CSD · Expected Move

Invesco S&P Spin-Off ETF · ETF

The expected move for CSD 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).

CSD straddle price & implied vol

60 sessions

Bars: 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 CSD Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
26.4%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to CSD'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.
CSD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $0.00 $0.00 26.4% 45%
20261106 $0.00 $0.00 30.1% 65%
20261105 $0.00 $0.00 33.0% 82%
20261104 $0.00 $0.00 28.9% 58%
20261103 $0.00 $0.00 31.1% 71%
20261102 $0.00 $0.00 30.6% 68%
20261030 $0.00 $0.00 31.5% 73%
20261029 $0.00 $0.00 25.2% 38%
20261028 $0.00 $0.00 36.3% 100%
20261027 $0.00 $0.00 31.9% 88%
20261026 $0.00 $0.00 28.0% 63%
20261023 $0.00 $0.00 28.4% 65%
20261022 $3.80 $3.80 26.7% 54%
20261021 $4.12 $4.12 28.7% 67%
20261020 $3.52 $3.52 26.9% 55%
20261019 $3.58 $3.58 26.8% 55%
20261016 $8.62 $4.00 27.7% 61%
20261015 $7.97 $3.28 25.1% 43%
20261014 $8.68 $3.50 27.1% 57%
20261013 $8.25 $3.65 25.0% 43%
20261012 $8.80 $4.20 26.5% 53%
20261009 $9.15 $4.15 26.7% 54%
20261008 $9.28 $4.35 27.3% 58%
20261007 $9.65 $4.65 27.5% 59%
20261006 $9.88 $4.78 27.1% 57%
20261005 $9.62 $4.78 26.4% 52%
20261002 $5.20 $5.20 27.7% 60%
20261001 $5.47 $5.47 27.0% 56%
20260930 $5.45 $5.45 27.1% 56%
20260929 $5.90 $5.90 26.9% 55%
20260928 $6.03 $6.03 27.1% 56%
20260925 $6.22 $6.22 25.7% 48%
20260924 $6.80 $6.80 26.7% 54%
20260923 $6.72 $6.72 26.2% 51%
20260922 $6.97 $6.97 25.2% 44%
20260921 $7.00 $7.00 25.7% 48%
20260918 $7.70 $4.80 26.5% 52%
20260917 $7.43 $4.80 33.8% 100%
20260916 $6.20 $3.75 21.3% 40%
20260915 $6.30 $4.40 21.3% 40%
20260914 $6.30 $4.30 20.8% 33%
20260911 $7.38 $4.45 23.7% 72%
20260910 $7.30 $4.83 23.3% 68%
20260909 $7.33 $4.78 22.8% 60%
20260908 $8.82 $4.72 23.5% 70%
20260904 $6.85 $4.72 21.5% 43%
20260903 $6.83 $4.97 20.4% 27%
20260902 $4.97 $4.97 20.6% 31%
20260901 $4.88 $4.88 20.7% 32%
20260831 $5.10 $5.10 20.1% 23%
20260828 $5.03 $5.03 20.1% 23%
20260827 $5.28 $5.28 20.4% 26%
20260826 $5.80 $5.80 21.1% 36%
20260825 $5.60 $5.60 20.7% 31%
20260824 $5.75 $5.75 20.5% 28%
20260821 $6.00 $4.35 20.0% 21%
20260820 $6.28 $4.00 20.6% 29%
20260819 $6.20 $4.10 19.6% 17%
20260818 $6.28 $4.35 19.5% 15%
20260817 $6.70 $4.60 20.4% 27%

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.