IVZ · Expected Move

Invesco LTD

The expected move for IVZ 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).

IVZ 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 IVZ Expected Move
30-Day Straddle
$2.50
7-Day Straddle
$2.50
30-Day ATM IV
37.1%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to IVZ'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.
IVZ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $2.50 $2.50 37.1% 48%
20261020 $2.40 $2.40 36.6% 44%
20261019 $2.55 $2.55 38.1% 56%
20261016 $2.80 $0.65 39.8% 68%
20261015 $2.60 $0.75 36.2% 42%
20261014 $2.58 $0.72 36.5% 44%
20261013 $2.80 $0.80 — —
20261012 $2.80 $0.93 36.1% 41%
20261009 $2.85 $1.10 35.6% 37%
20261008 $2.95 $1.25 35.7% 38%
20261007 $3.05 $1.35 32.1% 12%
20261006 $3.08 $1.50 35.3% 35%
20261005 $3.08 $1.60 35.3% 35%
20261002 $1.52 $1.52 34.9% 32%
20261001 $1.65 $1.65 36.0% 40%
20260930 $1.68 $1.68 35.8% 39%
20260929 $1.82 $1.82 36.9% 47%
20260928 $1.92 $1.92 36.2% 42%
20260925 $2.02 $2.02 35.8% 39%
20260924 $2.05 $2.05 35.9% 39%
20260923 $2.00 $2.00 34.3% 28%
20260922 $2.15 $2.15 35.2% 34%
20260921 $2.17 $2.17 34.9% 33%
20260918 $2.23 $0.53 34.3% 28%
20260917 $2.65 $0.72 37.5% 52%
20260916 $2.48 $0.80 36.1% 41%
20260915 $2.48 $1.15 35.1% 34%
20260914 $2.62 $1.25 35.1% 34%
20260911 $2.83 $1.32 35.9% 40%
20260910 $2.95 $1.38 36.9% 47%
20260909 $2.95 $1.50 36.2% 42%
20260908 $2.92 $1.77 35.0% 33%
20260904 $2.95 $1.65 32.8% 17%
20260903 $2.88 $1.62 30.5% 0%
20260902 $1.73 $1.73 33.0% 16%
20260901 $1.88 $1.88 33.1% 17%
20260831 $1.80 $1.80 31.8% 7%
20260828 $2.10 $2.10 33.0% 16%
20260827 $1.98 $1.98 30.9% 0%
20260826 $2.15 $2.15 33.6% 11%
20260825 $2.17 $2.17 32.6% 3%
20260824 $2.30 $2.30 32.7% 3%
20260821 $2.33 $1.25 33.1% 7%
20260820 $2.45 $0.82 34.2% 15%
20260819 $2.50 $0.55 33.3% 8%
20260818 $2.62 $0.75 33.5% 7%
20260817 $2.58 $0.78 33.3% 6%
20260814 $2.58 $1.15 32.2% 0%
20260813 $2.67 $1.07 33.1% 5%
20260812 $2.65 $1.32 32.6% 2%
20260811 $2.80 $1.50 34.2% 11%
20260810 $2.73 $1.43 32.7% 2%
20260807 — — 32.3% 0%
20260806 $3.08 $1.88 34.7% 10%
20260805 $1.75 $1.75 33.8% 5%
20260804 $1.90 $1.90 35.6% 15%
20260803 $1.73 $1.73 33.4% 2%
20260731 $1.95 $1.95 33.2% 1%
20260730 $2.12 $2.12 35.8% 16%
20260729 $1.88 $1.88 33.9% 5%

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.