DWAS · Expected Move
Invesco Exchange-Traded Fund Trust II Invesco Dorsey Wright SmallCap Momentum ETF · ETF
The expected move for DWAS 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).
DWAS 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 DWAS Expected Move
30-Day Straddle
$5.50
7-Day Straddle
$5.50
30-Day ATM IV
23.8%
IV Rank
65%
Implied one-standard-deviation move through the next 30 days. Compare to DWAS'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.
DWAS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.50 | $5.50 | 23.8% | 65% |
| 20261021 | $5.53 | $5.53 | 22.9% | 57% |
| 20261020 | $6.00 | $6.00 | 24.5% | 68% |
| 20261019 | $5.30 | $5.30 | 22.1% | 42% |
| 20261016 | $5.50 | $4.97 | 22.4% | 44% |
| 20261015 | $5.75 | $4.30 | 22.1% | 41% |
| 20261014 | $6.25 | $4.50 | 24.1% | 56% |
| 20261013 | $6.20 | $5.05 | 23.3% | 50% |
| 20261012 | $6.05 | $4.78 | 21.8% | 39% |
| 20261009 | $6.50 | $5.05 | 24.2% | 56% |
| 20261008 | $6.50 | $4.92 | 24.5% | 59% |
| 20261007 | $6.75 | $4.97 | 24.2% | 56% |
| 20261006 | $7.70 | $4.82 | 24.6% | 59% |
| 20261005 | $7.00 | $4.90 | 22.2% | 42% |
| 20261002 | $4.90 | $4.90 | 23.3% | 50% |
| 20261001 | $5.15 | $5.15 | 24.4% | 58% |
| 20260930 | $5.20 | $5.20 | 22.5% | 44% |
| 20260929 | $5.05 | $5.05 | 24.8% | 61% |
| 20260928 | $5.82 | $5.82 | 25.9% | 69% |
| 20260925 | $4.95 | $4.95 | 23.1% | 49% |
| 20260924 | $5.40 | $5.40 | 24.7% | 60% |
| 20260923 | $5.62 | $5.62 | 24.5% | 58% |
| 20260922 | $4.95 | $4.95 | 19.1% | 20% |
| 20260921 | $5.28 | $5.28 | 22.9% | 47% |
| 20260918 | $5.07 | $4.80 | 20.9% | 32% |
| 20260917 | $5.07 | $4.80 | 20.5% | 30% |
| 20260916 | $5.80 | $4.80 | 23.2% | 49% |
| 20260915 | $5.55 | $4.80 | 22.3% | 43% |
| 20260914 | $5.60 | $4.95 | 21.8% | 39% |
| 20260911 | $5.55 | $5.10 | 21.0% | 33% |
| 20260910 | $6.20 | $4.80 | 23.3% | 50% |
| 20260909 | $6.25 | $4.55 | 23.1% | 48% |
| 20260908 | $6.05 | $5.28 | 22.7% | 46% |
| 20260904 | $5.55 | $5.05 | 21.2% | 35% |
| 20260903 | $5.80 | $5.05 | 21.8% | 39% |
| 20260902 | $5.05 | $5.05 | 22.1% | 41% |
| 20260901 | $5.10 | $5.10 | 23.4% | 51% |
| 20260831 | $5.78 | $5.78 | 23.3% | 50% |
| 20260828 | $4.60 | $4.60 | 16.4% | 0% |
| 20260827 | $5.97 | $5.97 | 24.1% | 44% |
| 20260826 | $5.28 | $5.28 | 21.5% | 21% |
| 20260825 | $5.57 | $5.57 | 23.5% | 39% |
| 20260824 | $7.03 | $7.03 | 24.5% | 48% |
| 20260821 | $6.12 | $4.70 | 24.2% | 46% |
| 20260820 | $5.60 | $4.80 | 23.7% | 41% |
| 20260819 | $5.60 | $4.95 | 21.1% | 18% |
| 20260818 | $7.03 | $4.67 | 23.8% | 42% |
| 20260817 | $5.50 | $4.92 | 19.2% | 0% |
| 20260814 | $6.05 | $4.80 | 21.5% | 0% |
| 20260813 | $6.03 | $4.95 | 22.9% | 11% |
| 20260812 | $6.50 | $5.05 | 21.6% | 0% |
| 20260811 | $6.75 | $5.05 | 22.1% | 0% |
| 20260810 | $7.53 | $4.92 | 22.6% | 3% |
| 20260807 | — | — | 23.3% | 7% |
| 20260806 | $7.43 | $5.15 | 23.4% | 7% |
| 20260805 | $5.83 | $5.83 | 25.2% | 19% |
| 20260804 | $5.80 | $5.80 | 24.7% | 16% |
| 20260803 | $5.17 | $5.17 | 24.2% | 13% |
| 20260731 | $5.90 | $5.90 | 25.8% | 22% |
| 20260730 | $5.40 | $5.40 | 22.2% | 0% |
More on DWAS
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.