Invesco S&P MidCap Low Volatility ETF
(XMLV)
New York Stock Exchange Arca - Financial Services - Asset Management
Total Open Interest
Report Date: 2025-04-27
Total Volume
Report Date: 2025-04-27
Earnings
Next Earnings:
-
Dividends
Next Dividend:
-
Key Fundamentals
Volume
24
Vol 5D
44
Vol 20D
57
Vol 60D
46
52 High
$65.99
52 Low
$53.47
$ Target
-
Mkt Cap
792.1M
Beta
0.73
Profit %
-
Divd %
2.58%
P/E
-
Fwd P/E
-
PEG
-
RoA
-
RoE
-
RoOM
-
Rev/S
-
P/S
-
P/B
-
Bk Value
-
EPS
-
EPS Est.
-
EPS Next
-
EV/R
-
EV/EB
-
F/SO
%
IVol Rank
37
1D
-0.75%
5D
0.49%
10D
4.05%
1M
-2.91%
3M
-2.76%
6M
-1.50%
1Y
-
Open Interest by Expiration
Report Date: 2025-04-27
30D RVOL & IVOL
Report Date: 2025-04-27
Balance Sheet
Report Date:
-
Income
Report Date:
-
Options Market
Report Date: 2025-04-27
Upcoming OpEx: 2025-05-16
Open Interest by Expiration and Strike
Delta
Gamma
Implied Volatility Distribution
Max Pain
OpEx Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-05-16 | CALL | 63.0 | 0.0 |
| 2025-05-16 | CALL | 52.0 | 0.0 |
| 2025-05-16 | CALL | 53.0 | 0.0 |
| 2025-05-16 | CALL | 54.0 | 0.0 |
| 2025-05-16 | CALL | 55.0 | 0.0 |
| 2025-05-16 | CALL | 56.0 | 0.0 |
| 2025-05-16 | CALL | 57.0 | 0.0 |
| 2025-05-16 | CALL | 58.0 | 0.0 |
| 2025-05-16 | CALL | 59.0 | 0.0 |
| 2025-05-16 | CALL | 60.0 | 0.0 |
| 2025-05-16 | CALL | 61.0 | 0.0 |
| 2025-05-16 | CALL | 62.0 | 0.0 |
| 2025-05-16 | CALL | 64.0 | 0.0 |
| 2025-05-16 | CALL | 65.0 | 0.0 |
| 2025-05-16 | PUT | 52.0 | 0.0 |
| 2025-05-16 | PUT | 53.0 | 0.0 |
| 2025-05-16 | PUT | 54.0 | 0.0 |
| 2025-05-16 | PUT | 55.0 | 0.0 |
| 2025-05-16 | PUT | 56.0 | 0.0 |
| 2025-05-16 | PUT | 57.0 | 0.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-09-19 | CALL | 64.0 | 9.0 |
| 2025-06-20 | CALL | 64.0 | 1.0 |
| 2025-06-20 | CALL | 69.0 | 0.0 |
| 2025-06-20 | PUT | 69.0 | 0.0 |
| 2025-09-19 | CALL | 52.0 | 0.0 |
| 2025-09-19 | CALL | 53.0 | 0.0 |
| 2025-09-19 | CALL | 54.0 | 0.0 |
| 2025-09-19 | CALL | 55.0 | 0.0 |
| 2025-09-19 | CALL | 56.0 | 0.0 |
| 2025-09-19 | CALL | 57.0 | 0.0 |
| 2025-09-19 | CALL | 58.0 | 0.0 |
| 2025-09-19 | CALL | 59.0 | 0.0 |
| 2025-09-19 | CALL | 60.0 | 0.0 |
| 2025-09-19 | CALL | 61.0 | 0.0 |
| 2025-09-19 | CALL | 62.0 | 0.0 |
| 2025-09-19 | CALL | 63.0 | 0.0 |
| 2025-09-19 | CALL | 65.0 | 0.0 |
| 2025-09-19 | CALL | 66.0 | 0.0 |
| 2025-09-19 | PUT | 52.0 | 0.0 |
| 2025-09-19 | PUT | 53.0 | 0.0 |
Options Table
Probability and Expected Value by Expiration Date
| Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
|---|---|---|---|---|---|---|---|---|
| 2025-05-16 | 53.00 | PUT | 0 | 0.00 | $110.00 | 92.0% | 0.0% | $0.02 |
| 2025-05-16 | 54.00 | PUT | 0 | 0.00 | $110.00 | 92.0% | 0.0% | $0.18 |
| 2025-05-16 | 55.00 | PUT | 0 | 0.00 | $110.00 | 92.0% | 1.0% | $0.89 |
| 2025-05-16 | 56.00 | PUT | 0 | 0.00 | $95.00 | 70.0% | 4.0% | $3.83 |
| 2025-05-16 | 57.00 | PUT | 0 | 0.00 | $90.00 | 64.0% | 12.0% | $10.90 |
| 2025-05-16 | 58.00 | PUT | 0 | 0.00 | $65.00 | 39.0% | 34.0% | $22.24 |
| 2025-05-16 | 59.00 | PUT | 0 | 0.00 | $40.00 | 21.0% | 65.0% | $26.11 |
| 2025-05-16 | 60.00 | CALL | 0 | 0.00 | $55.00 | 27.0% | 80.0% | $44.14 |
| 2025-05-16 | 61.00 | CALL | 0 | 0.00 | $95.00 | 58.0% | 40.0% | $37.56 |
| 2025-05-16 | 62.00 | CALL | 0 | 0.00 | $130.00 | 100.0% | 18.0% | $23.01 |
| 2025-05-16 | 63.00 | CALL | 0 | 0.00 | $140.00 | 117.0% | 5.0% | $7.17 |
| 2025-05-16 | 64.00 | CALL | 0 | 0.00 | $140.00 | 117.0% | 1.0% | $2.00 |
| 2025-05-16 | 65.00 | CALL | 0 | 0.00 | $145.00 | 126.0% | 0.0% | $0.33 |
| 2025-06-20 | 52.00 | PUT | 0 | 0.00 | $160.00 | 119.0% | 0.0% | $0.37 |
| 2025-06-20 | 53.00 | PUT | 0 | 0.00 | $155.00 | 111.0% | 1.0% | $1.25 |
| 2025-06-20 | 54.00 | PUT | 0 | 0.00 | $145.00 | 97.0% | 2.0% | $3.55 |
| 2025-06-20 | 55.00 | PUT | 0 | 0.00 | $135.00 | 84.0% | 6.0% | $8.68 |
| 2025-06-20 | 56.00 | PUT | 0 | 0.00 | $120.00 | 69.0% | 15.0% | $17.65 |
| 2025-06-20 | 57.00 | PUT | 0 | 0.00 | $100.00 | 51.0% | 25.0% | $25.01 |
| 2025-06-20 | 58.00 | PUT | 0 | 0.00 | $75.00 | 34.0% | 45.0% | $33.99 |
| 2025-06-20 | 59.00 | PUT | 0 | 0.00 | $45.00 | 18.0% | 73.0% | $32.69 |
| 2025-06-20 | 60.00 | CALL | 0 | 0.00 | $60.00 | 21.0% | 88.0% | $52.85 |
| 2025-06-20 | 61.00 | CALL | 0 | 0.00 | $110.00 | 46.0% | 58.0% | $64.06 |
| 2025-06-20 | 62.00 | CALL | 0 | 0.00 | $145.00 | 71.0% | 34.0% | $49.61 |
| 2025-06-20 | 63.00 | CALL | 0 | 0.00 | $180.00 | 106.0% | 18.0% | $31.86 |
| 2025-06-20 | 64.00 | CALL | 1 | 1.23 | $195.00 | 126.0% | 8.0% | $15.62 |
| 2025-06-20 | 65.00 | CALL | 0 | 0.00 | $205.00 | 141.0% | 3.0% | $6.47 |
| 2025-06-20 | 66.00 | CALL | 0 | 0.00 | $215.00 | 159.0% | 1.0% | $2.32 |
| 2025-06-20 | 67.00 | CALL | 0 | 0.00 | $220.00 | 169.0% | 0.0% | $0.70 |
| 2025-06-20 | 68.00 | CALL | 0 | 0.00 | $225.00 | 180.0% | 0.0% | $0.18 |
| 2025-06-20 | 69.00 | CALL | 0 | 0.00 | $225.00 | 180.0% | 0.0% | $0.04 |
Call/Put Open Interest and Volatility Skew
Vega