IntraAlpha
Create free account Start free

Invesco S&P MidCap Momentum ETF XMMO

i

Market dataready · fetched 2026-11-06T17:48:32.323Z

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 · 2026-11-06T17:48:13.359488698Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T17:48:29.734416+00:00

Share price$128.80
1D+0.5%
$127.50$128.05$128.59$129.14$129.695:30 AM6:30 AM9:00 AM1:00 PMXMMO
Sold putSold call

Invesco S&P MidCap Momentum ETF options

Live interpolated XMMO call and put midpoint premiums by absolute delta.Invesco S&P MidCap Momentum ETF$0.54$3.26$5.97$8.69$11.41$117.43$123.91$130.39$136.86$143.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XMMO spot · $128.80XMMO PRICE$0.83$1.18$1.65$2.11$2.58$3.05$3.70$4.49$5.28$6.07$7.37$8.95$10.62$1.34$1.68$2.02$2.38$2.78$3.18$3.57$4.02$4.59$5.17$5.74$6.32$7.07
PutsFair1.03×
CallsExpensive1.11×
SkewBullish-2.54 pp
Implied moveBalanced±$7.27
TiltBullish7.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ136.2630.9%6.4%120.1045.7%7.8%
25Δ134.4130.0%5.3%122.0343.1%6.6%
30Δ133.4131.6%4.9%123.9740.5%5.3%
35Δ132.4233.1%4.4%125.5638.4%4.4%
40Δ131.4234.7%4.0%126.7636.9%3.7%
45Δ130.4336.3%3.6%127.9635.4%3.1%
50Δ129.2737.5%3.2%129.1533.9%2.5%
55Δ128.0038.5%2.9%130.2932.6%2.0%
60Δ126.7239.5%2.5%131.2631.6%1.7%
65Δ125.4440.5%2.1%132.2430.6%1.3%
70Δ123.7442.5%1.8%133.2129.5%1.0%
75Δ121.8044.9%1.5%134.1928.5%0.7%
80Δ119.7547.5%1.2%135.3027.9%0.4%

20Δ

Calls
Pseudo strike
136.26
IV
30.9%
B/E move
6.4%
Puts
Pseudo strike
120.10
IV
45.7%
B/E move
7.8%

25Δ

Calls
Pseudo strike
134.41
IV
30.0%
B/E move
5.3%
Puts
Pseudo strike
122.03
IV
43.1%
B/E move
6.6%

30Δ

Calls
Pseudo strike
133.41
IV
31.6%
B/E move
4.9%
Puts
Pseudo strike
123.97
IV
40.5%
B/E move
5.3%

35Δ

Calls
Pseudo strike
132.42
IV
33.1%
B/E move
4.4%
Puts
Pseudo strike
125.56
IV
38.4%
B/E move
4.4%

40Δ

Calls
Pseudo strike
131.42
IV
34.7%
B/E move
4.0%
Puts
Pseudo strike
126.76
IV
36.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
130.43
IV
36.3%
B/E move
3.6%
Puts
Pseudo strike
127.96
IV
35.4%
B/E move
3.1%

50Δ

Calls
Pseudo strike
129.27
IV
37.5%
B/E move
3.2%
Puts
Pseudo strike
129.15
IV
33.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
128.00
IV
38.5%
B/E move
2.9%
Puts
Pseudo strike
130.29
IV
32.6%
B/E move
2.0%

60Δ

Calls
Pseudo strike
126.72
IV
39.5%
B/E move
2.5%
Puts
Pseudo strike
131.26
IV
31.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
125.44
IV
40.5%
B/E move
2.1%
Puts
Pseudo strike
132.24
IV
30.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
123.74
IV
42.5%
B/E move
1.8%
Puts
Pseudo strike
133.21
IV
29.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
121.80
IV
44.9%
B/E move
1.5%
Puts
Pseudo strike
134.19
IV
28.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
119.75
IV
47.5%
B/E move
1.2%
Puts
Pseudo strike
135.30
IV
27.9%
B/E move
0.4%

Options history

IV · four-Friday blend24.66%
Daily EOD
XMMO23.1%25.7%28.3%2026-10-19: 25.22%2026-10-20: 25.98%2026-10-21: 25.02%2026-10-22: 27.15%2026-10-23: 25.69%2026-10-26: 27.96%2026-10-27: 26.41%2026-10-28: 24.84%2026-10-29: 23.42%2026-10-30: 24.66%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.22%
25.98%
25.02%
27.15%
25.69%
27.96%
26.41%
24.84%
23.42%
24.66%