PPA · Expected Move

Invesco Aerospace & Defense ETF · ETF

The expected move for PPA 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).

PPA 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 PPA Expected Move
30-Day Straddle
$9.05
7-Day Straddle
$9.05
30-Day ATM IV
24.6%
IV Rank
87%
Implied one-standard-deviation move through the next 30 days. Compare to PPA'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.
PPA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $9.05 $9.05 24.6% 87%
20261016 $9.20 $3.00 23.7% 75%
20261015 $9.50 $2.92 24.4% 85%
20261014 $8.35 $3.80 21.8% 48%
20261013 $8.45 $3.88 21.6% 46%
20261012 $9.60 $4.42 24.1% 80%
20261009 $9.53 $4.47 23.0% 65%
20261008 $8.70 $4.38 21.6% 45%
20261007 $9.88 $5.03 24.0% 79%
20261006 $10.40 $4.92 23.7% 74%
20261005 $10.55 $5.30 23.7% 75%
20261002 $5.40 $5.40 23.0% 64%
20261001 $5.70 $5.70 22.4% 57%
20260930 $6.30 $6.30 23.6% 73%
20260929 $6.40 $6.40 23.4% 71%
20260928 $6.85 $6.85 23.4% 70%
20260925 $6.17 $6.17 21.1% 38%
20260924 $6.65 $6.65 22.0% 51%
20260923 $6.53 $6.53 21.1% 38%
20260922 $6.72 $6.72 20.7% 33%
20260921 $6.78 $6.78 21.0% 37%
20260918 $7.15 $3.05 20.3% 27%
20260917 $7.95 $3.15 22.1% 52%
20260916 $7.88 $3.40 21.4% 43%
20260915 $8.30 $3.83 22.3% 55%
20260914 $8.10 $3.27 21.2% 40%
20260911 $8.45 $4.78 21.6% 45%
20260910 $9.00 $4.00 22.0% 51%
20260909 $9.25 $4.90 22.5% 58%
20260908 $9.35 $6.00 22.7% 55%
20260904 $8.95 $6.00 20.7% 30%
20260903 $9.15 $6.15 20.7% 30%
20260902 $5.80 $5.80 20.0% 19%
20260901 $6.38 $6.38 21.1% 32%
20260831 $7.20 $7.20 20.4% 24%
20260828 $6.80 $6.80 21.4% 35%
20260827 $7.00 $7.00 20.1% 21%
20260826 $7.25 $7.25 20.7% 28%
20260825 $8.00 $8.00 21.8% 41%
20260824 $6.97 $6.97 19.3% 11%
20260821 $7.40 $4.00 19.6% 15%
20260820 $7.72 $3.17 19.8% 17%
20260819 $7.55 $3.90 18.5% 1%
20260818 $8.60 $4.12 20.2% 21%
20260817 $9.55 $4.53 20.9% 30%
20260814 $9.90 $4.90 21.8% 38%
20260813 $10.10 $5.22 21.7% 35%
20260812 $9.15 $5.17 19.9% 14%
20260811 $10.40 $5.60 21.9% 32%
20260810 $11.20 $6.10 23.1% 43%
20260807 — — 22.6% 32%
20260806 $11.10 $6.60 21.7% 25%
20260805 $6.92 $6.92 22.9% 34%
20260804 $7.42 $7.42 23.1% 35%
20260803 $7.50 $7.50 22.4% 30%
20260731 $7.60 $7.60 23.4% 37%
20260730 $7.55 $7.55 23.6% 39%
20260729 $8.38 $8.38 24.5% 46%
20260728 $8.10 $8.10 22.2% 29%
20260727 $7.60 $7.60 21.0% 20%

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.