PRN · Expected Move
Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Industrials Momentum ETF · ETF
The expected move for PRN 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).
PRN 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 PRN Expected Move
30-Day Straddle
$14.45
7-Day Straddle
$14.45
30-Day ATM IV
32.4%
IV Rank
83%
Implied one-standard-deviation move through the next 30 days. Compare to PRN'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.
PRN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $14.45 | $14.45 | 32.4% | 83% |
| 20261020 | $14.90 | $14.90 | 33.1% | 91% |
| 20261019 | $13.95 | $13.95 | 30.7% | 63% |
| 20261016 | $16.20 | $5.00 | 33.9% | 100% |
| 20261015 | $15.45 | $5.15 | 31.6% | 80% |
| 20261014 | $16.50 | $5.10 | 33.2% | 100% |
| 20261013 | $15.95 | $5.50 | 31.3% | 81% |
| 20261012 | $15.70 | $5.00 | 30.4% | 70% |
| 20261009 | $16.00 | $6.05 | 29.7% | 61% |
| 20261008 | $17.40 | $6.95 | 32.1% | 91% |
| 20261007 | $17.70 | $7.00 | 32.1% | 92% |
| 20261006 | $16.75 | $6.80 | 29.1% | 52% |
| 20261005 | $18.20 | $8.25 | 30.6% | 72% |
| 20261002 | $9.50 | $9.50 | 30.9% | 76% |
| 20261001 | $10.00 | $10.00 | 32.7% | 99% |
| 20260930 | $9.80 | $9.80 | 31.3% | 81% |
| 20260929 | $10.30 | $10.30 | 31.0% | 77% |
| 20260928 | $10.55 | $10.55 | 31.4% | 83% |
| 20260925 | $11.25 | $11.25 | 29.5% | 58% |
| 20260924 | $11.10 | $11.10 | 29.8% | 61% |
| 20260923 | $11.35 | $11.35 | 29.3% | 55% |
| 20260922 | $11.10 | $11.10 | 28.4% | 43% |
| 20260921 | $11.75 | $11.75 | 28.9% | 49% |
| 20260918 | $12.45 | $5.00 | 28.5% | 45% |
| 20260917 | $12.45 | $5.00 | 28.8% | 48% |
| 20260916 | $13.45 | $5.05 | 30.6% | 73% |
| 20260915 | $13.75 | $5.10 | 30.8% | 74% |
| 20260914 | $13.75 | $5.40 | 29.6% | 59% |
| 20260911 | $14.00 | $6.55 | 27.6% | 32% |
| 20260910 | $15.20 | $7.25 | 31.1% | 78% |
| 20260909 | $14.95 | $7.55 | 29.6% | 59% |
| 20260908 | $15.90 | $8.75 | 30.2% | 67% |
| 20260904 | $15.10 | $8.50 | 27.7% | 34% |
| 20260903 | $15.10 | $8.60 | 27.6% | 33% |
| 20260902 | $8.85 | $8.85 | 27.6% | 32% |
| 20260901 | $9.50 | $9.50 | 27.7% | 34% |
| 20260831 | $9.05 | $9.05 | 27.3% | 29% |
| 20260828 | $9.55 | $9.55 | 26.6% | 19% |
| 20260827 | $10.10 | $10.10 | 26.2% | 14% |
| 20260826 | $11.00 | $11.00 | 27.7% | 34% |
| 20260825 | $11.45 | $11.45 | 27.7% | 33% |
| 20260824 | $11.55 | $11.55 | 27.3% | 29% |
| 20260821 | $12.40 | $5.05 | 27.3% | 28% |
| 20260820 | $13.30 | $5.25 | 27.8% | 36% |
| 20260819 | $13.30 | $5.75 | 27.0% | 25% |
| 20260818 | $14.50 | $5.05 | 28.4% | 43% |
| 20260817 | $15.15 | $6.05 | 27.3% | 29% |
| 20260814 | $15.50 | $7.10 | 26.8% | 19% |
| 20260813 | $16.10 | $6.80 | 28.6% | 38% |
| 20260812 | $16.80 | $8.00 | 29.4% | 47% |
| 20260811 | $16.80 | $8.10 | 29.6% | 49% |
| 20260810 | $17.55 | $9.25 | 30.5% | 57% |
| 20260807 | — | — | 29.5% | 30% |
| 20260806 | $19.95 | $11.75 | 32.3% | 48% |
| 20260805 | $11.50 | $11.50 | 31.4% | 41% |
| 20260804 | $13.20 | $13.20 | 32.7% | 50% |
| 20260803 | $11.25 | $11.25 | 30.0% | 32% |
| 20260731 | $13.00 | $13.00 | 31.1% | 39% |
| 20260730 | $13.95 | $13.95 | 32.2% | 47% |
| 20260729 | $11.95 | $11.95 | 30.2% | 34% |
More on PRN
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.