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Invesco S&P SmallCap Value with Momentum ETF XSVM

i

Market dataready · fetched 2026-11-05T16:25:24.658Z

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 · 2026-11-05T16:13:24.458269324Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T16:25:22.896822+00:00

Share price$68.26
1D-1.6%
$68.12$68.63$69.14$69.64$70.155:30 AM6:30 AM9:00 AM1:00 PMXSVM
Sold putSold call

Invesco S&P SmallCap Value with Momentum ETF options

Live interpolated XSVM call and put midpoint premiums by absolute delta.Invesco S&P SmallCap Value with Momentum ETF$0.51$1.81$3.11$4.41$5.70$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ 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 —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEXSVM PRICE$0.65$0.74$0.86$1.03$1.19$1.36$1.72$2.06$2.21$3.44$4.40$5.33$0.68$0.72$1.91$1.99$1.66$1.81$1.97$2.15$2.38
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.0043.6%9.4%63.8841.7%7.4%
25Δ72.1736.9%6.8%65.4233.7%5.2%
30Δ71.0833.8%5.4%
35Δ70.3332.4%4.5%
40Δ69.6631.2%3.8%67.0845.6%4.5%
45Δ69.0529.9%3.1%67.9040.1%3.4%
50Δ68.4931.8%2.9%
55Δ67.9533.5%2.6%
60Δ67.4631.1%2.1%69.1821.6%1.1%
65Δ69.5020.4%0.8%
70Δ65.9336.6%1.6%69.8219.3%0.6%
75Δ64.8541.1%1.4%70.1418.2%0.4%
80Δ63.7343.3%1.2%70.4717.2%0.2%

20Δ

Calls
Pseudo strike
74.00
IV
43.6%
B/E move
9.4%
Puts
Pseudo strike
63.88
IV
41.7%
B/E move
7.4%

25Δ

Calls
Pseudo strike
72.17
IV
36.9%
B/E move
6.8%
Puts
Pseudo strike
65.42
IV
33.7%
B/E move
5.2%

30Δ

Calls
Pseudo strike
71.08
IV
33.8%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
70.33
IV
32.4%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
69.66
IV
31.2%
B/E move
3.8%
Puts
Pseudo strike
67.08
IV
45.6%
B/E move
4.5%

45Δ

Calls
Pseudo strike
69.05
IV
29.9%
B/E move
3.1%
Puts
Pseudo strike
67.90
IV
40.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
68.49
IV
31.8%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
67.95
IV
33.5%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
67.46
IV
31.1%
B/E move
2.1%
Puts
Pseudo strike
69.18
IV
21.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.50
IV
20.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
65.93
IV
36.6%
B/E move
1.6%
Puts
Pseudo strike
69.82
IV
19.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
64.85
IV
41.1%
B/E move
1.4%
Puts
Pseudo strike
70.14
IV
18.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
63.73
IV
43.3%
B/E move
1.2%
Puts
Pseudo strike
70.47
IV
17.2%
B/E move
0.2%

Options history

IV · four-Friday blend19.69%
Daily EOD
XSVM19.2%19.9%20.5%2026-10-19: 19.63%2026-10-20: 19.50%2026-10-21: 19.97%2026-10-22: 19.74%2026-10-23: 20.36%2026-10-26: 20.41%2026-10-27: 19.90%2026-10-28: 19.33%2026-10-29: 19.32%2026-10-30: 19.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.63%
19.50%
19.97%
19.74%
20.36%
20.41%
19.90%
19.33%
19.32%
19.69%