PSEP · Expected Move
Innovator U.S. Equity Power Buffer ETF - September · ETF
The expected move for PSEP 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).
PSEP 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 PSEP Expected Move
30-Day Straddle
$2.95
7-Day Straddle
$2.95
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to PSEP'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.
PSEP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260708 | $2.95 | $2.95 | — | — |
| 20260707 | $2.95 | $2.95 | — | — |
| 20260706 | $2.95 | $2.95 | — | — |
| 20260702 | $2.95 | $2.95 | — | — |
| 20260701 | $2.95 | $2.95 | — | — |
| 20260630 | $2.95 | $2.95 | — | — |
| 20260629 | $2.95 | $2.95 | — | — |
| 20260626 | $2.95 | $2.95 | — | — |
| 20260625 | $2.95 | $2.95 | — | — |
| 20260624 | $2.95 | $2.95 | — | — |
| 20260623 | $2.95 | $2.95 | — | — |
| 20260622 | $2.95 | $2.95 | — | — |
| 20260618 | $2.02 | $2.02 | — | — |
| 20260617 | $2.02 | $2.02 | — | — |
| 20260616 | $2.02 | $2.02 | — | — |
| 20260615 | $2.02 | $2.02 | — | — |
| 20260613 | $2.02 | $2.02 | — | — |
| 20260612 | $2.02 | $2.02 | — | — |
| 20260611 | $2.02 | $2.02 | 73.2% | 100% |
| 20260610 | $2.02 | $2.02 | 68.0% | 100% |
| 20260609 | $2.02 | $2.02 | 64.5% | 100% |
| 20260608 | $2.02 | $2.02 | 61.4% | 100% |
| 20260605 | $2.02 | $2.02 | 54.1% | 100% |
| 20260604 | $2.02 | $2.02 | 52.8% | 100% |
| 20260603 | $2.02 | $2.02 | 50.9% | 100% |
| 20260602 | $2.02 | $2.02 | 49.5% | 100% |
| 20260601 | $2.02 | $2.02 | 48.1% | 100% |
| 20260529 | $2.02 | $2.02 | 44.4% | 100% |
| 20260528 | $2.02 | $2.02 | 43.3% | 100% |
| 20260527 | $2.02 | $2.02 | 42.3% | 100% |
| 20260526 | $2.02 | $2.02 | 41.3% | 100% |
| 20260522 | $2.02 | $2.02 | 38.2% | 96% |
| 20260521 | $2.02 | $2.02 | 37.5% | 93% |
| 20260520 | $2.02 | $2.02 | 36.9% | 91% |
| 20260519 | $2.02 | $2.02 | 36.3% | 89% |
| 20260518 | $2.02 | $2.02 | 35.7% | 87% |
| 20260515 | $2.02 | $1.58 | 34.2% | 82% |
| 20260514 | $2.02 | $1.58 | 33.8% | 81% |
| 20260513 | $2.02 | $1.60 | 33.3% | 79% |
| 20260512 | $2.02 | $1.60 | 32.9% | 78% |
| 20260511 | $2.02 | $1.60 | 32.5% | 76% |
| 20260510 | $2.02 | $1.60 | — | — |
| 20260508 | $2.02 | $1.60 | 35.8% | 87% |
| 20260507 | $2.02 | $1.60 | 35.8% | 87% |
| 20260506 | $2.02 | $1.60 | 35.7% | 87% |
| 20260505 | $2.02 | $1.60 | 35.7% | 87% |
| 20260504 | $2.02 | $1.60 | 30.0% | 67% |
| 20260502 | $1.70 | $1.70 | — | — |
| 20260501 | $1.70 | $1.70 | 25.2% | 51% |
| 20260430 | $1.60 | $1.60 | 24.0% | 47% |
| 20260429 | $1.67 | $1.67 | 24.2% | 48% |
| 20260428 | $1.70 | $1.70 | 24.0% | 47% |
| 20260427 | $1.70 | $1.70 | 24.2% | 48% |
| 20260424 | $1.73 | $1.73 | 24.7% | 49% |
| 20260423 | $1.73 | $1.73 | 24.2% | 47% |
| 20260422 | $1.77 | $1.77 | 22.0% | 40% |
| 20260421 | $1.75 | $1.75 | 23.4% | 45% |
| 20260420 | $1.80 | $1.80 | 24.5% | 49% |
| 20260417 | $1.77 | $1.35 | 23.0% | 44% |
| 20260416 | $1.82 | $1.58 | 22.0% | 40% |
More on PSEP
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.