IntraAlpha
Create free account Start free

Invesco S&P MidCap Low Volatility ETF XMLV

i

Market dataready · fetched 2026-11-04T09:25:09.868Z

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 · 2026-11-04T01:00:00.150511094Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:25:09.476977+00:00

Share price$66.71
1D-0.3%
AH$66.40$66.61$66.82$67.03$67.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXMLV
Sold putSold callAH

Invesco S&P MidCap Low Volatility ETF options

Live interpolated XMLV call and put midpoint premiums by absolute delta.Invesco S&P MidCap Low Volatility ETF$1.09$1.64$2.18$2.73$3.27$63.55$65.03$66.51$67.99$69.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 XMLV spot · $66.71XMLV PRICE$1.15$1.15$1.17$1.27$1.43$1.60$1.72$1.84$1.98$2.14$2.35$3.12$1.15$1.18$1.22$1.30$1.36$1.45$1.54$1.65$1.76
Puts——
Calls——
Skew——
Implied moveBullish±$3.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.8267.8%12.0%
25Δ73.1857.8%11.4%62.3652.6%8.3%
30Δ70.6144.9%7.6%63.9743.2%5.9%
35Δ69.1036.7%5.3%65.0337.3%4.5%
40Δ68.2332.8%4.2%65.8232.5%3.4%
45Δ67.5730.9%3.4%66.4129.2%2.6%
50Δ66.9829.5%2.8%66.9426.3%2.0%
55Δ66.5227.2%2.3%67.3224.3%1.5%
60Δ66.0625.0%1.8%67.6922.4%1.2%
65Δ65.6823.4%1.4%
70Δ65.3222.0%1.1%
75Δ64.9121.1%0.8%
80Δ64.0924.3%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.82
IV
67.8%
B/E move
12.0%

25Δ

Calls
Pseudo strike
73.18
IV
57.8%
B/E move
11.4%
Puts
Pseudo strike
62.36
IV
52.6%
B/E move
8.3%

30Δ

Calls
Pseudo strike
70.61
IV
44.9%
B/E move
7.6%
Puts
Pseudo strike
63.97
IV
43.2%
B/E move
5.9%

35Δ

Calls
Pseudo strike
69.10
IV
36.7%
B/E move
5.3%
Puts
Pseudo strike
65.03
IV
37.3%
B/E move
4.5%

40Δ

Calls
Pseudo strike
68.23
IV
32.8%
B/E move
4.2%
Puts
Pseudo strike
65.82
IV
32.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
67.57
IV
30.9%
B/E move
3.4%
Puts
Pseudo strike
66.41
IV
29.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
66.98
IV
29.5%
B/E move
2.8%
Puts
Pseudo strike
66.94
IV
26.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
66.52
IV
27.2%
B/E move
2.3%
Puts
Pseudo strike
67.32
IV
24.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
66.06
IV
25.0%
B/E move
1.8%
Puts
Pseudo strike
67.69
IV
22.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
65.68
IV
23.4%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
65.32
IV
22.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
64.91
IV
21.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
64.09
IV
24.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.75%
Daily EOD
XMLV17.8%18.3%18.8%2026-10-19: 18.22%2026-10-20: 17.90%2026-10-21: 17.85%2026-10-22: 17.86%2026-10-23: 18.21%2026-10-26: 18.60%2026-10-27: 18.62%2026-10-28: 18.44%2026-10-29: 18.71%2026-10-30: 18.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.22%
17.90%
17.85%
17.86%
18.21%
18.60%
18.62%
18.44%
18.71%
18.75%