PRFZ · Expected Move
Invesco Exchange-Traded Fund Trust Invesco RAFI US 1500 Small-Mid ETF · ETF
The expected move for PRFZ 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).
PRFZ 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 PRFZ Expected Move
30-Day Straddle
$1.20
7-Day Straddle
$1.20
30-Day ATM IV
19.8%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to PRFZ'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.
PRFZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.20 | $1.20 | 19.8% | 37% |
| 20261021 | $0.00 | $0.00 | 18.3% | 27% |
| 20261020 | $1.30 | $1.30 | 18.5% | 28% |
| 20261019 | $0.00 | $0.00 | 19.0% | 32% |
| 20261016 | $2.42 | $4.90 | 19.4% | 34% |
| 20261015 | $2.35 | $1.12 | 17.7% | 23% |
| 20261014 | $2.48 | $1.10 | 19.0% | 31% |
| 20261013 | $2.40 | $1.20 | 18.0% | 25% |
| 20261012 | $2.48 | $1.25 | 18.1% | 26% |
| 20261009 | $2.65 | $1.30 | 19.5% | 35% |
| 20261008 | $2.62 | $1.35 | 19.5% | 35% |
| 20261007 | $2.77 | $1.43 | 20.3% | 40% |
| 20261006 | $2.88 | $1.55 | 19.3% | 33% |
| 20261005 | $2.77 | $0.93 | 19.3% | 33% |
| 20261002 | $1.57 | $1.57 | 19.3% | 34% |
| 20261001 | $1.68 | $1.68 | 19.9% | 37% |
| 20260930 | $1.85 | $1.85 | 19.6% | 36% |
| 20260929 | $1.88 | $1.88 | 19.3% | 34% |
| 20260928 | $1.92 | $1.92 | 19.3% | 33% |
| 20260925 | $1.77 | $1.77 | 18.5% | 28% |
| 20260924 | $1.85 | $1.85 | 18.8% | 30% |
| 20260923 | $1.77 | $1.77 | 17.7% | 23% |
| 20260922 | $2.02 | $2.02 | 18.1% | 26% |
| 20260921 | $1.85 | $1.85 | 17.6% | 22% |
| 20260918 | $1.93 | $4.80 | 16.4% | 15% |
| 20260917 | $2.10 | $1.18 | 18.9% | 31% |
| 20260916 | $2.23 | $1.12 | 18.4% | 27% |
| 20260915 | $2.27 | $1.38 | 18.4% | 28% |
| 20260914 | $2.30 | $1.35 | 17.5% | 22% |
| 20260911 | $1.30 | $1.43 | 18.2% | 26% |
| 20260910 | $2.55 | $1.60 | 18.6% | 29% |
| 20260909 | $2.38 | $1.45 | 18.6% | 29% |
| 20260908 | $2.23 | $1.60 | 17.3% | 20% |
| 20260904 | $2.38 | $1.48 | 17.9% | 25% |
| 20260903 | $2.47 | $1.57 | 18.4% | 28% |
| 20260902 | $1.65 | $1.65 | 18.7% | 30% |
| 20260901 | $1.72 | $1.72 | 19.5% | 35% |
| 20260831 | $1.60 | $1.60 | 23.8% | 64% |
| 20260828 | $1.88 | $1.88 | 23.3% | 60% |
| 20260827 | $1.70 | $1.70 | 17.6% | 22% |
| 20260826 | $1.88 | $1.88 | 20.6% | 42% |
| 20260825 | $1.90 | $1.90 | 20.7% | 43% |
| 20260824 | $2.17 | $2.17 | 22.6% | 56% |
| 20260821 | $2.00 | $2.97 | 17.5% | 21% |
| 20260820 | $2.33 | $1.00 | 23.5% | 61% |
| 20260819 | $2.15 | $1.12 | 17.3% | 20% |
| 20260818 | $2.15 | $1.17 | 18.5% | 28% |
| 20260817 | $2.15 | $1.27 | 16.8% | 17% |
| 20260814 | $2.23 | $1.30 | 16.4% | 13% |
| 20260813 | $2.25 | $1.35 | 16.7% | 15% |
| 20260812 | $2.42 | $1.38 | 18.5% | 26% |
| 20260811 | $2.50 | $1.48 | 19.9% | 29% |
| 20260810 | $3.35 | $2.40 | 21.3% | 36% |
| 20260807 | — | — | 20.2% | 26% |
| 20260806 | $3.50 | $2.62 | 22.4% | 36% |
| 20260805 | $2.60 | $2.60 | 22.0% | 34% |
| 20260804 | $2.38 | $2.38 | 21.3% | 32% |
| 20260803 | $2.55 | $2.55 | 20.1% | 26% |
| 20260731 | $2.72 | $2.72 | 17.1% | 13% |
| 20260730 | $2.75 | $2.75 | 16.7% | 11% |
More on PRFZ
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.