PEZ · Expected Move
Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Cyclicals Momentum ETF · ETF
The expected move for PEZ 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).
PEZ 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 PEZ Expected Move
30-Day Straddle
$5.40
7-Day Straddle
$4.00
30-Day ATM IV
22.3%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to PEZ'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.
PEZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $5.40 | $4.00 | 22.3% | 46% |
| 20261008 | $6.10 | $4.55 | 23.8% | 64% |
| 20261007 | $6.05 | $4.70 | 23.8% | 64% |
| 20261006 | $5.30 | $3.85 | 22.3% | 47% |
| 20261005 | $6.10 | $4.80 | 24.2% | 68% |
| 20261002 | $4.50 | $4.50 | 22.1% | 45% |
| 20261001 | $4.90 | $4.90 | 21.5% | 37% |
| 20260930 | $3.90 | $3.90 | 21.2% | 34% |
| 20260929 | $2.92 | $2.92 | 19.1% | 10% |
| 20260928 | $5.05 | $5.05 | 23.2% | 57% |
| 20260925 | $5.05 | $5.05 | 23.4% | 59% |
| 20260924 | $5.15 | $5.15 | 25.8% | 87% |
| 20260923 | $5.00 | $5.00 | 24.3% | 70% |
| 20260922 | $5.10 | $5.10 | 24.2% | 69% |
| 20260921 | $5.60 | $5.60 | 26.9% | 100% |
| 20260918 | $5.15 | $4.55 | 23.4% | 61% |
| 20260917 | $5.10 | $2.45 | 23.5% | 62% |
| 20260916 | $5.00 | $3.50 | 21.5% | 38% |
| 20260915 | $5.00 | $4.55 | 19.5% | 15% |
| 20260914 | $5.72 | $4.95 | 25.3% | 83% |
| 20260911 | $5.35 | $3.47 | 23.2% | 58% |
| 20260910 | $5.05 | $3.10 | 22.1% | 44% |
| 20260909 | $6.00 | $2.75 | 24.7% | 76% |
| 20260908 | $5.40 | $3.70 | 22.0% | 44% |
| 20260904 | $5.15 | $4.85 | 21.8% | 42% |
| 20260903 | $5.10 | $3.80 | 20.4% | 25% |
| 20260902 | $4.90 | $4.90 | 24.1% | 68% |
| 20260901 | $3.35 | $3.35 | 18.3% | 0% |
| 20260831 | $4.85 | $4.85 | 18.8% | 0% |
| 20260828 | $4.30 | $4.30 | 21.6% | 28% |
| 20260827 | $4.58 | $4.58 | 20.2% | 8% |
| 20260826 | $4.67 | $4.67 | 22.1% | 35% |
| 20260825 | $4.50 | $4.50 | 22.5% | 41% |
| 20260824 | $5.00 | $5.00 | 20.4% | 11% |
| 20260821 | $4.55 | $5.00 | 20.3% | 10% |
| 20260820 | $5.57 | $4.75 | 21.9% | 31% |
| 20260819 | $5.40 | $3.55 | 23.4% | 53% |
| 20260818 | $5.38 | $4.90 | 22.7% | 44% |
| 20260817 | $5.60 | $4.85 | 22.0% | 34% |
| 20260814 | $5.60 | $4.85 | 22.5% | 29% |
| 20260813 | $5.58 | $5.00 | 21.7% | 21% |
| 20260812 | $4.75 | $3.50 | 19.8% | 2% |
| 20260811 | $5.62 | $4.70 | 21.6% | 18% |
| 20260810 | $5.10 | $5.00 | 19.6% | 0% |
| 20260807 | — | — | 21.2% | 11% |
| 20260806 | $5.95 | $3.58 | 20.4% | 5% |
| 20260805 | $3.23 | $3.23 | 20.3% | 4% |
| 20260804 | $3.98 | $3.98 | 20.2% | 4% |
| 20260803 | $5.05 | $5.05 | 21.1% | 10% |
| 20260731 | $5.40 | $5.40 | 22.3% | 19% |
| 20260730 | $4.60 | $4.60 | 22.8% | 23% |
| 20260729 | $5.25 | $5.25 | 24.1% | 32% |
| 20260728 | $5.25 | $5.25 | 23.0% | 24% |
| 20260727 | $5.25 | $5.25 | 23.5% | 27% |
| 20260724 | $5.05 | $5.05 | 22.6% | 21% |
| 20260723 | $5.00 | $5.00 | 21.6% | 14% |
| 20260722 | $5.50 | $5.50 | 23.0% | 24% |
| 20260721 | $5.40 | $5.40 | 23.1% | 24% |
| 20260720 | $5.35 | $5.35 | 21.6% | 14% |
| 20260716 | $5.65 | $4.50 | 22.2% | 18% |
More on PEZ
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.