PSR · Expected Move

Invesco Active U.S. Real Estate Fund · ETF

The expected move for PSR 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).

PSR 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 PSR Expected Move
30-Day Straddle
$3.75
7-Day Straddle
$3.75
30-Day ATM IV
17.0%
IV Rank
83%
Implied one-standard-deviation move through the next 30 days. Compare to PSR'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.
PSR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $3.75 $3.75 17.0% 83%
20261022 $3.85 $3.85 16.9% 81%
20261021 $3.60 $3.60 16.1% 66%
20261020 $3.77 $3.77 16.5% 73%
20261019 $4.00 $4.00 17.1% 85%
20261016 $3.88 $3.52 16.0% 63%
20261015 $4.03 $1.62 16.4% 63%
20261014 $4.15 $1.77 16.5% 65%
20261013 $4.22 $1.83 16.4% 64%
20261012 $4.20 $1.77 16.3% 62%
20261009 $4.18 $1.93 16.3% 62%
20261008 $4.25 $1.95 17.0% 75%
20261007 $4.45 $2.02 17.8% 89%
20261006 $4.33 $2.12 16.8% 71%
20261005 $4.62 $2.25 17.1% 76%
20261002 $2.55 $2.55 17.2% 78%
20261001 $2.50 $2.50 17.4% 82%
20260930 $2.65 $2.65 16.5% 66%
20260929 $2.53 $2.53 15.3% 45%
20260928 $2.83 $2.83 15.5% 47%
20260925 $2.70 $2.70 14.9% 37%
20260924 $2.67 $2.67 15.3% 44%
20260923 $2.83 $2.83 17.1% 76%
20260922 $3.03 $3.03 14.3% 26%
20260921 $2.88 $2.88 14.1% 23%
20260918 $2.92 $3.48 14.0% 20%
20260917 $3.25 $1.58 14.4% 27%
20260916 $3.57 $1.50 15.7% 51%
20260915 $3.33 $1.73 14.4% 27%
20260914 $3.38 $1.88 14.0% 21%
20260911 $3.50 $1.88 14.4% 27%
20260910 $3.60 $2.08 14.8% 34%
20260909 $3.60 $2.02 14.1% 23%
20260908 $3.52 $2.10 13.8% 17%
20260904 $3.73 $2.20 13.9% 19%
20260903 $3.95 $2.28 14.0% 20%
20260902 $2.42 $2.42 14.3% 26%
20260901 $2.38 $2.38 13.7% 16%
20260831 $2.58 $2.58 15.1% 40%
20260828 $2.75 $2.75 13.8% 18%
20260827 $2.75 $2.75 13.7% 15%
20260826 $2.88 $2.88 14.0% 21%
20260825 $2.83 $2.83 13.2% 7%
20260824 $2.83 $2.83 12.9% 0%
20260821 $2.95 $3.33 12.9% 0%
20260820 $3.08 $1.25 13.1% 0%
20260819 $3.20 $1.52 13.2% 0%
20260818 $3.33 $1.52 13.6% 4%
20260817 $3.38 $1.70 13.5% 2%
20260814 $3.50 $1.77 13.5% 1%
20260813 $3.60 $1.83 14.0% 9%
20260812 $4.00 $2.00 15.8% 40%
20260811 $4.10 $2.05 15.9% 39%
20260810 $4.20 $2.38 16.3% 42%
20260807 — — 14.9% 18%
20260806 $4.58 $2.67 15.9% 28%
20260805 $2.65 $2.65 14.8% 15%
20260804 $2.78 $2.78 15.5% 23%
20260803 $3.08 $3.08 16.0% 28%
20260731 $3.22 $3.22 16.0% 28%

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.