PSCF · Expected Move
Invesco S&P SmallCap Financials ETF · ETF
The expected move for PSCF 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).
PSCF 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 PSCF Expected Move
30-Day Straddle
$3.25
7-Day Straddle
$1.82
30-Day ATM IV
19.8%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to PSCF'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.
PSCF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.25 | $1.82 | 19.8% | 16% |
| 20261106 | $4.03 | $2.58 | 23.5% | 66% |
| 20261105 | $4.20 | $2.75 | 24.9% | 85% |
| 20261104 | $2.27 | $2.27 | 19.5% | 13% |
| 20261103 | $2.55 | $2.55 | 22.4% | 51% |
| 20261102 | $2.95 | $2.95 | 23.4% | 65% |
| 20261030 | $2.75 | $2.75 | 21.7% | 42% |
| 20261029 | $2.40 | $2.40 | 19.6% | 14% |
| 20261028 | $2.58 | $2.58 | 20.2% | 22% |
| 20261027 | $2.67 | $2.67 | 21.0% | 32% |
| 20261026 | $3.15 | $3.15 | 23.3% | 63% |
| 20261023 | $2.62 | $2.62 | 21.3% | 37% |
| 20261022 | $3.25 | $3.25 | 22.9% | 58% |
| 20261021 | $2.85 | $2.85 | 22.7% | 56% |
| 20261020 | $3.08 | $3.08 | 21.4% | 38% |
| 20261019 | $3.05 | $3.05 | 21.4% | 38% |
| 20261016 | $3.30 | $3.10 | 21.4% | 38% |
| 20261015 | $3.35 | $1.10 | 21.5% | 39% |
| 20261014 | $3.30 | $1.33 | 21.5% | 35% |
| 20261013 | $3.30 | $1.30 | 21.1% | 31% |
| 20261012 | $3.50 | $1.43 | 21.9% | 41% |
| 20261009 | $3.75 | $1.62 | 23.8% | 65% |
| 20261008 | $3.77 | $1.52 | 23.7% | 63% |
| 20261007 | $3.88 | $1.75 | 24.0% | 67% |
| 20261006 | $3.62 | $1.93 | 21.4% | 34% |
| 20261005 | $3.67 | $1.68 | 21.8% | 40% |
| 20261002 | $2.00 | $2.00 | 22.3% | 46% |
| 20261001 | $2.23 | $2.23 | 23.1% | 55% |
| 20260930 | $2.25 | $2.25 | 22.7% | 50% |
| 20260929 | $2.33 | $2.33 | 22.0% | 42% |
| 20260928 | $2.25 | $2.25 | 20.6% | 25% |
| 20260925 | $2.30 | $2.30 | 20.0% | 18% |
| 20260924 | $2.40 | $2.40 | 20.4% | 22% |
| 20260923 | $2.45 | $2.45 | 19.8% | 15% |
| 20260922 | $2.42 | $2.42 | 19.6% | 12% |
| 20260921 | $2.42 | $2.42 | 19.1% | 6% |
| 20260918 | $2.58 | $3.23 | 18.6% | 0% |
| 20260917 | $2.75 | $1.42 | 19.0% | 2% |
| 20260916 | $3.35 | $1.62 | 22.4% | 45% |
| 20260915 | $3.00 | $1.68 | 20.0% | 15% |
| 20260914 | $2.95 | $1.62 | 19.3% | 5% |
| 20260911 | $2.92 | $1.65 | 18.9% | 0% |
| 20260910 | $3.23 | $1.85 | 20.3% | 13% |
| 20260909 | $3.15 | $1.88 | 19.6% | 2% |
| 20260908 | $3.25 | $2.23 | 20.4% | 14% |
| 20260904 | $3.50 | $2.80 | 21.4% | 27% |
| 20260903 | $3.45 | $2.88 | 23.2% | 52% |
| 20260902 | $2.67 | $2.67 | 21.8% | 32% |
| 20260901 | $2.23 | $2.23 | 19.7% | 3% |
| 20260831 | $2.50 | $2.50 | 20.6% | 16% |
| 20260828 | $3.08 | $3.08 | 22.0% | 35% |
| 20260827 | $3.00 | $3.00 | 21.8% | 32% |
| 20260826 | $3.28 | $3.28 | 22.7% | 45% |
| 20260825 | $3.40 | $3.40 | 23.1% | 50% |
| 20260824 | $3.45 | $3.45 | 23.2% | 52% |
| 20260821 | $3.42 | $3.23 | 22.8% | 46% |
| 20260820 | $3.23 | $1.32 | 22.3% | 40% |
| 20260819 | $3.42 | $1.48 | 22.7% | 45% |
| 20260818 | $3.92 | $1.65 | 23.3% | 53% |
| 20260817 | $3.95 | $1.70 | 22.6% | 43% |
More on PSCF
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.