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Invesco S&P MidCap Momentum ETF XMMO

i

Market dataready · fetched 2026-11-08T20:14:50.631Z

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 · 2026-11-07T01:00:00.011992683Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T20:14:50.238586+00:00

Share price$129.57
1D+1.1%
AH$127.46$128.14$128.82$129.50$130.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXMMO
Sold putSold callAH

Invesco S&P MidCap Momentum ETF options

Live interpolated XMMO call and put midpoint premiums by absolute delta.Invesco S&P MidCap Momentum ETF$0.55$3.01$5.47$7.93$10.39$118.31$124.54$130.78$137.01$143.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XMMO spot · $129.57XMMO PRICE$0.82$1.06$1.51$1.95$2.40$2.84$3.29$4.07$4.86$5.65$6.44$8.00$9.68$1.31$1.66$2.01$2.39$2.78$3.17$3.56$4.12$4.69$5.25$5.82$6.39$7.20
PutsExpensive1.12×
CallsExpensive1.18×
SkewBearish+0.93 pp
Implied moveBearish±$6.85
TiltBullish2.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ136.5731.8%6.0%120.8947.8%7.7%
25Δ134.9230.8%4.9%122.8945.4%6.4%
30Δ133.9431.9%4.5%124.8943.0%5.2%
35Δ132.9633.1%4.1%126.2041.3%4.4%
40Δ131.9834.2%3.7%127.4839.7%3.8%
45Δ131.0035.4%3.3%128.7538.0%3.1%
50Δ130.0236.5%2.9%130.0236.4%2.4%
55Δ128.8137.5%2.6%131.0335.4%2.1%
60Δ127.5938.4%2.2%132.0334.5%1.7%
65Δ126.3839.3%1.9%133.0433.5%1.4%
70Δ125.1740.3%1.6%134.0532.5%1.0%
75Δ123.2742.6%1.3%135.0631.5%0.7%
80Δ121.2745.2%1.1%136.1330.1%0.5%

20Δ

Calls
Pseudo strike
136.57
IV
31.8%
B/E move
6.0%
Puts
Pseudo strike
120.89
IV
47.8%
B/E move
7.7%

25Δ

Calls
Pseudo strike
134.92
IV
30.8%
B/E move
4.9%
Puts
Pseudo strike
122.89
IV
45.4%
B/E move
6.4%

30Δ

Calls
Pseudo strike
133.94
IV
31.9%
B/E move
4.5%
Puts
Pseudo strike
124.89
IV
43.0%
B/E move
5.2%

35Δ

Calls
Pseudo strike
132.96
IV
33.1%
B/E move
4.1%
Puts
Pseudo strike
126.20
IV
41.3%
B/E move
4.4%

40Δ

Calls
Pseudo strike
131.98
IV
34.2%
B/E move
3.7%
Puts
Pseudo strike
127.48
IV
39.7%
B/E move
3.8%

45Δ

Calls
Pseudo strike
131.00
IV
35.4%
B/E move
3.3%
Puts
Pseudo strike
128.75
IV
38.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
130.02
IV
36.5%
B/E move
2.9%
Puts
Pseudo strike
130.02
IV
36.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
128.81
IV
37.5%
B/E move
2.6%
Puts
Pseudo strike
131.03
IV
35.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
127.59
IV
38.4%
B/E move
2.2%
Puts
Pseudo strike
132.03
IV
34.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
126.38
IV
39.3%
B/E move
1.9%
Puts
Pseudo strike
133.04
IV
33.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
125.17
IV
40.3%
B/E move
1.6%
Puts
Pseudo strike
134.05
IV
32.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
123.27
IV
42.6%
B/E move
1.3%
Puts
Pseudo strike
135.06
IV
31.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
121.27
IV
45.2%
B/E move
1.1%
Puts
Pseudo strike
136.13
IV
30.1%
B/E move
0.5%

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%