DEF · Expected Move
Invesco Defensive Equity ETF · ETF
The expected move for DEF 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).
DEF straddle price & implied vol
58 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 DEF Expected Move
30-Day Straddle
—
7-Day Straddle
—
30-Day ATM IV
12.3%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to DEF'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.
DEF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20230828 | — | — | 12.3% | 47% |
| 20230825 | — | — | 11.6% | 43% |
| 20230824 | — | — | 13.0% | 53% |
| 20230823 | — | — | 11.4% | 41% |
| 20230822 | — | — | 12.6% | 50% |
| 20230821 | — | — | 12.1% | 46% |
| 20230818 | — | — | 13.3% | 55% |
| 20230817 | — | — | 17.7% | 89% |
| 20230816 | — | — | 13.1% | 54% |
| 20230815 | — | — | 10.3% | 33% |
| 20230809 | — | — | 12.1% | 46% |
| 20230808 | — | — | 12.0% | 46% |
| 20230807 | — | — | 10.7% | 35% |
| 20230804 | — | — | 11.7% | 43% |
| 20230803 | — | — | 9.2% | 25% |
| 20230802 | — | — | 11.7% | 43% |
| 20230801 | — | — | 10.0% | 30% |
| 20230728 | — | — | 8.8% | 22% |
| 20230727 | — | — | 10.7% | 36% |
| 20230726 | — | — | 10.6% | 35% |
| 20230725 | — | — | 9.4% | 26% |
| 20230724 | — | — | 9.6% | 28% |
| 20230721 | — | — | 9.9% | 30% |
| 20230720 | — | — | 9.0% | 23% |
| 20230719 | — | — | 9.6% | 28% |
| 20230718 | — | — | 8.8% | 21% |
| 20230717 | — | — | 7.7% | 13% |
| 20230714 | — | — | 9.2% | 24% |
| 20230713 | — | — | 8.6% | 20% |
| 20230712 | — | — | 9.9% | 30% |
| 20230711 | — | — | 8.8% | 21% |
| 20230710 | — | — | 10.5% | 35% |
| 20230707 | — | — | 11.5% | 42% |
| 20230706 | — | — | 10.0% | 31% |
| 20230705 | — | — | 9.1% | 23% |
| 20230703 | — | — | 8.7% | 21% |
| 20230630 | — | — | 5.9% | 0% |
| 20230629 | — | — | 7.5% | 0% |
| 20230628 | — | — | 9.6% | 6% |
| 20230627 | — | — | 10.5% | 15% |
| 20230626 | — | — | 9.4% | 4% |
| 20230623 | — | — | 10.3% | 13% |
| 20230622 | — | — | 9.3% | 4% |
| 20230621 | — | — | 10.3% | 13% |
| 20230620 | — | — | 10.0% | 10% |
| 20230616 | — | — | 9.9% | 10% |
| 20230615 | — | — | 9.6% | 6% |
| 20230614 | — | — | 19.2% | 100% |
| 20230613 | — | — | 10.7% | 32% |
| 20230612 | — | — | 11.1% | 38% |
| 20230609 | — | — | 10.8% | 33% |
| 20230608 | — | — | 10.9% | 34% |
| 20230607 | — | — | 10.8% | 34% |
| 20230606 | — | — | 11.1% | 39% |
| 20230605 | — | — | 11.4% | 45% |
| 20230602 | — | — | 12.0% | 54% |
| 20230601 | — | — | 12.2% | 58% |
| 20230530 | — | — | 10.9% | 35% |
More on DEF
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.