PWZ · Expected Move
Invesco California AMT-Free Municipal Bond ETF · ETF
The expected move for PWZ 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).
PWZ 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 PWZ Expected Move
30-Day Straddle
$4.90
7-Day Straddle
$4.90
30-Day ATM IV
26.3%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to PWZ'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.
PWZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.90 | $4.90 | 26.3% | 8% |
| 20261020 | $1.70 | $1.70 | 22.3% | 3% |
| 20261019 | $1.70 | $1.70 | 27.2% | 10% |
| 20261016 | $4.90 | $1.52 | 29.1% | 12% |
| 20261015 | $3.40 | $1.58 | 26.0% | 8% |
| 20261014 | $4.90 | $1.58 | 19.5% | 0% |
| 20261013 | $3.50 | $1.02 | 27.0% | 9% |
| 20261012 | $3.28 | $1.50 | 61.2% | 51% |
| 20261009 | $1.88 | $1.55 | 57.4% | 47% |
| 20261008 | $3.33 | $1.48 | 59.8% | 50% |
| 20261007 | $1.85 | $1.48 | 63.8% | 55% |
| 20261006 | $3.53 | $1.10 | 53.2% | 41% |
| 20261005 | $4.90 | $2.98 | 60.4% | 50% |
| 20261002 | $1.52 | $1.52 | 71.9% | 65% |
| 20261001 | $1.65 | $1.65 | 53.6% | 42% |
| 20260930 | $1.18 | $1.18 | 54.8% | 43% |
| 20260929 | $1.68 | $1.68 | 37.4% | 22% |
| 20260928 | $1.60 | $1.60 | 39.0% | 24% |
| 20260925 | $1.67 | $1.67 | 60.5% | 50% |
| 20260924 | $1.00 | $1.00 | 62.3% | 53% |
| 20260923 | $1.50 | $1.50 | 66.7% | 58% |
| 20260922 | $1.58 | $1.58 | 71.3% | 64% |
| 20260921 | $1.55 | $1.55 | 47.5% | 34% |
| 20260918 | $1.60 | $1.48 | 51.6% | 39% |
| 20260917 | $1.62 | $1.42 | 51.3% | 39% |
| 20260916 | $1.62 | $1.42 | 46.1% | 33% |
| 20260915 | $1.60 | $1.45 | 45.3% | 32% |
| 20260914 | $1.67 | $1.52 | 44.7% | 31% |
| 20260911 | $1.70 | $1.52 | 43.8% | 30% |
| 20260910 | $1.75 | $1.52 | 47.5% | 34% |
| 20260909 | $1.75 | $1.57 | 65.4% | 56% |
| 20260908 | $1.82 | $1.67 | 39.4% | 24% |
| 20260904 | $1.88 | $3.10 | 36.7% | 21% |
| 20260903 | $1.88 | $1.65 | 35.0% | 19% |
| 20260902 | $1.70 | $1.70 | 35.2% | 19% |
| 20260901 | $1.62 | $1.62 | 49.2% | 36% |
| 20260831 | $1.60 | $1.60 | 35.2% | 19% |
| 20260828 | $1.55 | $1.55 | 42.5% | 28% |
| 20260827 | $1.50 | $1.50 | 30.8% | 14% |
| 20260826 | $1.50 | $1.50 | 28.1% | 10% |
| 20260825 | $1.52 | $1.52 | 24.6% | 6% |
| 20260824 | $1.52 | $1.52 | 27.4% | 9% |
| 20260821 | $1.57 | $1.40 | 21.9% | 3% |
| 20260820 | $1.57 | $1.40 | 27.4% | 9% |
| 20260819 | $1.55 | $1.40 | 20.1% | 0% |
| 20260818 | $1.52 | $1.40 | 20.1% | 0% |
| 20260817 | $1.62 | $1.38 | 23.4% | 4% |
| 20260814 | $1.65 | $1.48 | 47.8% | 35% |
| 20260813 | $1.65 | $1.48 | 34.0% | 18% |
| 20260812 | $1.68 | $1.50 | 34.2% | 18% |
| 20260811 | $1.60 | $1.43 | 37.7% | 22% |
| 20260810 | $1.77 | $1.48 | 35.9% | 20% |
| 20260806 | $4.80 | $1.50 | 46.0% | 33% |
| 20260805 | $1.52 | $1.52 | 47.3% | 34% |
| 20260804 | $1.52 | $1.52 | 49.3% | 37% |
| 20260803 | $1.52 | $1.52 | 84.7% | 80% |
| 20260731 | $1.58 | $1.58 | 58.8% | 48% |
| 20260730 | $1.55 | $1.55 | 55.2% | 44% |
| 20260729 | $1.62 | $1.62 | 95.9% | 94% |
| 20260728 | $1.58 | $1.58 | 58.5% | 48% |
More on PWZ
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.