BAB · Expected Move
Invesco Taxable Municipal Bond ETF · ETF
The expected move for BAB is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
BAB straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BAB Expected Move
30-Day Straddle
$0.95
7-Day Straddle
$0.95
30-Day ATM IV
16.7%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to BAB's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BAB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.95 | $0.95 | 16.7% | 17% |
| 20261020 | $0.95 | $0.95 | 16.6% | 16% |
| 20261019 | $1.02 | $1.02 | 17.5% | 19% |
| 20261016 | $0.97 | $0.82 | 15.8% | 14% |
| 20261015 | $0.98 | $0.82 | 16.5% | 16% |
| 20261014 | $1.00 | $0.95 | 18.4% | 22% |
| 20261013 | $1.05 | $0.93 | 17.9% | 21% |
| 20261012 | $1.05 | $0.82 | 17.7% | 20% |
| 20261009 | $1.10 | $0.90 | 21.9% | 33% |
| 20261008 | $1.07 | $0.85 | 22.5% | 35% |
| 20261007 | $1.07 | $0.82 | 20.7% | 29% |
| 20261006 | $1.10 | $0.88 | 17.8% | 20% |
| 20261005 | $1.07 | $0.85 | 17.4% | 19% |
| 20261002 | $0.85 | $0.85 | 16.9% | 17% |
| 20261001 | $0.90 | $0.90 | 17.0% | 18% |
| 20260930 | $0.90 | $0.90 | 15.9% | 14% |
| 20260929 | $0.95 | $0.95 | 16.8% | 17% |
| 20260928 | $0.72 | $0.72 | 15.9% | 14% |
| 20260925 | $0.82 | $0.82 | 16.6% | 16% |
| 20260924 | $0.85 | $0.85 | 24.7% | 41% |
| 20260923 | $0.77 | $0.77 | 19.9% | 27% |
| 20260922 | $0.82 | $0.82 | 17.3% | 18% |
| 20260921 | $0.85 | $0.85 | 40.9% | 91% |
| 20260918 | $0.88 | $2.92 | 27.3% | 49% |
| 20260917 | $0.90 | $0.77 | 21.1% | 30% |
| 20260916 | $0.93 | $0.72 | 43.9% | 100% |
| 20260915 | $0.95 | $0.78 | 15.6% | 20% |
| 20260914 | $0.93 | $0.72 | 16.2% | 22% |
| 20260911 | $0.93 | $0.72 | 15.0% | 17% |
| 20260910 | $0.97 | $0.78 | 29.3% | 56% |
| 20260909 | $0.95 | $0.82 | 16.3% | 16% |
| 20260908 | $1.00 | $0.85 | 14.2% | 9% |
| 20260904 | $1.02 | $0.88 | 14.6% | 10% |
| 20260903 | $1.02 | $0.88 | 14.8% | 11% |
| 20260902 | $0.85 | $0.85 | 15.3% | 12% |
| 20260901 | $0.85 | $0.85 | 15.4% | 13% |
| 20260831 | $0.90 | $0.90 | 21.0% | 30% |
| 20260828 | $0.95 | $0.95 | 31.0% | 61% |
| 20260827 | $0.97 | $0.97 | 17.3% | 19% |
| 20260826 | $0.97 | $0.97 | 15.4% | 13% |
| 20260825 | $0.95 | $0.95 | 12.5% | 4% |
| 20260824 | $0.92 | $0.92 | 14.4% | 10% |
| 20260821 | $0.93 | $0.68 | 15.4% | 13% |
| 20260820 | $1.00 | $0.75 | 14.6% | 10% |
| 20260819 | $0.95 | $0.72 | 13.5% | 7% |
| 20260818 | $0.95 | $0.68 | 14.8% | 11% |
| 20260817 | $0.97 | $0.85 | 12.4% | 4% |
| 20260814 | $1.02 | $0.95 | 17.1% | 18% |
| 20260813 | $1.02 | $0.98 | 15.9% | 14% |
| 20260812 | $1.00 | $0.88 | 16.9% | 18% |
| 20260811 | $0.97 | $0.85 | 16.3% | 16% |
| 20260810 | $1.42 | $1.27 | 16.5% | 16% |
| 20260806 | $1.50 | $1.38 | 15.0% | 11% |
| 20260805 | $1.38 | $1.38 | 16.7% | 15% |
| 20260804 | $1.35 | $1.35 | 15.1% | 10% |
| 20260803 | $1.35 | $1.35 | 12.9% | 5% |
| 20260731 | $1.30 | $1.30 | 15.4% | 11% |
| 20260730 | $1.38 | $1.38 | 15.9% | 12% |
| 20260729 | $1.35 | $1.35 | 21.1% | 26% |
| 20260728 | $1.32 | $1.32 | 12.8% | 4% |
More on BAB
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.