IFLN · Expected Move

Invesco Bloomberg Enhanced Fallen Angels ETF · ETF

The expected move for IFLN 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).

IFLN 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 IFLN Expected Move
30-Day Straddle
$1.00
7-Day Straddle
$1.00
30-Day ATM IV
16.7%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to IFLN'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.
IFLN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.00 $1.00 16.7% 29%
20261021 $0.98 $0.98 16.1% 26%
20261020 $0.98 $0.98 14.7% 21%
20261019 $1.02 $1.02 16.7% 29%
20261016 $1.02 $2.30 12.8% 14%
20261015 $1.10 $1.02 9.7% 2%
20261014 $1.12 $1.08 13.0% 15%
20261013 $1.15 $1.08 9.1% 0%
20261012 $1.15 $1.08 24.9% 59%
20261009 $1.18 $1.08 13.2% 10%
20261008 $1.18 $1.10 17.9% 21%
20261007 $1.12 $1.08 17.1% 19%
20261006 $1.18 $1.08 20.8% 28%
20261005 $1.20 $1.08 13.7% 11%
20261002 $1.05 $1.05 17.6% 21%
20261001 $1.05 $1.05 22.3% 32%
20260930 $1.08 $1.08 17.3% 20%
20260929 $1.08 $1.08 16.8% 19%
20260928 $1.05 $1.05 12.0% 7%
20260925 $1.00 $1.00 27.5% 45%
20260924 $0.97 $0.97 28.7% 48%
20260923 $0.95 $0.95 30.5% 52%
20260922 $0.88 $0.88 32.1% 56%
20260921 $0.93 $0.93 33.5% 59%
20260918 $0.95 $2.20 35.7% 64%
20260917 $0.98 $0.88 34.7% 62%
20260916 $0.95 $0.93 33.9% 60%
20260915 $0.98 $0.93 33.3% 59%
20260914 $1.00 $0.90 33.0% 58%
20260911 $1.00 $0.90 31.7% 55%
20260910 $1.00 $0.90 31.2% 54%
20260909 $1.00 $0.95 28.4% 47%
20260908 $1.02 $0.95 27.0% 43%
20260904 $1.02 $0.98 24.3% 37%
20260903 $1.05 $0.98 24.4% 37%
20260902 $0.95 $0.95 24.0% 36%
20260901 $0.98 $0.98 24.5% 37%
20260831 $0.98 $0.98 20.5% 28%
20260828 $1.00 $1.00 18.0% 21%
20260827 $1.02 $1.02 21.6% 30%
20260826 $1.07 $1.07 15.4% 15%
20260825 $1.05 $1.05 16.2% 17%
20260824 $1.02 $1.02 16.7% 18%
20260821 $1.07 $2.60 12.9% 9%
20260820 $1.07 $1.05 11.8% 7%
20260819 $1.10 $1.12 10.9% 4%
20260818 $1.12 $1.10 10.4% 3%
20260817 $1.15 $1.12 10.5% 3%
20260814 $0.90 $0.90 12.0% 7%
20260813 $1.15 $1.12 10.4% 3%
20260812 $1.10 $1.02 10.1% 2%
20260811 $1.10 $1.02 14.1% 12%
20260810 $1.40 $1.23 11.6% 6%
20260806 $0.53 $0.55 12.1% 7%
20260805 $1.23 $1.23 9.1% 0%
20260804 $1.25 $1.25 12.4% 7%
20260803 $1.23 $1.23 12.7% 8%
20260731 $1.25 $1.25 13.2% 9%
20260730 $1.25 $1.25 13.5% 10%
20260729 $1.27 $1.27 12.0% 7%

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.