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Invesco S&P MidCap Value with Momentum ETF XMVM

i

Market dataready · fetched 2026-11-06T20:47:05.959Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-06T20:47:01.639846193Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:44:30.494852+00:00

Share price$72.53
1D+0.4%
$72.10$72.28$72.47$72.65$72.835:30 AM6:30 AM9:00 AM1:00 PMXMVM
Sold putSold call

Invesco S&P MidCap Value with Momentum ETF options

Live interpolated XMVM call and put midpoint premiums by absolute delta.Invesco S&P MidCap Value with Momentum ETF$1.33$2.57$3.81$5.05$6.29$67.53$70.06$72.60$75.14$77.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XMVM spot · $72.53XMVM PRICE$1.75$2.14$2.53$3.03$3.64$4.29$1.46$1.91$2.41$2.91$3.42$3.92$4.42$4.93$5.43$5.93
Puts——
Calls——
Skew——
Implied moveBearish±$5.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ70.8224.1%4.4%
40Δ71.6523.6%3.8%
45Δ73.7021.5%4.0%72.4623.4%3.4%
50Δ73.0222.2%3.6%73.2623.2%3.0%
55Δ72.3423.0%3.2%74.0723.0%2.6%
60Δ71.5723.8%2.9%74.8722.8%2.2%
65Δ70.7224.9%2.5%75.6822.6%1.8%
70Δ69.8226.0%2.2%76.4822.4%1.3%
75Δ77.2922.1%0.9%
80Δ78.0921.9%0.5%

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
70.82
IV
24.1%
B/E move
4.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.65
IV
23.6%
B/E move
3.8%

45Δ

Calls
Pseudo strike
73.70
IV
21.5%
B/E move
4.0%
Puts
Pseudo strike
72.46
IV
23.4%
B/E move
3.4%

50Δ

Calls
Pseudo strike
73.02
IV
22.2%
B/E move
3.6%
Puts
Pseudo strike
73.26
IV
23.2%
B/E move
3.0%

55Δ

Calls
Pseudo strike
72.34
IV
23.0%
B/E move
3.2%
Puts
Pseudo strike
74.07
IV
23.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
71.57
IV
23.8%
B/E move
2.9%
Puts
Pseudo strike
74.87
IV
22.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
70.72
IV
24.9%
B/E move
2.5%
Puts
Pseudo strike
75.68
IV
22.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
69.82
IV
26.0%
B/E move
2.2%
Puts
Pseudo strike
76.48
IV
22.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.29
IV
22.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.09
IV
21.9%
B/E move
0.5%

Options history

IV · four-Friday blend20.20%
Daily EOD
XMVM19.4%25.3%31.3%2026-10-19: 23.55%2026-10-20: 30.48%2026-10-21: 20.84%2026-10-22: 22.28%2026-10-23: 26.13%2026-10-26: 27.33%2026-10-27: 25.41%2026-10-28: 21.16%2026-10-29: 25.75%2026-10-30: 20.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.55%
30.48%
20.84%
22.28%
26.13%
27.33%
25.41%
21.16%
25.75%
20.20%