.44
IV
24.1%
B/E move
0.8%
Puts
Pseudo strike
121.19
IV
21.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
113.56
IV
24.2%
B/E move
0.7%
Puts
Pseudo strike
121.76
IV
19.8%
B/E move
0.3%

Options history

IV · four-Friday blend16.92%
Daily EOD
XMHQ16.3%17.3%18.3%2026-10-19: 16.97%2026-10-20: 16.85%2026-10-21: 16.45%2026-10-22: 17.59%2026-10-23: 18.17%2026-10-26: 17.49%2026-10-27: 16.92%Oct 19Oct 22Oct 27
7 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
16.97%
16.85%
16.45%
17.59%
18.17%
17.49%
16.92%