CUT · Expected Move

Invesco MSCI Global Timber ETF · ETF

The expected move for CUT 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).

CUT 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 CUT Expected Move
30-Day Straddle
$4.20
7-Day Straddle
$3.50
30-Day ATM IV
66.8%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to CUT'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.
CUT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $4.20 $3.50 66.8% 56%
20261008 $4.15 $3.40 59.3% 40%
20261007 $4.45 $4.35 67.3% 57%
20261006 $4.35 $3.65 64.9% 52%
20261005 $4.40 $3.60 68.2% 59%
20261002 $3.65 $3.65 63.3% 49%
20261001 $3.50 $3.50 56.9% 36%
20260930 $3.60 $3.60 60.0% 42%
20260929 $3.70 $3.70 59.0% 40%
20260928 $3.65 $3.65 59.2% 40%
20260925 $3.55 $3.55 59.6% 41%
20260924 $3.65 $3.65 59.2% 40%
20260923 $3.80 $3.80 62.4% 47%
20260922 $3.70 $3.70 64.6% 51%
20260921 $2.48 $2.48 62.0% 46%
20260918 $3.70 $2.25 62.9% 48%
20260917 $3.75 $1.95 63.6% 49%
20260916 $3.65 $2.15 60.9% 44%
20260915 $3.80 $0.73 60.2% 42%
20260914 $3.80 $0.85 58.2% 38%
20260911 $3.85 $2.33 60.3% 43%
20260910 $3.90 $3.55 57.6% 37%
20260909 $4.00 $3.50 59.5% 41%
20260908 $4.10 $3.55 58.0% 38%
20260904 $4.20 $3.55 58.3% 38%
20260903 $4.05 $3.45 56.2% 34%
20260902 $3.60 $3.60 57.0% 36%
20260901 $3.60 $3.60 54.4% 30%
20260831 $3.55 $3.55 57.0% 36%
20260828 $3.55 $3.55 58.3% 38%
20260827 $3.65 $3.65 57.1% 36%
20260826 $3.65 $3.65 56.4% 34%
20260825 $3.60 $3.60 55.8% 33%
20260824 $3.70 $3.70 55.6% 33%
20260821 $3.65 $3.02 65.9% 54%
20260820 $3.65 $2.45 53.8% 29%
20260819 $4.15 $2.45 40.0% 0%
20260818 $3.50 $3.15 43.7% 1%
20260817 $3.65 $2.45 47.3% 9%
20260814 $3.85 $2.05 43.1% 0%
20260813 $4.00 $3.50 66.4% 19%
20260812 $4.00 $2.30 65.0% 13%
20260811 $4.35 $4.30 66.3% 18%
20260810 $5.40 $5.12 77.4% 60%
20260807 — — 76.7% 57%
20260806 $5.70 $4.80 75.5% 53%
20260805 $4.70 $4.70 77.7% 61%
20260804 $4.65 $4.65 76.7% 57%
20260803 $5.28 $5.28 79.8% 69%
20260731 $3.30 $3.30 64.5% 11%
20260730 $3.30 $3.30 72.1% 40%
20260729 $3.40 $3.40 61.5% 0%
20260728 $3.50 $3.50 69.2% 0%
20260727 $4.80 $4.80 75.6% 26%
20260724 $4.80 $4.80 76.9% 34%
20260723 $4.80 $4.80 78.4% 42%
20260722 $5.00 $5.00 76.9% 34%
20260721 $4.80 $4.80 77.6% 53%
20260720 $4.80 $4.80 76.3% 48%
20260716 $5.00 $4.45 71.7% 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.