PIO · Expected Move
Invesco Global Water ETF · ETF
The expected move for PIO 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).
PIO 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 PIO Expected Move
30-Day Straddle
$3.58
7-Day Straddle
$1.58
30-Day ATM IV
25.2%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to PIO'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.
PIO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $3.58 | $1.58 | 25.2% | 69% |
| 20261112 | $2.02 | $1.70 | 19.7% | 36% |
| 20261111 | $1.98 | $1.55 | 23.9% | 61% |
| 20261110 | $2.05 | $1.65 | 21.5% | 46% |
| 20261109 | $1.95 | $1.50 | 23.0% | 56% |
| 20261106 | $2.15 | $1.62 | 20.2% | 38% |
| 20261105 | $2.95 | $2.58 | 23.7% | 60% |
| 20261104 | $1.32 | $1.32 | 26.9% | 79% |
| 20261103 | $1.57 | $1.57 | 19.0% | 31% |
| 20261102 | $1.40 | $1.40 | 18.0% | 26% |
| 20261030 | $1.50 | $1.50 | 21.0% | 43% |
| 20261029 | $1.52 | $1.52 | 18.7% | 25% |
| 20261028 | $1.52 | $1.52 | 21.8% | 40% |
| 20261027 | $1.48 | $1.48 | 20.4% | 33% |
| 20261026 | $1.57 | $1.57 | 15.7% | 10% |
| 20261023 | $1.68 | $1.68 | 18.5% | 23% |
| 20261022 | $1.40 | $1.40 | 19.1% | 27% |
| 20261021 | $1.62 | $1.62 | 16.5% | 14% |
| 20261020 | $1.55 | $1.55 | 15.2% | 7% |
| 20261019 | $1.60 | $1.60 | 17.8% | 13% |
| 20261016 | $1.38 | $3.12 | 14.4% | 2% |
| 20261015 | $1.48 | $1.18 | 13.8% | 0% |
| 20261014 | $1.62 | $1.05 | 14.7% | 1% |
| 20261013 | $1.75 | $1.15 | 16.9% | 9% |
| 20261012 | $1.55 | $1.12 | 16.7% | 8% |
| 20261009 | $1.82 | $1.23 | 17.8% | 11% |
| 20261008 | $1.55 | $1.02 | 19.8% | 18% |
| 20261007 | $1.65 | $1.08 | 20.2% | 20% |
| 20261006 | $1.65 | $1.15 | 18.0% | 12% |
| 20261005 | $1.73 | $1.05 | 16.5% | 7% |
| 20261002 | $1.27 | $1.27 | 15.2% | 3% |
| 20261001 | $1.15 | $1.15 | 17.3% | 10% |
| 20260930 | $1.30 | $1.30 | 15.3% | 3% |
| 20260929 | $1.25 | $1.25 | 14.6% | 1% |
| 20260928 | $1.30 | $1.30 | 14.4% | 0% |
| 20260925 | $1.27 | $1.27 | 14.9% | 0% |
| 20260924 | $1.27 | $1.27 | 17.2% | 6% |
| 20260923 | $1.35 | $1.35 | 15.6% | 0% |
| 20260922 | $1.32 | $1.32 | 16.9% | 5% |
| 20260921 | $1.40 | $1.40 | 17.8% | 8% |
| 20260918 | $1.57 | $5.00 | 17.3% | 6% |
| 20260917 | $1.60 | $1.15 | 15.7% | 0% |
| 20260916 | $1.62 | $1.17 | 17.9% | 8% |
| 20260915 | $1.73 | $1.33 | 23.9% | 29% |
| 20260914 | $1.65 | $1.27 | 15.8% | 1% |
| 20260911 | $1.77 | $1.38 | 16.9% | 4% |
| 20260910 | $1.77 | $1.38 | 17.9% | 8% |
| 20260909 | $1.88 | $1.48 | 21.2% | 20% |
| 20260908 | $1.75 | $1.40 | 22.5% | 24% |
| 20260904 | $1.80 | $1.40 | 17.5% | 7% |
| 20260903 | $1.82 | $1.40 | 16.9% | 4% |
| 20260902 | $1.45 | $1.45 | 17.4% | 6% |
| 20260901 | $1.48 | $1.48 | 20.9% | 19% |
| 20260831 | $1.38 | $1.38 | 17.6% | 7% |
| 20260828 | $1.42 | $1.42 | 19.6% | 14% |
| 20260827 | $1.52 | $1.52 | 19.9% | 15% |
| 20260826 | $1.62 | $1.62 | 19.7% | 14% |
| 20260825 | $1.60 | $1.60 | 20.4% | 17% |
| 20260824 | $1.60 | $1.60 | 20.9% | 19% |
| 20260821 | $1.52 | $5.00 | 29.6% | 50% |
More on PIO
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.