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Invesco S&P SmallCap High Dividend Low Volatility ETF XSHD

i

Market datapartial · fetched 2026-11-06T20:48:35.909Z

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 · 2026-11-06T20:38:01.034449603Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:48:34.632026+00:00

Share price$13.19
1D-0.0%
$13.17$13.22$13.27$13.31$13.365:30 AM6:30 AM9:00 AM1:00 PMXSHD
Sold putSold call

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$0.35$0.98$1.61$2.25$2.88$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —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$0.42$0.45$0.48$0.51$0.54$0.57$0.59$0.62$1.13$1.65$2.17$2.70
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ16.6876.3%29.6%
30Δ16.1669.4%25.9%
35Δ15.6462.4%22.2%
40Δ15.1155.5%18.4%
45Δ14.5948.5%14.7%
50Δ14.0641.6%10.9%
55Δ13.5434.7%7.2%
60Δ13.0227.7%3.4%
65Δ12.4533.8%3.0%
70Δ11.8840.3%2.6%
75Δ11.3146.8%2.3%
80Δ10.7453.3%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
16.68
IV
76.3%
B/E move
29.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
16.16
IV
69.4%
B/E move
25.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
15.64
IV
62.4%
B/E move
22.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
15.11
IV
55.5%
B/E move
18.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
14.59
IV
48.5%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
14.06
IV
41.6%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
13.54
IV
34.7%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
13.02
IV
27.7%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
12.45
IV
33.8%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
11.88
IV
40.3%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.31
IV
46.8%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.74
IV
53.3%
B/E move
1.9%
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%