PEJ · Expected Move
Invesco Leisure and Entertainment ETF · ETF
The expected move for PEJ 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).
PEJ 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 PEJ Expected Move
30-Day Straddle
$3.05
7-Day Straddle
$3.05
30-Day ATM IV
20.3%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to PEJ'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.
PEJ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.05 | $3.05 | 20.3% | 27% |
| 20261021 | $2.95 | $2.95 | 20.1% | 25% |
| 20261020 | $3.03 | $3.03 | 18.9% | 7% |
| 20261019 | $4.90 | $4.90 | 21.7% | 17% |
| 20261016 | $3.30 | $1.60 | 21.3% | 15% |
| 20261015 | $3.17 | $1.73 | 18.2% | 4% |
| 20261014 | $3.45 | $2.10 | 20.3% | 12% |
| 20261013 | $3.20 | $2.00 | 17.3% | 1% |
| 20261012 | $3.38 | $2.08 | 21.8% | 17% |
| 20261009 | $3.50 | $2.10 | 22.2% | 19% |
| 20261008 | $3.65 | $2.25 | 23.6% | 24% |
| 20261007 | $3.55 | $2.35 | 19.3% | 8% |
| 20261006 | $3.42 | $2.27 | 18.4% | 5% |
| 20261005 | $3.50 | $2.28 | 25.4% | 30% |
| 20261002 | $2.40 | $2.40 | 25.0% | 29% |
| 20261001 | $2.50 | $2.50 | 24.0% | 25% |
| 20260930 | $2.75 | $2.75 | 25.9% | 32% |
| 20260929 | $2.60 | $2.60 | 24.7% | 28% |
| 20260928 | $2.83 | $2.83 | 24.2% | 26% |
| 20260925 | $2.98 | $2.98 | 22.9% | 21% |
| 20260924 | $2.55 | $2.55 | 20.7% | 13% |
| 20260923 | $2.70 | $2.70 | 19.6% | 9% |
| 20260922 | $2.62 | $2.62 | 23.3% | 23% |
| 20260921 | $2.65 | $2.65 | 23.7% | 24% |
| 20260918 | $2.75 | $1.70 | 20.3% | 12% |
| 20260917 | $2.75 | $1.60 | 18.1% | 4% |
| 20260916 | $2.85 | $1.73 | 19.8% | 10% |
| 20260915 | $2.97 | $1.85 | 20.1% | 11% |
| 20260914 | $2.90 | $1.90 | 21.0% | 14% |
| 20260911 | $2.95 | $2.15 | 20.8% | 14% |
| 20260910 | $3.30 | $2.15 | 20.9% | 14% |
| 20260909 | $3.05 | $2.25 | 18.7% | 6% |
| 20260908 | $3.00 | $2.15 | 18.1% | 4% |
| 20260904 | $3.15 | $2.23 | 18.6% | 6% |
| 20260903 | $3.20 | $2.25 | 18.7% | 6% |
| 20260902 | $3.52 | $3.52 | 19.6% | 9% |
| 20260901 | $2.30 | $2.30 | 18.2% | 4% |
| 20260831 | $2.50 | $2.50 | 18.3% | 5% |
| 20260828 | $2.47 | $2.47 | 21.8% | 17% |
| 20260827 | $2.40 | $2.40 | 21.8% | 17% |
| 20260826 | $2.67 | $2.67 | 21.1% | 15% |
| 20260825 | $2.75 | $2.75 | 21.7% | 17% |
| 20260824 | $2.75 | $2.75 | 21.6% | 16% |
| 20260821 | $2.78 | $2.83 | 20.4% | 12% |
| 20260820 | $2.80 | $1.77 | 20.0% | 11% |
| 20260819 | $2.90 | $1.85 | 19.4% | 9% |
| 20260818 | $2.75 | $1.85 | 18.8% | 6% |
| 20260817 | $2.97 | $1.85 | 19.5% | 9% |
| 20260814 | $2.92 | $1.90 | 20.7% | 13% |
| 20260813 | $2.92 | $1.98 | 17.6% | 2% |
| 20260812 | $2.92 | $2.05 | 17.0% | 0% |
| 20260811 | $3.42 | $2.15 | 23.7% | 21% |
| 20260810 | $3.95 | $2.75 | 24.6% | 24% |
| 20260807 | — | — | 27.0% | 33% |
| 20260806 | $5.40 | $3.10 | 29.4% | 42% |
| 20260805 | $3.00 | $3.00 | 25.1% | 26% |
| 20260804 | $3.08 | $3.08 | 24.6% | 24% |
| 20260803 | $2.98 | $2.98 | 25.6% | 28% |
| 20260731 | $3.35 | $3.35 | 25.2% | 27% |
| 20260730 | $3.45 | $3.45 | 25.5% | 28% |
More on PEJ
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.