IMVP · Expected Move

Invesco India ETF · ETF

The expected move for IMVP 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).

IMVP 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 IMVP Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$0.78
30-Day ATM IV
36.3%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to IMVP'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.
IMVP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $1.23 $0.78 36.3% 11%
20261008 $1.65 $0.95 36.3% 11%
20261007 $1.35 $1.40 32.8% 8%
20261006 $1.30 $0.80 30.1% 7%
20261005 $0.93 $0.90 24.3% 3%
20261002 $0.90 $0.90 31.9% 8%
20261001 $0.93 $0.93 32.5% 8%
20260930 $0.85 $0.85 33.5% 9%
20260929 $0.78 $0.78 33.2% 9%
20260928 $1.17 $1.17 22.4% 2%
20260925 $1.48 $1.48 38.6% 12%
20260924 $0.88 $0.88 27.2% 5%
20260923 $1.20 $1.20 56.3% 23%
20260922 $1.15 $1.15 25.6% 4%
20260921 $1.43 $1.43 30.5% 7%
20260918 $1.70 $1.98 24.8% 4%
20260917 $1.65 $1.20 32.3% 8%
20260916 $1.65 $0.75 34.3% 9%
20260915 $1.70 $1.15 24.6% 3%
20260914 $1.00 $1.23 33.2% 9%
20260911 $0.90 $1.30 32.4% 8%
20260910 $0.90 $0.82 30.5% 7%
20260909 $1.40 $0.85 21.0% 1%
20260908 $1.82 $0.55 33.3% 9%
20260904 $1.30 $1.15 23.3% 3%
20260903 $1.83 $1.52 28.5% 6%
20260902 $1.52 $1.52 23.7% 3%
20260901 $1.12 $1.12 20.6% 1%
20260831 $0.78 $0.78 27.5% 5%
20260828 $0.75 $0.75 24.0% 3%
20260827 $1.58 $1.58 23.5% 3%
20260826 $1.20 $1.20 21.3% 1%
20260825 $1.25 $1.25 22.5% 2%
20260824 $1.60 $1.60 24.3% 3%
20260821 $1.18 $2.98 20.2% 1%
20260820 $1.60 $0.75 19.0% 0%
20260819 $0.82 $0.75 20.2% 0%
20260818 $1.30 $0.75 21.7% 1%
20260817 $0.95 $1.20 23.6% 3%
20260814 $1.32 $0.80 24.0% 3%
20260813 $1.40 $1.55 23.3% 2%
20260812 $1.38 $1.23 24.4% 3%
20260811 $1.52 $1.18 26.9% 5%
20260810 $3.12 $1.35 25.2% 4%
20260807 — — 25.0% 3%
20260806 $1.85 $1.45 29.5% 6%
20260805 $1.45 $1.45 23.2% 2%
20260804 $1.42 $1.42 23.5% 2%
20260803 $1.20 $1.20 26.3% 4%
20260731 $1.15 $1.15 21.6% 1%
20260730 $1.58 $1.58 29.8% 6%
20260729 $1.18 $1.18 28.7% 6%
20260728 $1.45 $1.45 22.1% 2%
20260727 $1.18 $1.18 20.2% 0%
20260724 $1.55 $1.55 21.4% 1%
20260723 $1.57 $1.57 22.7% 2%
20260722 $1.55 $1.55 20.8% 1%
20260721 $1.55 $1.55 19.5% 0%
20260720 $1.58 $1.58 28.1% 5%
20260716 $1.65 $0.75 36.8% 10%

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.