PBP · Expected Move
Invesco S and P 500 BuyWrite ETF · ETF
The expected move for PBP 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).
PBP 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 PBP Expected Move
30-Day Straddle
$1.18
7-Day Straddle
$1.18
30-Day ATM IV
28.9%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to PBP'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.
PBP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $1.18 | $1.18 | 28.9% | 30% |
| 20261022 | $1.18 | $1.18 | 25.9% | 25% |
| 20261021 | $1.20 | $1.20 | 25.6% | 24% |
| 20261020 | $1.20 | $1.20 | 23.8% | 21% |
| 20261019 | $1.23 | $1.23 | 26.5% | 26% |
| 20261016 | $1.25 | $1.05 | 18.0% | 10% |
| 20261015 | $1.27 | $1.15 | 20.3% | 14% |
| 20261014 | $1.30 | $1.12 | 12.7% | 0% |
| 20261013 | $1.30 | $1.12 | 17.1% | 0% |
| 20261012 | $1.30 | $1.12 | 16.9% | 0% |
| 20261009 | $1.30 | $1.12 | 21.6% | 2% |
| 20261008 | $1.35 | $1.15 | 22.8% | 5% |
| 20261007 | $1.35 | $1.15 | 24.1% | 8% |
| 20261006 | $1.40 | $1.15 | 25.9% | 12% |
| 20261005 | $1.38 | $1.12 | 24.3% | 8% |
| 20261002 | $1.15 | $1.15 | 22.4% | 4% |
| 20261001 | $1.07 | $1.07 | 22.6% | 4% |
| 20260930 | $1.12 | $1.12 | 24.9% | 9% |
| 20260929 | $1.12 | $1.12 | 22.6% | 4% |
| 20260928 | $1.12 | $1.12 | 21.2% | 1% |
| 20260925 | $1.12 | $1.12 | 22.4% | 4% |
| 20260924 | $1.12 | $1.12 | 22.7% | 5% |
| 20260923 | $1.07 | $1.07 | 24.7% | 9% |
| 20260922 | $1.10 | $1.10 | 23.1% | 6% |
| 20260921 | $0.85 | $0.85 | 22.0% | 3% |
| 20260918 | $1.20 | $3.12 | 24.1% | 8% |
| 20260917 | $1.20 | $1.07 | 26.0% | 12% |
| 20260916 | $1.12 | $0.95 | 26.4% | 13% |
| 20260915 | $1.23 | $1.02 | 20.6% | 0% |
| 20260914 | $1.25 | $1.05 | — | — |
| 20260911 | $1.30 | $1.12 | 27.8% | 12% |
| 20260910 | $1.25 | $1.07 | 29.0% | 15% |
| 20260909 | $1.23 | $1.05 | 29.6% | 17% |
| 20260908 | $1.25 | $1.10 | 29.7% | 17% |
| 20260904 | $1.27 | $1.07 | 33.8% | 26% |
| 20260903 | $1.35 | $1.12 | 52.4% | 68% |
| 20260902 | $1.10 | $1.10 | 33.3% | 25% |
| 20260901 | $1.10 | $1.10 | 34.2% | 27% |
| 20260831 | $1.10 | $1.10 | 37.2% | 34% |
| 20260828 | $1.15 | $1.15 | 38.7% | 37% |
| 20260827 | $1.12 | $1.12 | 40.3% | 41% |
| 20260826 | $1.10 | $1.10 | 39.3% | 38% |
| 20260825 | $0.82 | $0.82 | 41.6% | 44% |
| 20260824 | $0.80 | $0.80 | 41.8% | 44% |
| 20260821 | $1.18 | $3.12 | 44.6% | 51% |
| 20260820 | $1.20 | $1.07 | 49.5% | 62% |
| 20260819 | $1.20 | $1.10 | 46.7% | 56% |
| 20260818 | $1.25 | $1.10 | 46.0% | 54% |
| 20260817 | $1.23 | $1.10 | 45.9% | 54% |
| 20260814 | $1.23 | $0.90 | 44.0% | 49% |
| 20260813 | $1.25 | $1.10 | 43.1% | 47% |
| 20260812 | $1.25 | $1.07 | 66.3% | 100% |
| 20260811 | $1.25 | $1.05 | 43.2% | 63% |
| 20260810 | $1.62 | $1.33 | 42.2% | 64% |
| 20260807 | — | — | 39.6% | 57% |
| 20260806 | $1.68 | $1.35 | 40.3% | 59% |
| 20260805 | $1.35 | $1.35 | 40.3% | 59% |
| 20260804 | $1.38 | $1.38 | 38.6% | 55% |
| 20260803 | $1.35 | $1.35 | 54.7% | 98% |
| 20260731 | $1.35 | $1.35 | 35.0% | 45% |
More on PBP
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.