PDP · Expected Move
Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Momentum ETF · ETF
The expected move for PDP 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).
PDP 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 PDP Expected Move
30-Day Straddle
$8.35
7-Day Straddle
$8.35
30-Day ATM IV
28.2%
IV Rank
55%
Implied one-standard-deviation move through the next 30 days. Compare to PDP'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.
PDP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $8.35 | $8.35 | 28.2% | 55% |
| 20261021 | $8.25 | $8.25 | 26.3% | 42% |
| 20261020 | $8.65 | $8.65 | 27.1% | 47% |
| 20261019 | $9.00 | $9.00 | 27.9% | 53% |
| 20261016 | $9.75 | $4.90 | 29.6% | 64% |
| 20261015 | $7.95 | $1.00 | 24.3% | 29% |
| 20261014 | $9.50 | $1.35 | 26.7% | 45% |
| 20261013 | $9.00 | $1.88 | 25.1% | 34% |
| 20261012 | $9.40 | $2.08 | 25.3% | 36% |
| 20261009 | $9.15 | $2.92 | 23.3% | 22% |
| 20261008 | $10.15 | $3.60 | 26.4% | 43% |
| 20261007 | $9.50 | $3.80 | 24.4% | 30% |
| 20261006 | $10.45 | $3.73 | 25.7% | 38% |
| 20261005 | $10.50 | $4.60 | 25.4% | 36% |
| 20261002 | $4.75 | $4.75 | 24.8% | 32% |
| 20261001 | $4.70 | $4.70 | 26.1% | 41% |
| 20260930 | $4.65 | $4.65 | 24.8% | 32% |
| 20260929 | $5.40 | $5.40 | 25.1% | 34% |
| 20260928 | $5.47 | $5.47 | 24.8% | 32% |
| 20260925 | $5.72 | $5.72 | 23.1% | 21% |
| 20260924 | $6.22 | $6.22 | 24.8% | 32% |
| 20260923 | $5.53 | $5.53 | 22.4% | 16% |
| 20260922 | $5.75 | $5.75 | 21.2% | 8% |
| 20260921 | $6.40 | $6.40 | 23.3% | 22% |
| 20260918 | $6.78 | $4.15 | 22.4% | 16% |
| 20260917 | $7.90 | $3.45 | 26.3% | 42% |
| 20260916 | $8.30 | $3.73 | 27.8% | 52% |
| 20260915 | $8.85 | $4.10 | 29.1% | 61% |
| 20260914 | $9.35 | $5.08 | 30.3% | 69% |
| 20260911 | $8.30 | $3.85 | 24.7% | 32% |
| 20260910 | $8.20 | $5.30 | 24.9% | 33% |
| 20260909 | $8.20 | $5.45 | 23.8% | 26% |
| 20260908 | $8.35 | $5.00 | 24.3% | 29% |
| 20260904 | $8.70 | $5.65 | 24.0% | 27% |
| 20260903 | $8.85 | $5.65 | 24.7% | 31% |
| 20260902 | $6.70 | $6.70 | 27.7% | 51% |
| 20260901 | $6.85 | $6.85 | 28.6% | 58% |
| 20260831 | $6.70 | $6.70 | 27.2% | 48% |
| 20260828 | $7.00 | $7.00 | 26.3% | 42% |
| 20260827 | $7.40 | $7.40 | 26.9% | 46% |
| 20260826 | $7.75 | $7.75 | 26.8% | 45% |
| 20260825 | $8.25 | $8.25 | 28.8% | 59% |
| 20260824 | $8.60 | $8.60 | 29.7% | 65% |
| 20260821 | $9.20 | $4.80 | 30.0% | 67% |
| 20260820 | $9.50 | $3.80 | 30.9% | 73% |
| 20260819 | $8.60 | $4.10 | 27.1% | 47% |
| 20260818 | $9.30 | $3.90 | 28.7% | 58% |
| 20260817 | $9.55 | $3.95 | 27.8% | 52% |
| 20260814 | $9.75 | $3.92 | 27.9% | 53% |
| 20260813 | $10.50 | $4.90 | 29.1% | 61% |
| 20260812 | $10.15 | $4.85 | 28.3% | 56% |
| 20260811 | $10.55 | $5.30 | 29.3% | 62% |
| 20260810 | $10.50 | $5.90 | 29.2% | 61% |
| 20260807 | — | — | 28.3% | 52% |
| 20260806 | $11.50 | $7.25 | 30.6% | 62% |
| 20260805 | $6.25 | $6.25 | 29.3% | 54% |
| 20260804 | $7.50 | $7.50 | 29.8% | 57% |
| 20260803 | $7.05 | $7.05 | 28.1% | 47% |
| 20260731 | $6.80 | $6.80 | 28.6% | 50% |
| 20260730 | $7.50 | $7.50 | 28.5% | 49% |
More on PDP
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.