PCEF · Expected Move
Invesco CEF Income Composite ETF · ETF
The expected move for PCEF 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).
PCEF 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 PCEF Expected Move
30-Day Straddle
$0.68
7-Day Straddle
$0.68
30-Day ATM IV
106.2%
IV Rank
90%
Implied one-standard-deviation move through the next 30 days. Compare to PCEF'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.
PCEF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.68 | $0.68 | 106.2% | 90% |
| 20261021 | $0.72 | $0.72 | 117.0% | 100% |
| 20261020 | $0.70 | $0.70 | 27.3% | 19% |
| 20261019 | $0.72 | $0.72 | 105.5% | 100% |
| 20261016 | $1.38 | $2.15 | 27.7% | 51% |
| 20261015 | $1.38 | $1.12 | 29.0% | 55% |
| 20261014 | $1.40 | $1.07 | 26.7% | 48% |
| 20261013 | $1.45 | $1.25 | 17.7% | 23% |
| 20261012 | $1.50 | $1.30 | 25.3% | 44% |
| 20261009 | $1.50 | $1.30 | 29.4% | 56% |
| 20261008 | $1.48 | $1.23 | 28.1% | 52% |
| 20261007 | $1.52 | $1.23 | 39.1% | 83% |
| 20261006 | $1.52 | $1.27 | 26.0% | 46% |
| 20261005 | $1.57 | $1.27 | 41.4% | 90% |
| 20261002 | $1.35 | $1.35 | 40.9% | 89% |
| 20261001 | $1.30 | $1.30 | 35.5% | 73% |
| 20260930 | $1.33 | $1.33 | 44.9% | 100% |
| 20260929 | $1.35 | $1.35 | 31.5% | 62% |
| 20260928 | $1.32 | $1.32 | 34.3% | 70% |
| 20260925 | $1.38 | $1.38 | 31.8% | 63% |
| 20260924 | $1.35 | $1.35 | 45.0% | 100% |
| 20260923 | $1.25 | $1.25 | 44.4% | 100% |
| 20260922 | $1.23 | $1.23 | 37.8% | 80% |
| 20260921 | $1.23 | $1.23 | 27.8% | 52% |
| 20260918 | $1.35 | $4.80 | 26.4% | 48% |
| 20260917 | $1.38 | $1.23 | 29.1% | 55% |
| 20260916 | $1.40 | $1.27 | 31.1% | 61% |
| 20260915 | $1.38 | $1.30 | 40.8% | 88% |
| 20260914 | $1.32 | $1.20 | 25.6% | 45% |
| 20260911 | $1.35 | $1.20 | 26.1% | 47% |
| 20260910 | $1.40 | $1.20 | 25.0% | 44% |
| 20260909 | $1.43 | $1.25 | 24.1% | 41% |
| 20260908 | $1.45 | $1.30 | 24.2% | 41% |
| 20260904 | $1.50 | $1.30 | 27.6% | 51% |
| 20260903 | $1.52 | $1.30 | 20.6% | 31% |
| 20260902 | $1.32 | $1.32 | 24.0% | 41% |
| 20260901 | $1.32 | $1.32 | 21.8% | 35% |
| 20260831 | $1.35 | $1.35 | 23.7% | 40% |
| 20260828 | $1.40 | $1.40 | 22.2% | 36% |
| 20260827 | $1.38 | $1.38 | 25.4% | 45% |
| 20260826 | $1.38 | $1.38 | 23.5% | 40% |
| 20260825 | $1.35 | $1.35 | 23.2% | 39% |
| 20260824 | $0.80 | $0.80 | 25.4% | 45% |
| 20260821 | $1.38 | $3.15 | 23.5% | 39% |
| 20260820 | $1.38 | $1.33 | 23.1% | 38% |
| 20260819 | $1.42 | $1.38 | 21.9% | 35% |
| 20260818 | $1.40 | $1.33 | 22.3% | 27% |
| 20260817 | $1.43 | $1.33 | 35.7% | 55% |
| 20260814 | $1.40 | $1.30 | 29.0% | 41% |
| 20260813 | $1.40 | $1.30 | 35.0% | 53% |
| 20260812 | $0.60 | $1.30 | 26.6% | 36% |
| 20260811 | $0.62 | $1.27 | 24.3% | 31% |
| 20260810 | $0.70 | $0.78 | 26.7% | 36% |
| 20260806 | $0.75 | $1.30 | 19.6% | 21% |
| 20260805 | $1.32 | $1.32 | 23.5% | 29% |
| 20260804 | $1.32 | $1.32 | 23.8% | 30% |
| 20260803 | $1.30 | $1.30 | 20.5% | 23% |
| 20260731 | $1.00 | $1.00 | 21.2% | 25% |
| 20260730 | $1.18 | $1.18 | 12.3% | 6% |
| 20260729 | $1.32 | $1.32 | 18.7% | 19% |
More on PCEF
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.