PPI · Expected Move
Investment Managers Series Trust II Astoria Real Assets ETF · ETF
The expected move for PPI 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).
PPI 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 PPI Expected Move
30-Day Straddle
$1.62
7-Day Straddle
$5.75
30-Day ATM IV
63.7%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to PPI'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.
PPI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $1.62 | $5.75 | 63.7% | 50% |
| 20261015 | $1.55 | $1.15 | 45.8% | 29% |
| 20261014 | $1.60 | $1.25 | 63.4% | 49% |
| 20261013 | $1.67 | $1.35 | 38.1% | 19% |
| 20261012 | $1.75 | $1.38 | 40.7% | 23% |
| 20261009 | $1.80 | $1.42 | 44.5% | 27% |
| 20261008 | $1.75 | $1.38 | 43.1% | 25% |
| 20261007 | $1.77 | $1.32 | 49.6% | 33% |
| 20261006 | $1.75 | $1.38 | 35.1% | 16% |
| 20261005 | $1.80 | $1.40 | 39.7% | 21% |
| 20261002 | $1.45 | $1.45 | 38.2% | 20% |
| 20261001 | $1.40 | $1.40 | 46.5% | 29% |
| 20260930 | $1.40 | $1.40 | 63.4% | 49% |
| 20260929 | $1.45 | $1.45 | 41.9% | 24% |
| 20260928 | $1.48 | $1.48 | 39.2% | 21% |
| 20260925 | $1.50 | $1.50 | 37.2% | 18% |
| 20260924 | $1.52 | $1.52 | 40.1% | 22% |
| 20260923 | $1.58 | $1.58 | 35.6% | 16% |
| 20260922 | $1.50 | $1.50 | 31.6% | 12% |
| 20260921 | $1.52 | $1.52 | 32.3% | 13% |
| 20260918 | $1.55 | $5.80 | 30.9% | 11% |
| 20260917 | $1.48 | $1.27 | 32.8% | 13% |
| 20260916 | $1.50 | $1.32 | 29.6% | 9% |
| 20260915 | $1.58 | $1.02 | 29.0% | 9% |
| 20260914 | $1.60 | $1.35 | 26.9% | 6% |
| 20260911 | $1.65 | $1.32 | 24.8% | 4% |
| 20260910 | $1.65 | $1.33 | 25.9% | 5% |
| 20260909 | $1.68 | $1.40 | 28.9% | 9% |
| 20260908 | $1.73 | $1.48 | 24.8% | 4% |
| 20260904 | $1.75 | $1.43 | 24.2% | 3% |
| 20260903 | $1.75 | $1.45 | 26.2% | 5% |
| 20260902 | $1.43 | $1.43 | 26.3% | 5% |
| 20260901 | $1.40 | $1.40 | 28.7% | 8% |
| 20260831 | $1.40 | $1.40 | 26.1% | 5% |
| 20260828 | $1.45 | $1.45 | 32.4% | 13% |
| 20260827 | $1.55 | $1.55 | 26.4% | 6% |
| 20260826 | $1.50 | $1.50 | 29.5% | 9% |
| 20260825 | $1.50 | $1.50 | 33.5% | 14% |
| 20260824 | $1.50 | $1.50 | 33.0% | 13% |
| 20260821 | $1.50 | $5.25 | 35.7% | 17% |
| 20260820 | $1.52 | $1.38 | 36.8% | 18% |
| 20260819 | $1.52 | $1.32 | 36.4% | 17% |
| 20260818 | $1.48 | $1.32 | 38.1% | 19% |
| 20260817 | $1.55 | $1.25 | 38.5% | 20% |
| 20260814 | $1.55 | $1.32 | 34.2% | 15% |
| 20260813 | $1.57 | $1.40 | 34.8% | 16% |
| 20260812 | $1.62 | $1.38 | 36.0% | 17% |
| 20260811 | $1.52 | $1.30 | 31.8% | 12% |
| 20260810 | $1.70 | $1.42 | 30.4% | 10% |
| 20260807 | — | — | 30.5% | 10% |
| 20260806 | $1.82 | $1.45 | 30.2% | 10% |
| 20260805 | $5.62 | $5.62 | 31.9% | 12% |
| 20260804 | $1.48 | $1.48 | 29.2% | 9% |
| 20260803 | $5.65 | $5.65 | 27.4% | 7% |
| 20260731 | $5.70 | $5.70 | 26.9% | 6% |
| 20260730 | $1.48 | $1.48 | 24.8% | 4% |
| 20260729 | $5.80 | $5.80 | 39.4% | 21% |
| 20260728 | $0.78 | $0.78 | 25.3% | 4% |
| 20260727 | $1.32 | $1.32 | 28.4% | 8% |
| 20260724 | $1.67 | $1.67 | 29.5% | 9% |
More on PPI
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.