PJP · Expected Move

Invesco Pharmaceuticals ETF · ETF

The expected move for PJP 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).

PJP 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 PJP Expected Move
30-Day Straddle
$6.03
7-Day Straddle
$6.03
30-Day ATM IV
20.1%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to PJP'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.
PJP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $6.03 $6.03 20.1% 68%
20261020 $5.85 $5.85 20.9% 80%
20261019 $5.50 $5.50 19.0% 51%
20261016 $5.33 $3.95 17.4% 25%
20261015 $6.95 $4.35 22.1% 100%
20261014 $5.85 $4.05 18.6% 45%
20261013 $6.25 $4.90 16.9% 18%
20261012 $5.80 $3.83 17.8% 32%
20261009 $6.60 $4.62 17.9% 34%
20261008 $6.92 $4.90 20.8% 81%
20261007 $7.08 $3.80 19.1% 53%
20261006 $6.05 $4.00 18.4% 42%
20261005 $6.83 $3.00 18.9% 50%
20261002 $5.00 $5.00 18.2% 39%
20261001 $4.00 $4.00 19.4% 59%
20260930 $5.65 $5.65 18.6% 46%
20260929 $5.22 $5.22 21.1% 85%
20260928 $5.15 $5.15 18.2% 38%
20260925 $5.15 $5.15 18.3% 40%
20260924 $4.50 $4.50 18.1% 30%
20260923 $5.80 $5.80 19.6% 49%
20260922 $5.45 $5.45 19.5% 48%
20260921 $4.90 $4.90 18.5% 35%
20260918 $5.10 $4.80 18.5% 35%
20260917 $5.50 $3.23 19.3% 46%
20260916 $5.10 $2.50 18.1% 30%
20260915 $5.40 $1.80 18.5% 35%
20260914 $5.45 $3.50 18.4% 34%
20260911 $5.70 $2.08 18.1% 30%
20260910 $5.45 $4.00 17.2% 18%
20260909 $5.90 $3.75 18.4% 33%
20260908 $5.65 $2.77 17.6% 23%
20260904 $6.50 $4.00 18.7% 38%
20260903 $6.05 $5.15 18.2% 31%
20260902 $4.95 $4.95 18.6% 37%
20260901 $4.85 $4.85 18.5% 35%
20260831 $4.00 $4.00 17.6% 23%
20260828 $4.15 $4.15 17.4% 20%
20260827 $5.50 $5.50 19.8% 52%
20260826 $5.80 $5.80 20.8% 64%
20260825 $4.75 $4.75 17.8% 26%
20260824 $5.12 $5.12 19.2% 44%
20260821 $5.55 $4.80 19.2% 44%
20260820 $5.83 $4.80 20.0% 55%
20260819 $5.70 $4.80 18.1% 29%
20260818 $5.65 $4.80 16.6% 11%
20260817 $6.05 $4.95 20.2% 57%
20260814 $5.50 $3.15 17.4% 21%
20260813 $5.85 $3.17 18.9% 40%
20260812 $5.58 $3.90 17.8% 25%
20260811 $6.25 $4.80 19.9% 53%
20260810 $6.30 $4.40 19.7% 50%
20260807 — — 19.8% 52%
20260806 $6.35 $5.15 19.4% 46%
20260805 $4.17 $4.17 20.8% 65%
20260804 $4.75 $4.75 18.7% 37%
20260803 $5.80 $5.80 18.2% 26%
20260731 $5.82 $5.82 19.3% 38%
20260730 $6.30 $6.30 18.5% 29%
20260729 $6.47 $6.47 19.1% 36%

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.