PCY · Expected Move
Invesco Emerging Markets Sovereign Debt ETF · ETF
The expected move for PCY 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).
PCY 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 PCY Expected Move
30-Day Straddle
$0.57
7-Day Straddle
$0.57
30-Day ATM IV
15.2%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to PCY'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.
PCY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.57 | $0.57 | 15.2% | 4% |
| 20261020 | $1.05 | $1.05 | 21.2% | 28% |
| 20261019 | $0.57 | $0.57 | 22.0% | 31% |
| 20261016 | $1.18 | $2.60 | 21.2% | 27% |
| 20261015 | $1.20 | $1.00 | 25.7% | 44% |
| 20261014 | $1.12 | $0.88 | 17.5% | 13% |
| 20261013 | $1.17 | $0.93 | 15.2% | 4% |
| 20261012 | $1.17 | $0.90 | 14.3% | 1% |
| 20261009 | $1.17 | $0.90 | 26.2% | 46% |
| 20261008 | $1.18 | $0.90 | 23.1% | 34% |
| 20261007 | $1.18 | $0.93 | 22.4% | 31% |
| 20261006 | $1.23 | $0.90 | 27.7% | 49% |
| 20261005 | $1.25 | $0.98 | 24.2% | 34% |
| 20261002 | $0.95 | $0.95 | 25.8% | 33% |
| 20261001 | $1.00 | $1.00 | 25.9% | 32% |
| 20260930 | $1.00 | $1.00 | 36.7% | 60% |
| 20260929 | $1.00 | $1.00 | 34.9% | 52% |
| 20260928 | $1.00 | $1.00 | 25.4% | 28% |
| 20260925 | $0.80 | $0.80 | 21.1% | 18% |
| 20260924 | $1.10 | $1.10 | 23.7% | 24% |
| 20260923 | $1.15 | $1.15 | 25.7% | 29% |
| 20260922 | $1.05 | $1.05 | 24.0% | 25% |
| 20260921 | $1.05 | $1.05 | 23.3% | 23% |
| 20260918 | $1.07 | $2.95 | 23.9% | 25% |
| 20260917 | $1.07 | $0.95 | 23.6% | 24% |
| 20260916 | $1.10 | $1.05 | 23.2% | 23% |
| 20260915 | $1.18 | $1.07 | 22.9% | 22% |
| 20260914 | $1.15 | $1.05 | 22.4% | 21% |
| 20260911 | $1.18 | $1.02 | 26.7% | 32% |
| 20260910 | $1.12 | $0.98 | 26.8% | 32% |
| 20260909 | $1.10 | $0.95 | 28.3% | 36% |
| 20260908 | $1.12 | $0.72 | 30.4% | 41% |
| 20260904 | $1.17 | $0.97 | 29.5% | 39% |
| 20260903 | $1.15 | $0.97 | 34.1% | 50% |
| 20260902 | $0.95 | $0.95 | 34.1% | 50% |
| 20260901 | $0.75 | $0.75 | 34.8% | 52% |
| 20260831 | $0.75 | $0.75 | 35.2% | 53% |
| 20260828 | $1.00 | $1.00 | 32.3% | 46% |
| 20260827 | $1.05 | $1.05 | 33.0% | 48% |
| 20260826 | $1.05 | $1.05 | 33.4% | 49% |
| 20260825 | $1.00 | $1.00 | 34.9% | 52% |
| 20260824 | $2.55 | $2.55 | 39.5% | 64% |
| 20260821 | $1.00 | $4.40 | 36.2% | 56% |
| 20260820 | $1.08 | $0.93 | 36.6% | 57% |
| 20260819 | $1.08 | $0.95 | 37.9% | 60% |
| 20260818 | $1.07 | $0.88 | 37.2% | 58% |
| 20260817 | $1.12 | $0.98 | 35.7% | 54% |
| 20260814 | $1.15 | $0.98 | 33.4% | 49% |
| 20260813 | $1.12 | $1.00 | 33.2% | 48% |
| 20260812 | $1.15 | $0.98 | 31.9% | 45% |
| 20260811 | $1.15 | $0.98 | 26.1% | 30% |
| 20260810 | $1.52 | $1.23 | 30.5% | 41% |
| 20260806 | $4.80 | $4.80 | 25.0% | 27% |
| 20260805 | $1.32 | $1.32 | 35.9% | 55% |
| 20260804 | $1.30 | $1.30 | 26.3% | 31% |
| 20260803 | $1.33 | $1.33 | 30.4% | 41% |
| 20260731 | $1.33 | $1.33 | 30.8% | 42% |
| 20260730 | $1.27 | $1.27 | 31.7% | 44% |
| 20260729 | $1.33 | $1.33 | 37.7% | 59% |
| 20260728 | $1.33 | $1.33 | 27.2% | 33% |
More on PCY
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.