PSCM · Expected Move
Invesco S&P SmallCap Materials ETF · ETF
The expected move for PSCM 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).
PSCM 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 PSCM Expected Move
30-Day Straddle
$7.35
7-Day Straddle
$3.45
30-Day ATM IV
29.7%
IV Rank
89%
Implied one-standard-deviation move through the next 30 days. Compare to PSCM'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.
PSCM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $7.35 | $3.45 | 29.7% | 89% |
| 20261008 | $7.65 | $3.50 | 29.9% | 92% |
| 20261007 | $7.82 | $3.95 | 29.9% | 92% |
| 20261006 | $7.95 | $3.75 | 29.5% | 88% |
| 20261005 | $7.60 | $3.58 | 27.6% | 67% |
| 20261002 | $4.12 | $4.12 | 29.7% | 90% |
| 20261001 | $4.07 | $4.07 | 27.8% | 69% |
| 20260930 | $4.47 | $4.47 | 28.8% | 80% |
| 20260929 | $4.28 | $4.28 | 26.9% | 59% |
| 20260928 | $4.35 | $4.35 | 25.0% | 40% |
| 20260925 | $4.12 | $4.12 | 22.9% | 17% |
| 20260924 | $4.35 | $4.35 | 24.1% | 30% |
| 20260923 | $4.20 | $4.20 | 22.9% | 17% |
| 20260922 | $4.30 | $4.30 | 22.1% | 9% |
| 20260921 | $4.10 | $4.10 | 21.6% | 3% |
| 20260918 | $4.55 | $3.45 | 22.0% | 8% |
| 20260917 | $4.85 | $2.10 | 22.5% | 13% |
| 20260916 | $5.33 | $2.40 | 24.3% | 32% |
| 20260915 | $5.35 | $2.60 | 24.3% | 32% |
| 20260914 | $5.53 | $2.80 | 24.3% | 32% |
| 20260911 | $5.68 | $2.75 | 23.9% | 28% |
| 20260910 | $6.15 | $3.35 | 25.0% | 40% |
| 20260909 | $5.97 | $3.38 | 24.1% | 30% |
| 20260908 | $6.00 | $3.27 | 23.3% | 21% |
| 20260904 | $5.95 | $3.05 | 21.8% | 5% |
| 20260903 | $6.05 | $3.55 | 22.1% | 9% |
| 20260902 | $3.97 | $3.97 | 22.6% | 14% |
| 20260901 | $3.85 | $3.85 | 22.9% | 17% |
| 20260831 | $4.10 | $4.10 | 22.3% | 11% |
| 20260828 | $4.08 | $4.08 | 21.3% | 0% |
| 20260827 | $4.15 | $4.15 | 21.5% | 0% |
| 20260826 | $4.57 | $4.57 | 22.6% | 8% |
| 20260825 | $4.38 | $4.38 | 22.0% | 2% |
| 20260824 | $4.72 | $4.72 | 23.0% | 13% |
| 20260821 | $5.28 | $3.80 | 23.2% | 15% |
| 20260820 | $4.95 | $2.12 | 22.4% | 6% |
| 20260819 | $5.25 | $2.17 | 22.7% | 10% |
| 20260818 | $5.15 | $2.42 | 21.9% | 0% |
| 20260817 | $5.60 | $2.67 | 22.5% | 7% |
| 20260814 | $5.55 | $2.58 | 21.9% | 0% |
| 20260813 | $5.75 | $2.78 | 22.9% | 4% |
| 20260812 | $5.92 | $3.03 | 22.9% | 4% |
| 20260811 | $6.38 | $3.33 | 23.8% | 10% |
| 20260810 | $6.43 | $3.17 | 23.7% | 9% |
| 20260807 | — | — | 22.3% | 0% |
| 20260806 | $6.67 | $3.85 | 23.5% | 1% |
| 20260805 | $3.65 | $3.65 | 23.3% | 0% |
| 20260804 | $4.28 | $4.28 | 24.2% | 4% |
| 20260803 | $3.95 | $3.95 | 23.4% | 0% |
| 20260731 | $4.92 | $4.92 | 25.1% | 4% |
| 20260730 | $4.85 | $4.85 | 25.9% | 9% |
| 20260729 | $5.00 | $5.00 | 27.3% | 16% |
| 20260728 | $5.08 | $5.08 | 25.9% | 9% |
| 20260727 | $5.60 | $5.60 | 27.2% | 16% |
| 20260724 | $5.90 | $5.90 | 27.4% | 17% |
| 20260723 | $5.78 | $5.78 | 26.3% | 11% |
| 20260722 | $5.67 | $5.67 | 25.3% | 5% |
| 20260721 | $5.75 | $5.75 | 25.8% | 8% |
| 20260720 | $5.85 | $5.85 | 25.9% | 9% |
| 20260716 | $5.95 | $1.57 | 24.3% | 0% |
More on PSCM
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.