EELV · Expected Move

Invesco S&P Emerging Markets Low Volatility ETF · ETF

The expected move for EELV 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).

EELV 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 EELV Expected Move
30-Day Straddle
$1.42
7-Day Straddle
$1.42
30-Day ATM IV
23.8%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to EELV'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.
EELV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.42 $1.42 23.8% 14%
20261021 $0.00 $0.00 20.6% 8%
20261020 $1.38 $1.38 19.7% 6%
20261019 $0.65 $0.65 19.6% 6%
20261016 $1.48 $2.65 18.6% 4%
20261015 $1.50 $1.20 19.7% 6%
20261014 $1.45 $1.15 17.3% 1%
20261013 $1.50 $1.23 19.3% 5%
20261012 $1.45 $1.23 16.8% 0%
20261009 $1.48 $1.25 18.9% 2%
20261008 $1.50 $1.23 20.5% 6%
20261007 $1.52 $1.25 20.4% 5%
20261006 $1.52 $1.25 19.5% 3%
20261005 $1.52 $1.23 20.9% 6%
20261002 $1.30 $1.30 21.3% 7%
20261001 $1.27 $1.27 28.6% 22%
20260930 $1.33 $1.33 27.2% 19%
20260929 $1.27 $1.27 23.5% 12%
20260928 $1.35 $1.35 22.3% 9%
20260925 $1.40 $1.40 17.8% 0%
20260924 $1.43 $1.43 19.6% 3%
20260923 $1.50 $1.50 21.3% 7%
20260922 $1.57 $1.57 18.1% 0%
20260921 $1.80 $1.80 19.9% 0%
20260918 $1.82 $2.35 66.2% 100%
20260917 $1.85 $1.50 22.3% 4%
20260916 $1.82 $1.52 23.9% 10%
20260915 $1.85 $1.62 29.5% 29%
20260914 $2.02 $1.65 22.3% 4%
20260911 $2.08 $1.67 23.8% 9%
20260910 $2.08 $1.70 24.1% 10%
20260909 $2.08 $1.70 26.2% 17%
20260908 $2.08 $1.80 29.0% 27%
20260904 $2.15 $1.75 41.1% 68%
20260903 $2.12 $1.73 45.2% 82%
20260902 $1.77 $1.77 26.8% 19%
20260901 $1.70 $1.70 27.9% 23%
20260831 $1.80 $1.80 26.5% 18%
20260828 $1.80 $1.80 27.6% 22%
20260827 $1.83 $1.83 28.2% 24%
20260826 $1.85 $1.85 27.8% 23%
20260825 $1.85 $1.85 28.1% 24%
20260824 $1.90 $1.90 28.9% 27%
20260821 $1.88 $3.22 29.5% 29%
20260820 $1.93 $1.62 30.7% 33%
20260819 $2.27 $1.95 30.7% 33%
20260818 $2.35 $1.75 31.3% 35%
20260817 $2.33 $2.02 30.7% 33%
20260814 $2.38 $2.05 30.7% 33%
20260813 $2.42 $2.08 30.6% 32%
20260812 $2.30 $1.95 29.9% 30%
20260811 $1.65 $1.38 29.8% 30%
20260810 $1.77 $1.45 29.5% 29%
20260806 $1.93 $1.57 24.3% 11%
20260805 $1.15 $1.15 28.0% 24%
20260804 $1.55 $1.55 28.0% 23%
20260803 $1.57 $1.57 27.6% 22%
20260731 $1.12 $1.12 27.2% 21%
20260730 $1.62 $1.62 27.3% 21%
20260729 $1.73 $1.73 26.5% 18%

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.