PTH · Expected Move

Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Healthcare Momentum ETF · ETF

The expected move for PTH 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).

PTH 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 PTH Expected Move
30-Day Straddle
$4.05
7-Day Straddle
$4.05
30-Day ATM IV
30.5%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to PTH'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.
PTH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $4.05 $4.05 30.5% 70%
20261021 $3.95 $3.95 30.0% 66%
20261020 $3.95 $3.95 28.7% 54%
20261019 $3.92 $3.92 29.5% 61%
20261016 $3.57 $5.00 25.9% 28%
20261015 $4.05 $2.00 27.9% 36%
20261014 $4.00 $2.12 27.2% 31%
20261013 $4.22 $2.25 28.6% 41%
20261012 $3.55 $2.28 25.2% 17%
20261009 $4.53 $2.40 28.8% 43%
20261008 $4.42 $2.48 29.4% 47%
20261007 $4.58 $2.58 29.0% 44%
20261006 $4.60 $2.27 27.2% 31%
20261005 $4.80 $2.55 27.4% 33%
20261002 $2.92 $2.92 26.5% 26%
20261001 $2.85 $2.85 28.0% 37%
20260930 $3.05 $3.05 27.9% 36%
20260929 $3.05 $3.05 27.4% 33%
20260928 $3.17 $3.17 32.0% 65%
20260925 $3.28 $3.28 27.4% 32%
20260924 $3.65 $3.65 27.5% 33%
20260923 $3.30 $3.30 26.3% 24%
20260922 $3.52 $3.52 26.7% 27%
20260921 $3.33 $3.33 25.8% 21%
20260918 $3.62 $5.00 25.6% 20%
20260917 $3.67 $2.08 26.6% 26%
20260916 $3.62 $2.15 26.0% 22%
20260915 $3.60 $2.28 25.2% 16%
20260914 $3.77 $2.35 25.7% 20%
20260911 $3.83 $2.48 26.0% 22%
20260910 $4.05 $2.55 26.8% 28%
20260909 $4.28 $2.70 26.6% 27%
20260908 $4.47 $2.70 28.1% 37%
20260904 $4.28 $2.77 26.3% 24%
20260903 $4.43 $2.92 26.4% 25%
20260902 $2.77 $2.77 25.9% 22%
20260901 $3.03 $3.03 26.6% 27%
20260831 $3.05 $3.05 27.3% 31%
20260828 $3.43 $3.43 24.8% 13%
20260827 $3.38 $3.38 26.6% 27%
20260826 $3.62 $3.62 27.2% 31%
20260825 $3.85 $3.85 29.1% 44%
20260824 $3.65 $3.65 28.1% 37%
20260821 $3.85 $5.00 27.8% 35%
20260820 $3.98 $2.38 26.3% 24%
20260819 $3.93 $2.45 26.8% 28%
20260818 $3.67 $2.48 25.7% 20%
20260817 $3.75 $2.62 23.0% 1%
20260814 $3.70 $2.50 24.1% 8%
20260813 $3.90 $2.70 22.9% 0%
20260812 $4.20 $2.80 27.3% 31%
20260811 $4.17 $2.77 26.5% 26%
20260810 $4.50 $2.98 28.7% 42%
20260807 — — 26.4% 24%
20260806 $4.58 $3.30 27.8% 34%
20260805 $3.23 $3.23 29.5% 46%
20260804 $3.23 $3.23 28.0% 35%
20260803 $3.28 $3.28 28.9% 42%
20260731 $3.60 $3.60 28.4% 38%
20260730 $3.50 $3.50 25.7% 19%

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.