GRPM · Expected Move
Invesco S&P MidCap 400 GARP ETF · ETF
The expected move for GRPM 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).
GRPM 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 GRPM Expected Move
30-Day Straddle
$5.83
7-Day Straddle
$5.83
30-Day ATM IV
17.6%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to GRPM'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.
GRPM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.83 | $5.83 | 17.6% | 33% |
| 20261021 | $5.45 | $5.45 | 16.6% | 16% |
| 20261020 | $5.67 | $5.67 | 17.1% | 25% |
| 20261019 | $5.62 | $5.62 | 16.9% | 17% |
| 20261016 | $6.12 | $3.95 | 17.5% | 26% |
| 20261015 | $5.55 | $2.58 | 15.7% | 0% |
| 20261014 | $6.08 | $2.62 | 17.0% | 18% |
| 20261013 | $6.05 | $2.78 | 17.0% | 17% |
| 20261012 | $6.22 | $3.10 | 16.9% | 15% |
| 20261009 | $6.28 | $3.15 | 18.1% | 33% |
| 20261008 | $6.18 | $2.95 | 17.0% | 18% |
| 20261007 | $6.75 | $3.35 | 18.0% | 31% |
| 20261006 | $6.85 | $3.55 | 18.0% | 31% |
| 20261005 | $6.80 | $3.30 | 17.6% | 26% |
| 20261002 | $3.65 | $3.65 | 18.2% | 34% |
| 20261001 | $3.90 | $3.90 | 17.9% | 30% |
| 20260930 | $4.28 | $4.28 | 17.8% | 29% |
| 20260929 | $4.25 | $4.25 | 17.7% | 28% |
| 20260928 | $4.38 | $4.38 | 18.4% | 37% |
| 20260925 | $4.25 | $4.25 | 16.4% | 9% |
| 20260924 | $4.45 | $4.45 | 17.8% | 28% |
| 20260923 | $4.38 | $4.38 | 16.6% | 11% |
| 20260922 | $4.17 | $4.17 | 16.2% | 6% |
| 20260921 | $4.90 | $4.90 | 17.1% | 19% |
| 20260918 | $4.80 | $4.05 | 16.1% | 5% |
| 20260917 | $5.20 | $2.95 | 17.5% | 24% |
| 20260916 | $5.38 | $2.73 | 16.8% | 15% |
| 20260915 | $5.72 | $3.35 | 17.3% | 21% |
| 20260914 | $5.92 | $3.35 | 17.2% | 20% |
| 20260911 | $6.20 | $3.50 | 18.3% | 35% |
| 20260910 | $6.65 | $3.75 | 18.5% | 39% |
| 20260909 | $6.30 | $4.00 | 17.8% | 29% |
| 20260908 | $6.47 | $4.25 | 18.6% | 40% |
| 20260904 | $6.35 | $3.85 | 16.4% | 9% |
| 20260903 | $6.90 | $3.90 | 17.2% | 21% |
| 20260902 | $4.15 | $4.15 | 17.6% | 25% |
| 20260901 | $4.25 | $4.25 | 18.1% | 32% |
| 20260831 | $4.50 | $4.50 | 17.7% | 27% |
| 20260828 | $4.55 | $4.55 | 16.3% | 5% |
| 20260827 | $4.45 | $4.45 | 15.7% | 0% |
| 20260826 | $4.95 | $4.95 | 17.0% | 9% |
| 20260825 | $5.15 | $5.15 | 17.5% | 14% |
| 20260824 | $5.05 | $5.05 | 16.7% | 7% |
| 20260821 | $5.10 | $4.05 | 16.1% | 1% |
| 20260820 | $5.55 | $2.95 | 17.0% | 7% |
| 20260819 | $5.40 | $2.85 | 16.4% | 3% |
| 20260818 | $5.50 | $3.02 | 16.5% | 4% |
| 20260817 | $5.80 | $3.25 | 17.0% | 7% |
| 20260814 | $6.10 | $3.55 | 17.2% | 8% |
| 20260813 | $5.65 | $3.23 | 16.1% | 1% |
| 20260812 | $6.10 | $3.55 | 17.0% | 7% |
| 20260811 | $6.20 | $3.08 | 17.5% | 10% |
| 20260810 | $6.40 | $3.15 | 16.9% | 6% |
| 20260807 | — | — | 16.0% | 0% |
| 20260806 | $6.60 | $3.75 | 16.9% | 3% |
| 20260805 | $4.12 | $4.12 | 17.4% | 6% |
| 20260804 | $4.10 | $4.10 | 16.5% | 0% |
| 20260803 | $4.00 | $4.00 | 16.5% | 0% |
| 20260731 | $4.88 | $4.88 | 18.0% | 10% |
| 20260730 | $4.25 | $4.25 | 16.9% | 2% |
More on GRPM
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.