PSL · Expected Move

Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Staples Momentum ETF · ETF

The expected move for PSL 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).

PSL straddle price & implied vol

60 sessions

Bars: 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 PSL Expected Move
30-Day Straddle
$5.30
7-Day Straddle
$5.05
30-Day ATM IV
18.4%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to PSL'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.
PSL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $5.30 $5.05 18.4% 56%
20261106 $5.88 $5.15 20.6% 84%
20261105 $6.80 $5.05 21.2% 92%
20261104 $5.00 $5.00 18.2% 53%
20261103 $5.00 $5.00 19.8% 74%
20261102 $5.00 $5.00 18.9% 62%
20261030 $5.00 $5.00 18.4% 56%
20261029 $5.00 $5.00 16.4% 30%
20261028 $5.00 $5.00 17.3% 42%
20261027 $5.00 $5.00 17.7% 47%
20261026 $5.00 $5.00 19.4% 28%
20261023 $5.50 $5.50 18.4% 23%
20261022 $5.30 $5.30 16.6% 13%
20261021 $5.00 $5.00 16.9% 15%
20261020 $5.00 $5.00 17.3% 17%
20261019 $5.25 $5.25 17.0% 15%
20261016 $5.00 $5.00 15.9% 10%
20261015 $5.50 $5.00 17.2% 17%
20261014 $5.25 $5.00 15.1% 6%
20261013 $5.00 $5.00 14.7% 3%
20261012 $5.00 $5.00 14.9% 5%
20261009 $5.00 $5.00 15.5% 7%
20261008 $5.00 $5.00 14.1% 0%
20261007 $5.25 $5.00 15.9% 9%
20261006 $5.05 $5.00 15.5% 7%
20261005 $5.00 $5.00 15.8% 8%
20261002 $5.00 $5.00 15.9% 9%
20261001 $5.00 $5.00 15.2% 5%
20260930 $5.00 $5.00 15.9% 9%
20260929 $5.00 $5.00 15.1% 4%
20260928 $5.00 $5.00 15.5% 7%
20260925 $5.00 $5.00 14.9% 4%
20260924 $5.00 $5.00 15.2% 5%
20260923 $5.00 $5.00 14.4% 1%
20260922 $5.00 $5.00 15.3% 6%
20260921 $5.00 $5.00 15.2% 12%
20260918 $5.00 $5.00 14.4% 8%
20260917 $5.00 $5.00 15.1% 12%
20260916 $5.00 $5.00 15.9% 15%
20260915 $5.00 $5.00 19.4% 33%
20260914 $5.00 $5.00 16.2% 17%
20260911 $5.00 $5.00 16.4% 18%
20260910 $5.25 $5.00 17.7% 24%
20260909 $5.25 $5.00 18.3% 28%
20260908 $5.05 $5.00 14.7% 9%
20260904 $5.00 $5.00 15.2% 12%
20260903 $5.05 $5.00 14.7% 10%
20260902 $5.00 $5.00 15.5% 13%
20260901 $4.10 $4.10 16.1% 17%
20260831 $5.00 $5.00 15.5% 14%
20260828 $5.00 $5.00 14.8% 10%
20260827 $5.00 $5.00 15.2% 12%
20260826 $4.85 $4.85 15.7% 14%
20260825 $5.25 $5.25 16.2% 17%
20260824 $5.50 $5.50 15.9% 17%
20260821 $5.00 $5.00 15.3% 14%
20260820 $5.00 $5.00 16.7% 21%
20260819 $5.25 $5.00 17.1% 23%
20260818 $5.00 $5.00 15.3% 14%
20260817 $5.00 $5.00 16.8% 21%

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.