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Invesco S&P SmallCap Value with Momentum ETF XSVM

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Market dataready · fetched 2026-11-07T06:47:54.676Z

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 · 2026-11-07T01:00:00.012028845Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T06:47:54.278835+00:00

Share price$66.40
1D-0.1%
AH$66.35$66.52$66.70$66.87$67.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXSVM
Sold putSold callAH

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$0.49$1.53$2.57$3.60$4.64$62.13$64.45$66.77$69.09$71.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XSVM spot · $66.39XSVM PRICE$0.61$0.66$0.77$0.87$0.97$1.08$1.32$1.57$1.94$2.36$2.86$3.47$4.34$0.70$0.77$0.84$0.92$0.99$1.07$1.18$1.28$1.44$1.64$1.84$2.06$2.31
PutsExpensive1.49×
CallsExpensive1.37×
SkewBullish-5.86 pp
Implied moveBullish±$2.50
TiltBullish14.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.7344.2%9.0%61.8946.7%7.8%
25Δ69.8735.9%6.2%63.3738.9%5.7%
30Δ68.9032.6%4.9%64.3933.5%4.3%
35Δ68.2730.2%4.1%65.1429.6%3.3%
40Δ67.6327.8%3.3%65.7026.5%2.5%
45Δ67.0025.5%2.5%66.1624.2%2.0%
50Δ66.5726.6%2.3%66.5122.8%1.6%
55Δ66.1427.6%2.0%66.8621.4%1.2%
60Δ65.6329.4%1.8%67.2020.6%1.0%
65Δ65.0931.5%1.6%67.5320.2%0.8%
70Δ64.4433.1%1.4%67.8519.8%0.6%
75Δ63.6935.2%1.2%68.1919.2%0.4%
80Δ62.7038.4%1.0%68.5318.4%0.3%

20Δ

Calls
Pseudo strike
71.73
IV
44.2%
B/E move
9.0%
Puts
Pseudo strike
61.89
IV
46.7%
B/E move
7.8%

25Δ

Calls
Pseudo strike
69.87
IV
35.9%
B/E move
6.2%
Puts
Pseudo strike
63.37
IV
38.9%
B/E move
5.7%

30Δ

Calls
Pseudo strike
68.90
IV
32.6%
B/E move
4.9%
Puts
Pseudo strike
64.39
IV
33.5%
B/E move
4.3%

35Δ

Calls
Pseudo strike
68.27
IV
30.2%
B/E move
4.1%
Puts
Pseudo strike
65.14
IV
29.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
67.63
IV
27.8%
B/E move
3.3%
Puts
Pseudo strike
65.70
IV
26.5%
B/E move
2.5%

45Δ

Calls
Pseudo strike
67.00
IV
25.5%
B/E move
2.5%
Puts
Pseudo strike
66.16
IV
24.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
66.57
IV
26.6%
B/E move
2.3%
Puts
Pseudo strike
66.51
IV
22.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
66.14
IV
27.6%
B/E move
2.0%
Puts
Pseudo strike
66.86
IV
21.4%
B/E move
1.2%

60Δ

Calls
Pseudo strike
65.63
IV
29.4%
B/E move
1.8%
Puts
Pseudo strike
67.20
IV
20.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
65.09
IV
31.5%
B/E move
1.6%
Puts
Pseudo strike
67.53
IV
20.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
64.44
IV
33.1%
B/E move
1.4%
Puts
Pseudo strike
67.85
IV
19.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
63.69
IV
35.2%
B/E move
1.2%
Puts
Pseudo strike
68.19
IV
19.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
62.70
IV
38.4%
B/E move
1.0%
Puts
Pseudo strike
68.53
IV
18.4%
B/E move
0.3%

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%