PWV · Expected Move

Invesco Large Cap Value ETF · ETF

The expected move for PWV 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).

PWV 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 PWV Expected Move
30-Day Straddle
$3.20
7-Day Straddle
$3.20
30-Day ATM IV
25.0%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to PWV'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.
PWV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $3.20 $3.20 25.0% 50%
20261020 $3.30 $3.30 24.7% 47%
20261019 $3.25 $3.25 22.9% 30%
20261016 $3.30 $3.62 23.0% 32%
20261015 $3.45 $2.23 21.4% 16%
20261014 $3.40 $2.38 21.5% 17%
20261013 $3.35 $2.27 22.7% 28%
20261012 $3.60 $2.48 21.5% 17%
20261009 $3.55 $2.50 23.6% 37%
20261008 $3.60 $2.42 24.5% 45%
20261007 $3.70 $2.60 24.0% 40%
20261006 $3.80 $2.62 24.0% 41%
20261005 $3.60 $2.55 23.9% 40%
20261002 $2.70 $2.70 23.7% 37%
20261001 $2.75 $2.75 22.6% 27%
20260930 $2.92 $2.92 25.7% 56%
20260929 $2.83 $2.83 21.4% 16%
20260928 $2.97 $2.97 23.2% 33%
20260925 $2.88 $2.88 23.9% 40%
20260924 $3.03 $3.03 22.6% 27%
20260923 $2.95 $2.95 22.6% 27%
20260922 $2.88 $2.88 19.7% 0%
20260921 $3.08 $3.08 22.4% 17%
20260918 $3.65 $4.10 23.7% 31%
20260917 $3.80 $2.70 24.4% 38%
20260916 $3.55 $2.75 20.8% 0%
20260915 $3.95 $3.05 26.1% 54%
20260914 $3.75 $2.88 25.6% 49%
20260911 $3.85 $3.05 26.8% 62%
20260910 $4.10 $3.20 26.0% 53%
20260909 $4.10 $3.25 25.9% 52%
20260908 $4.05 $3.12 26.3% 57%
20260904 $4.10 $3.20 23.9% 30%
20260903 $4.20 $3.20 21.1% 0%
20260902 $3.25 $3.25 21.3% 1%
20260901 $3.30 $3.30 24.3% 34%
20260831 $3.35 $3.35 25.2% 43%
20260828 $3.35 $3.35 24.9% 40%
20260827 $3.45 $3.45 25.3% 45%
20260826 $3.55 $3.55 23.0% 19%
20260825 $3.55 $3.55 22.7% 15%
20260824 $3.60 $3.60 22.0% 8%
20260821 $3.70 $4.05 23.4% 22%
20260820 $3.75 $2.80 25.5% 45%
20260819 $3.85 $3.02 22.9% 17%
20260818 $3.90 $3.03 23.5% 24%
20260817 $3.90 $3.15 22.1% 8%
20260814 $3.75 $2.98 22.7% 15%
20260813 $3.95 $3.05 21.9% 6%
20260812 $3.70 $2.83 23.2% 20%
20260811 $3.90 $2.98 24.0% 27%
20260810 $4.30 $3.45 24.4% 31%
20260806 $4.45 $3.55 25.5% 42%
20260805 $3.75 $3.75 25.8% 45%
20260804 $3.60 $3.60 25.6% 43%
20260803 $3.65 $3.65 25.9% 46%
20260731 $3.80 $3.80 25.5% 43%
20260730 $3.75 $3.75 25.6% 43%
20260729 $3.95 $3.95 25.5% 41%
20260728 $4.00 $4.00 22.4% 10%

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.