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Invesco S&P SmallCap High Dividend Low Volatility ETF XSHD

i

Market dataready · fetched 2026-11-04T07:35:52.745Z

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 · 2026-11-04T01:00:08.389538122Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:35:52.203065+00:00

Share price$13.10
1D-1.1%
AH$13.09$13.13$13.17$13.21$13.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXSHD
Sold putSold callAH

Invesco S&P SmallCap High Dividend Low Volatility ETF options

Live interpolated XSHD call and put midpoint premiums by absolute delta.Invesco S&P SmallCap High Dividend Low Volatility ETF$0.21$0.44$0.67$0.90$1.13$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEXSHD PRICE$0.23$0.28$0.33$0.39$0.44$0.49$0.54$0.64$0.74$0.85$0.96$1.06$0.38$0.38$0.39$0.40$0.41
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.09108.4%18.2%
25Δ14.6058.2%13.2%11.8083.8%12.8%
30Δ14.3455.9%11.6%12.2070.1%9.8%
35Δ14.0853.5%10.0%12.4960.8%7.7%
40Δ13.8251.2%8.5%12.7751.4%5.7%
45Δ13.5748.9%6.9%
50Δ13.3146.5%5.3%
55Δ13.0544.2%3.7%
60Δ12.8743.3%3.1%
65Δ12.7042.8%2.6%
70Δ12.5442.2%2.2%
75Δ12.3741.7%1.8%
80Δ12.2141.2%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.09
IV
108.4%
B/E move
18.2%

25Δ

Calls
Pseudo strike
14.60
IV
58.2%
B/E move
13.2%
Puts
Pseudo strike
11.80
IV
83.8%
B/E move
12.8%

30Δ

Calls
Pseudo strike
14.34
IV
55.9%
B/E move
11.6%
Puts
Pseudo strike
12.20
IV
70.1%
B/E move
9.8%

35Δ

Calls
Pseudo strike
14.08
IV
53.5%
B/E move
10.0%
Puts
Pseudo strike
12.49
IV
60.8%
B/E move
7.7%

40Δ

Calls
Pseudo strike
13.82
IV
51.2%
B/E move
8.5%
Puts
Pseudo strike
12.77
IV
51.4%
B/E move
5.7%

45Δ

Calls
Pseudo strike
13.57
IV
48.9%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
13.31
IV
46.5%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
13.05
IV
44.2%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
12.87
IV
43.3%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
12.70
IV
42.8%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
12.54
IV
42.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.37
IV
41.7%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.21
IV
41.2%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.41%
Daily EOD
XSHD25.4%27.6%29.7%2026-10-19: 26.04%2026-10-20: 25.72%2026-10-21: 26.40%2026-10-22: 26.62%2026-10-23: 27.75%2026-10-26: 27.41%2026-10-27: 26.83%2026-10-28: 26.61%2026-10-29: 29.41%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
26.04%
25.72%
26.40%
26.62%
27.75%
27.41%
26.83%
26.61%
29.41%