PRF · Expected Move
Invesco RAFI US 1000 ETF · ETF
The expected move for PRF 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).
PRF 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 PRF Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
15.2%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to PRF'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.
PRF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 15.2% | 12% |
| 20261020 | $0.93 | $0.93 | 14.8% | 4% |
| 20261019 | $0.00 | $0.00 | 16.2% | 8% |
| 20261016 | $1.77 | $4.00 | 15.8% | 7% |
| 20261015 | $1.82 | $1.25 | 13.9% | 2% |
| 20261014 | $1.88 | $1.32 | 14.1% | 2% |
| 20261013 | $1.85 | $1.30 | 14.0% | 2% |
| 20261012 | $1.92 | $1.45 | 13.8% | 2% |
| 20261009 | $1.93 | $1.45 | 15.6% | 6% |
| 20261008 | $1.95 | $1.25 | 17.8% | 12% |
| 20261007 | $1.97 | $1.42 | 18.5% | 14% |
| 20261006 | $2.05 | $1.50 | 18.0% | 13% |
| 20261005 | $1.95 | $1.12 | 18.2% | 14% |
| 20261002 | $1.30 | $1.30 | 17.2% | 11% |
| 20261001 | $1.38 | $1.38 | 16.7% | 9% |
| 20260930 | $1.70 | $1.70 | 20.6% | 20% |
| 20260929 | $1.43 | $1.43 | 16.2% | 8% |
| 20260928 | $1.35 | $1.35 | 20.3% | 19% |
| 20260925 | $1.35 | $1.35 | 16.8% | 10% |
| 20260924 | $1.58 | $1.58 | 17.3% | 11% |
| 20260923 | $1.75 | $1.75 | 17.3% | 11% |
| 20260922 | $1.85 | $1.85 | 17.1% | 10% |
| 20260921 | $1.92 | $1.92 | 17.1% | 10% |
| 20260918 | $1.77 | $3.27 | 17.2% | 11% |
| 20260917 | $2.17 | $1.55 | 16.8% | 10% |
| 20260916 | $2.10 | $1.57 | 16.7% | 9% |
| 20260915 | $2.30 | $1.70 | 14.9% | 4% |
| 20260914 | $2.27 | $1.73 | 13.3% | 0% |
| 20260911 | $2.33 | $1.73 | 16.0% | 2% |
| 20260910 | $2.45 | $1.95 | 19.6% | 13% |
| 20260909 | $2.38 | $1.82 | 18.8% | 10% |
| 20260908 | $2.35 | $1.82 | 18.0% | 8% |
| 20260904 | $2.38 | $1.85 | 17.9% | 8% |
| 20260903 | $2.38 | $1.50 | 16.3% | 3% |
| 20260902 | $1.85 | $1.85 | 18.8% | 10% |
| 20260901 | $1.85 | $1.85 | 20.6% | 16% |
| 20260831 | $1.90 | $1.90 | 20.5% | 15% |
| 20260828 | $1.88 | $1.88 | 20.6% | 16% |
| 20260827 | $1.88 | $1.88 | 21.4% | 18% |
| 20260826 | $1.98 | $1.98 | 20.6% | 16% |
| 20260825 | $1.98 | $1.98 | 21.1% | 17% |
| 20260824 | $2.05 | $2.05 | 21.4% | 18% |
| 20260821 | $2.05 | $4.45 | 22.4% | 21% |
| 20260820 | $2.05 | $1.48 | 23.6% | 24% |
| 20260819 | $2.10 | $1.58 | 20.7% | 16% |
| 20260818 | $2.10 | $1.57 | 23.2% | 23% |
| 20260817 | $2.15 | $1.60 | 21.8% | 19% |
| 20260814 | $2.25 | $1.35 | 19.7% | 13% |
| 20260813 | $2.25 | $1.35 | 20.1% | 14% |
| 20260812 | $2.22 | $1.18 | 28.4% | 38% |
| 20260811 | $3.60 | $1.50 | 27.4% | 36% |
| 20260810 | $3.95 | $2.27 | 26.4% | 33% |
| 20260807 | — | — | 25.7% | 30% |
| 20260806 | $4.00 | $2.50 | 26.6% | 33% |
| 20260805 | $2.42 | $2.42 | 24.2% | 26% |
| 20260804 | $2.30 | $2.30 | 27.7% | 36% |
| 20260803 | $2.50 | $2.50 | 23.8% | 25% |
| 20260731 | $2.50 | $2.50 | 24.5% | 27% |
| 20260730 | $2.58 | $2.58 | 20.4% | 15% |
| 20260729 | $2.70 | $2.70 | 26.1% | 25% |
More on PRF
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.