PYZ · Expected Move
Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Basic Materials Momentum ETF · ETF
The expected move for PYZ 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).
PYZ 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 PYZ Expected Move
30-Day Straddle
$7.25
7-Day Straddle
$3.38
30-Day ATM IV
23.7%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to PYZ'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.
PYZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $7.25 | $3.38 | 23.7% | 37% |
| 20261008 | $7.60 | $3.45 | 24.3% | 46% |
| 20261007 | $7.72 | $3.85 | 24.7% | 51% |
| 20261006 | $8.20 | $3.67 | 24.8% | 52% |
| 20261005 | $7.88 | $4.12 | 23.9% | 40% |
| 20261002 | $4.50 | $4.50 | 24.4% | 46% |
| 20261001 | $4.55 | $4.55 | 24.2% | 44% |
| 20260930 | $4.33 | $4.33 | 23.0% | 28% |
| 20260929 | $4.55 | $4.55 | 23.1% | 30% |
| 20260928 | $4.70 | $4.70 | 23.7% | 38% |
| 20260925 | $4.92 | $4.92 | 21.9% | 15% |
| 20260924 | $4.88 | $4.88 | 22.0% | 16% |
| 20260923 | $4.83 | $4.83 | 21.6% | 12% |
| 20260922 | $4.88 | $4.88 | 21.1% | 5% |
| 20260921 | $5.08 | $5.08 | 21.9% | 15% |
| 20260918 | $5.65 | $4.60 | 23.4% | 33% |
| 20260917 | $6.65 | $3.25 | 24.9% | 53% |
| 20260916 | $5.50 | $3.23 | 20.7% | 0% |
| 20260915 | $7.55 | $3.80 | 27.4% | 81% |
| 20260914 | $7.10 | $3.65 | 25.8% | 55% |
| 20260911 | $7.70 | $3.90 | 25.9% | 57% |
| 20260910 | $7.35 | $4.30 | 24.3% | 33% |
| 20260909 | $7.40 | $4.25 | 23.7% | 23% |
| 20260908 | $7.90 | $4.65 | 25.0% | 43% |
| 20260904 | $7.75 | $4.80 | 23.2% | 15% |
| 20260903 | $7.85 | $4.60 | 23.2% | 16% |
| 20260902 | $4.85 | $4.85 | 22.3% | 1% |
| 20260901 | $5.20 | $5.20 | 24.1% | 29% |
| 20260831 | $5.30 | $5.30 | 23.8% | 25% |
| 20260828 | $6.35 | $6.35 | 24.6% | 38% |
| 20260827 | $5.65 | $5.65 | 23.2% | 16% |
| 20260826 | $5.80 | $5.80 | 24.0% | 28% |
| 20260825 | $5.85 | $5.85 | 23.3% | 17% |
| 20260824 | $6.35 | $6.35 | 24.5% | 35% |
| 20260821 | $6.10 | $5.00 | 22.4% | 2% |
| 20260820 | $6.35 | $3.03 | 23.2% | 15% |
| 20260819 | $6.62 | $3.10 | 23.0% | 12% |
| 20260818 | $6.60 | $3.50 | 22.8% | 9% |
| 20260817 | $7.30 | $3.90 | 24.0% | 29% |
| 20260814 | $7.30 | $3.90 | 23.2% | 12% |
| 20260813 | $7.70 | $4.25 | 24.2% | 23% |
| 20260812 | $7.47 | $4.35 | 23.2% | 11% |
| 20260811 | $7.83 | $4.35 | 23.8% | 18% |
| 20260810 | $7.90 | $3.90 | 23.2% | 10% |
| 20260807 | — | — | 23.4% | 10% |
| 20260806 | $8.07 | $4.70 | 23.0% | 7% |
| 20260805 | $4.50 | $4.50 | 22.4% | 2% |
| 20260804 | $4.72 | $4.72 | 22.2% | 0% |
| 20260803 | $4.85 | $4.85 | 22.9% | 3% |
| 20260731 | $5.58 | $5.58 | 24.1% | 14% |
| 20260730 | $5.75 | $5.75 | 23.9% | 12% |
| 20260729 | $6.38 | $6.38 | 25.7% | 27% |
| 20260728 | $6.25 | $6.25 | 24.8% | 20% |
| 20260727 | $6.22 | $6.22 | 24.4% | 16% |
| 20260724 | $6.45 | $6.45 | 24.1% | 13% |
| 20260723 | $6.12 | $6.12 | 22.5% | 0% |
| 20260722 | $6.88 | $6.88 | 24.7% | 14% |
| 20260721 | $6.90 | $6.90 | 24.4% | 11% |
| 20260720 | $6.70 | $6.70 | 24.4% | 12% |
| 20260716 | $7.03 | $1.90 | 23.4% | 3% |
More on PYZ
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.