PEY · Expected Move
Invesco High Yield Equity Dividend Achievers ETF · ETF
The expected move for PEY 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).
PEY 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 PEY Expected Move
30-Day Straddle
$1.55
7-Day Straddle
$1.55
30-Day ATM IV
20.2%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to PEY'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.
PEY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.55 | $1.55 | 20.2% | 16% |
| 20261021 | $1.52 | $1.52 | 24.2% | 27% |
| 20261020 | $1.52 | $1.52 | 23.3% | 25% |
| 20261019 | $1.50 | $1.50 | 31.1% | 47% |
| 20261016 | $1.50 | $1.75 | 22.1% | 21% |
| 20261015 | $1.18 | $1.27 | 31.2% | 47% |
| 20261014 | $1.23 | $1.17 | 24.2% | 27% |
| 20261013 | $1.40 | $1.17 | 24.7% | 28% |
| 20261012 | $1.43 | $1.23 | 22.6% | 23% |
| 20261009 | $1.48 | $1.25 | 18.1% | 10% |
| 20261008 | $1.48 | $1.25 | 18.1% | 10% |
| 20261007 | $1.55 | $1.27 | 16.9% | 6% |
| 20261006 | $1.52 | $1.30 | 24.3% | 27% |
| 20261005 | $1.55 | $1.35 | 18.1% | 10% |
| 20261002 | $1.27 | $1.27 | 18.3% | 10% |
| 20261001 | $1.35 | $1.35 | 19.4% | 13% |
| 20260930 | $1.33 | $1.33 | 20.4% | 16% |
| 20260929 | $1.38 | $1.38 | 19.7% | 14% |
| 20260928 | $1.38 | $1.38 | 18.9% | 12% |
| 20260925 | $1.32 | $1.32 | 21.1% | 18% |
| 20260924 | $1.43 | $1.43 | 18.6% | 11% |
| 20260923 | $1.43 | $1.43 | 22.2% | 21% |
| 20260922 | $1.48 | $1.48 | 34.8% | 58% |
| 20260921 | $1.52 | $1.52 | 22.3% | 22% |
| 20260918 | $1.48 | $1.95 | 15.8% | 3% |
| 20260917 | $1.50 | $0.55 | 16.3% | 4% |
| 20260916 | $1.48 | $0.85 | 16.4% | 5% |
| 20260915 | $1.52 | $0.93 | 15.3% | 2% |
| 20260914 | $1.48 | $1.27 | 16.1% | 4% |
| 20260911 | $1.55 | $0.93 | 17.2% | 7% |
| 20260910 | $1.57 | $0.93 | 17.5% | 8% |
| 20260909 | $1.52 | $0.98 | 25.9% | 32% |
| 20260908 | $1.62 | $1.12 | 24.2% | 27% |
| 20260904 | $1.60 | $0.90 | 23.2% | 24% |
| 20260903 | $1.60 | $0.95 | 22.7% | 23% |
| 20260902 | $0.95 | $0.95 | 17.5% | 8% |
| 20260901 | $3.10 | $3.10 | 17.6% | 8% |
| 20260831 | $0.97 | $0.97 | 17.2% | 7% |
| 20260828 | $1.10 | $1.10 | 16.6% | 5% |
| 20260827 | $1.40 | $1.40 | 16.3% | 4% |
| 20260826 | $1.45 | $1.45 | 17.0% | 6% |
| 20260825 | $1.45 | $1.45 | 18.8% | 12% |
| 20260824 | $1.48 | $1.48 | 17.2% | 7% |
| 20260821 | $1.55 | $2.05 | 17.0% | 6% |
| 20260820 | $1.55 | $1.12 | 17.2% | 7% |
| 20260819 | $1.52 | $1.15 | 15.0% | 1% |
| 20260818 | $1.52 | $1.18 | 14.8% | 0% |
| 20260817 | $5.00 | $3.05 | 18.2% | 7% |
| 20260814 | $1.57 | $1.12 | 18.6% | 8% |
| 20260813 | $1.50 | $0.95 | 15.8% | 0% |
| 20260812 | $1.60 | $1.25 | 17.2% | 0% |
| 20260811 | $1.62 | $1.20 | 18.0% | 3% |
| 20260810 | $3.22 | $0.93 | 21.1% | 13% |
| 20260807 | — | — | 22.6% | 17% |
| 20260806 | $1.90 | $1.50 | 20.9% | 12% |
| 20260805 | $1.30 | $1.30 | 30.4% | 41% |
| 20260804 | $1.07 | $1.07 | 22.5% | 17% |
| 20260803 | $1.60 | $1.60 | 17.6% | 2% |
| 20260731 | $1.57 | $1.57 | 19.6% | 8% |
| 20260730 | $1.60 | $1.60 | 24.4% | 23% |
More on PEY
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.