PSI · Expected Move
Invesco Semiconductors ETF · ETF
The expected move for PSI 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).
PSI 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 PSI Expected Move
30-Day Straddle
$15.15
7-Day Straddle
$15.15
30-Day ATM IV
47.7%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to PSI'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.
PSI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $15.15 | $15.15 | 47.7% | 41% |
| 20261016 | $15.90 | $7.03 | 51.9% | 55% |
| 20261015 | $16.45 | $3.77 | 49.3% | 46% |
| 20261014 | $16.30 | $5.93 | 48.0% | 42% |
| 20261013 | $16.80 | $6.60 | 45.1% | 33% |
| 20261012 | $16.85 | $6.05 | 45.1% | 33% |
| 20261009 | $17.60 | $7.42 | 43.8% | 29% |
| 20261008 | $18.85 | $8.15 | 46.1% | 36% |
| 20261007 | $18.85 | $7.95 | 43.5% | 28% |
| 20261006 | $18.65 | $8.32 | 41.7% | 22% |
| 20261005 | $21.40 | $7.88 | 45.6% | 35% |
| 20261002 | $9.55 | $9.55 | 46.4% | 37% |
| 20261001 | $11.05 | $11.05 | 46.3% | 37% |
| 20260930 | $11.23 | $11.23 | 46.5% | 38% |
| 20260929 | $11.85 | $11.85 | 47.1% | 39% |
| 20260928 | $11.60 | $11.60 | 45.9% | 35% |
| 20260925 | $12.50 | $12.50 | 46.3% | 37% |
| 20260924 | $12.95 | $12.95 | 47.2% | 40% |
| 20260923 | $13.55 | $13.55 | 46.8% | 38% |
| 20260922 | $13.85 | $13.85 | 46.1% | 36% |
| 20260921 | $14.15 | $14.15 | 47.2% | 40% |
| 20260918 | $13.50 | $5.08 | 43.0% | 26% |
| 20260917 | $13.75 | $3.00 | 45.6% | 35% |
| 20260916 | $11.45 | $4.53 | 38.6% | 12% |
| 20260915 | $11.65 | $4.92 | 39.1% | 14% |
| 20260914 | $11.85 | $4.90 | 39.1% | 14% |
| 20260911 | $13.15 | $5.62 | 38.3% | 12% |
| 20260910 | $14.55 | $7.07 | 42.9% | 26% |
| 20260909 | $14.80 | $6.65 | 41.5% | 22% |
| 20260908 | $15.10 | $7.80 | 41.9% | 23% |
| 20260904 | $14.30 | $8.68 | 39.4% | 15% |
| 20260903 | $12.10 | $7.53 | 34.7% | 0% |
| 20260902 | $8.32 | $8.32 | 37.1% | 5% |
| 20260901 | $7.62 | $7.62 | 35.7% | 0% |
| 20260831 | $8.90 | $8.90 | 35.9% | 0% |
| 20260828 | $10.05 | $10.05 | 39.4% | 0% |
| 20260827 | $10.50 | $10.50 | 39.7% | 0% |
| 20260826 | $11.20 | $11.20 | 40.9% | 0% |
| 20260825 | $10.88 | $10.88 | 40.8% | 0% |
| 20260824 | $11.40 | $11.40 | 42.1% | 1% |
| 20260821 | $13.75 | $4.05 | 43.3% | 12% |
| 20260820 | $13.25 | $2.88 | 42.3% | 8% |
| 20260819 | $14.25 | $3.60 | 44.6% | 17% |
| 20260818 | $14.65 | $5.65 | 43.0% | 11% |
| 20260817 | $15.80 | $5.65 | 41.8% | 6% |
| 20260814 | $16.25 | $7.38 | 43.0% | 11% |
| 20260813 | $15.90 | $7.58 | 42.1% | 7% |
| 20260812 | $17.35 | $8.70 | 45.4% | 20% |
| 20260811 | $16.95 | $8.40 | 45.3% | 20% |
| 20260810 | $18.05 | $9.90 | 48.2% | 31% |
| 20260807 | — | — | 50.0% | 38% |
| 20260806 | $21.20 | $13.65 | 55.0% | 57% |
| 20260805 | $13.25 | $13.25 | 55.4% | 58% |
| 20260804 | $16.90 | $16.90 | 61.9% | 83% |
| 20260803 | $14.75 | $14.75 | 58.2% | 69% |
| 20260731 | $14.60 | $14.60 | 55.8% | 60% |
| 20260730 | $14.85 | $14.85 | 55.9% | 60% |
| 20260729 | $14.85 | $14.85 | 61.8% | 83% |
| 20260728 | $16.00 | $16.00 | 59.8% | 75% |
| 20260727 | $18.15 | $18.15 | 61.2% | 81% |
More on PSI
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.