PIE · Expected Move

Invesco Exchange-Traded Fund Trust II Invesco Dorsey Wright Emerging Markets Momentum ETF · ETF

The expected move for PIE 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).

PIE straddle price & implied vol

60 sessions

Bars: 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 PIE Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
43.7%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to PIE'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.
PIE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $0.00 $0.00 43.7% 31%
20261106 $0.00 $0.00 38.8% 21%
20261105 $0.00 $0.00 39.1% 22%
20261104 $0.00 $0.00 37.7% 19%
20261103 $0.00 $0.00 37.3% 19%
20261102 $1.00 $1.00 34.1% 12%
20261030 $0.00 $0.00 33.9% 12%
20261029 $0.00 $0.00 63.8% 69%
20261028 $0.00 $0.00 58.7% 59%
20261027 $0.00 $0.00 42.3% 28%
20261026 $0.00 $0.00 70.8% 82%
20261023 $0.00 $0.00 34.5% 13%
20261022 $0.00 $0.00 80.3% 100%
20261021 $1.27 $1.27 39.8% 66%
20261020 $0.00 $0.00 27.6% 0%
20261019 $0.00 $0.00 31.8% 9%
20261016 $2.58 $3.35 30.0% 0%
20261015 $2.52 $1.57 33.8% 13%
20261014 $2.65 $1.73 37.8% 33%
20261013 $2.60 $1.75 39.8% 43%
20261012 $2.62 $1.80 40.3% 46%
20261009 $2.70 $1.85 40.9% 49%
20261008 $2.67 $1.82 41.3% 51%
20261007 $2.77 $1.93 39.3% 41%
20261006 $2.83 $1.98 38.0% 34%
20261005 $2.98 $2.02 37.8% 33%
20261002 $1.98 $1.98 37.1% 30%
20261001 $2.12 $2.12 37.3% 31%
20260930 $2.10 $2.10 37.0% 29%
20260929 $2.17 $2.17 38.0% 34%
20260928 $1.65 $1.65 33.0% 9%
20260925 $2.10 $2.10 37.0% 29%
20260924 $2.20 $2.20 40.1% 45%
20260923 $2.25 $2.25 39.9% 44%
20260922 $2.33 $2.33 36.6% 27%
20260921 $2.12 $2.12 36.3% 26%
20260918 $2.17 $4.80 41.3% 51%
20260917 $2.30 $1.57 39.0% 39%
20260916 $2.20 $1.52 38.7% 38%
20260915 $2.33 $1.73 37.2% 32%
20260914 $2.35 $1.67 37.5% 33%
20260911 $2.40 $1.75 38.1% 36%
20260910 $2.40 $1.85 40.2% 47%
20260909 $2.45 $1.82 38.0% 36%
20260908 $2.42 $1.85 37.8% 35%
20260904 $2.30 $1.70 35.4% 23%
20260903 $1.88 $1.85 36.5% 28%
20260902 $1.88 $1.88 36.9% 30%
20260901 $1.90 $1.90 36.1% 27%
20260831 $1.98 $1.98 36.4% 28%
20260828 $2.00 $2.00 34.9% 20%
20260827 $2.05 $2.05 31.2% 2%
20260826 $2.17 $2.17 33.7% 16%
20260825 $2.15 $2.15 34.0% 17%
20260824 $2.17 $2.17 35.4% 24%
20260821 $2.30 $3.17 34.4% 19%
20260820 $2.25 $1.50 34.8% 21%
20260819 $2.70 $1.90 34.4% 19%
20260818 $2.78 $2.08 34.0% 17%
20260817 $2.78 $2.05 33.4% 14%

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.