PTF · Expected Move
Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Technology Momentum ETF · ETF
The expected move for PTF 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).
PTF 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 PTF Expected Move
30-Day Straddle
$13.45
7-Day Straddle
$13.45
30-Day ATM IV
56.5%
IV Rank
77%
Implied one-standard-deviation move through the next 30 days. Compare to PTF'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.
PTF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $13.45 | $13.45 | 56.5% | 77% |
| 20261021 | $12.75 | $12.75 | 52.3% | 55% |
| 20261020 | $11.55 | $11.55 | 48.7% | 36% |
| 20261019 | $11.60 | $11.60 | 48.4% | 35% |
| 20261016 | $12.65 | $0.53 | 51.5% | 51% |
| 20261015 | $13.10 | $2.48 | 49.0% | 38% |
| 20261014 | $13.80 | $3.70 | 50.2% | 45% |
| 20261013 | $12.90 | $3.80 | 45.9% | 22% |
| 20261012 | $13.20 | $4.03 | 45.8% | 21% |
| 20261009 | $13.80 | $4.65 | 44.8% | 16% |
| 20261008 | $14.60 | $5.70 | 47.8% | 32% |
| 20261007 | $14.55 | $5.65 | 46.3% | 24% |
| 20261006 | $14.05 | $6.15 | 44.1% | 13% |
| 20261005 | $15.30 | $6.75 | 47.4% | 30% |
| 20261002 | $7.60 | $7.60 | 47.4% | 30% |
| 20261001 | $8.55 | $8.55 | 49.3% | 40% |
| 20260930 | $8.55 | $8.55 | 49.0% | 38% |
| 20260929 | $8.80 | $8.80 | 48.6% | 36% |
| 20260928 | $8.80 | $8.80 | 48.3% | 34% |
| 20260925 | $9.20 | $9.20 | 46.3% | 24% |
| 20260924 | $9.60 | $9.60 | 47.3% | 29% |
| 20260923 | $9.80 | $9.80 | 46.8% | 27% |
| 20260922 | $9.85 | $9.85 | 44.9% | 17% |
| 20260921 | $9.95 | $9.95 | 45.5% | 20% |
| 20260918 | $9.55 | $3.42 | 41.7% | 0% |
| 20260917 | $9.75 | $1.90 | 43.5% | 7% |
| 20260916 | $10.40 | $3.43 | 47.7% | 35% |
| 20260915 | $9.40 | $4.03 | 43.4% | 14% |
| 20260914 | $10.50 | $4.17 | 47.3% | 33% |
| 20260911 | $11.45 | $5.65 | 45.3% | 24% |
| 20260910 | $13.10 | $6.75 | 52.1% | 60% |
| 20260909 | $12.80 | $6.45 | 48.8% | 46% |
| 20260908 | $12.65 | $6.45 | 47.5% | 40% |
| 20260904 | $12.20 | $6.50 | 44.3% | 26% |
| 20260903 | $11.75 | $6.55 | 44.5% | 26% |
| 20260902 | $7.10 | $7.10 | 46.2% | 34% |
| 20260901 | $7.70 | $7.70 | 47.7% | 41% |
| 20260831 | $7.90 | $7.90 | 42.6% | 18% |
| 20260828 | $8.38 | $8.38 | 43.5% | 27% |
| 20260827 | $9.35 | $9.35 | 45.8% | 37% |
| 20260826 | $9.80 | $9.80 | 48.5% | 52% |
| 20260825 | $10.05 | $10.05 | 49.1% | 55% |
| 20260824 | $10.30 | $10.30 | 50.5% | 61% |
| 20260821 | $11.60 | $0.80 | 49.4% | 63% |
| 20260820 | $11.90 | $2.55 | 51.7% | 70% |
| 20260819 | $11.60 | $3.65 | 49.8% | 64% |
| 20260818 | $12.60 | $4.78 | 49.6% | 64% |
| 20260817 | $12.70 | $4.85 | 44.8% | 48% |
| 20260814 | $13.65 | $5.88 | 47.6% | 57% |
| 20260813 | $13.25 | $6.28 | 47.7% | 57% |
| 20260812 | $14.50 | $7.17 | 52.0% | 71% |
| 20260811 | $13.85 | $6.83 | 50.7% | 67% |
| 20260810 | $15.35 | $8.20 | 55.7% | 83% |
| 20260807 | — | — | 55.9% | 84% |
| 20260806 | $16.45 | $10.80 | 58.9% | 94% |
| 20260805 | $9.43 | $9.43 | 55.6% | 83% |
| 20260804 | $11.73 | $11.73 | 60.9% | 100% |
| 20260803 | $11.70 | $11.70 | 60.5% | 100% |
| 20260731 | $11.35 | $11.35 | 59.2% | 100% |
| 20260730 | $11.85 | $11.85 | 58.9% | 100% |
More on PTF
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.