PZA · Expected Move
Invesco National AMT-Free Municipal Bond ETF · ETF
The expected move for PZA 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).
PZA 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 PZA Expected Move
30-Day Straddle
$0.25
7-Day Straddle
$0.25
30-Day ATM IV
15.8%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to PZA'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.
PZA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $0.25 | $0.25 | 15.8% | 7% |
| 20261029 | $0.28 | $0.28 | 7.6% | 2% |
| 20261028 | $0.28 | $0.28 | 7.7% | 2% |
| 20261027 | $0.30 | $0.30 | 7.2% | 2% |
| 20261026 | $0.30 | $0.30 | 7.1% | 2% |
| 20261023 | $0.35 | $0.35 | 8.0% | 2% |
| 20261022 | $0.42 | $0.42 | 9.2% | 3% |
| 20261021 | $1.12 | $1.12 | 9.4% | 3% |
| 20261020 | $0.53 | $0.53 | 21.5% | 10% |
| 20261019 | $0.48 | $0.48 | 9.7% | 3% |
| 20261016 | $0.55 | $0.38 | 9.3% | 3% |
| 20261015 | $0.55 | $0.43 | 10.0% | 3% |
| 20261014 | $0.35 | $0.48 | 12.0% | 5% |
| 20261013 | $0.38 | $0.33 | 9.6% | 3% |
| 20261012 | $0.50 | $0.38 | 8.8% | 3% |
| 20261009 | $0.50 | $0.33 | 13.4% | 5% |
| 20261008 | $0.33 | $0.28 | 11.7% | 4% |
| 20261007 | $0.45 | $0.25 | 8.4% | 3% |
| 20261006 | $0.57 | $0.43 | 9.8% | 3% |
| 20261005 | $0.67 | $0.50 | 10.6% | 4% |
| 20261002 | $0.42 | $0.42 | 10.3% | 4% |
| 20261001 | $0.53 | $0.53 | 11.2% | 4% |
| 20260930 | $0.53 | $0.53 | 20.5% | 9% |
| 20260929 | $0.50 | $0.50 | 18.3% | 8% |
| 20260928 | $0.53 | $0.53 | 11.6% | 4% |
| 20260925 | $1.15 | $1.15 | 8.6% | 3% |
| 20260924 | $0.53 | $0.53 | 8.8% | 3% |
| 20260923 | $1.02 | $1.02 | 8.2% | 2% |
| 20260922 | $0.25 | $0.25 | 11.9% | 4% |
| 20260921 | $0.80 | $0.80 | 14.6% | 6% |
| 20260918 | $0.25 | $0.75 | 5.3% | 1% |
| 20260917 | $0.88 | $0.78 | 5.6% | 1% |
| 20260916 | $0.88 | $0.80 | 21.4% | 10% |
| 20260915 | $0.35 | $0.10 | 6.9% | 2% |
| 20260914 | $0.35 | $0.20 | 7.1% | 2% |
| 20260911 | $0.33 | $0.20 | 6.7% | 2% |
| 20260910 | $0.32 | $0.15 | 6.9% | 2% |
| 20260909 | $0.35 | $0.30 | 7.4% | 2% |
| 20260908 | $0.48 | $0.48 | 8.1% | 2% |
| 20260904 | $1.75 | $1.62 | 21.9% | 10% |
| 20260903 | $0.47 | $0.45 | 8.1% | 2% |
| 20260902 | $0.48 | $0.48 | 9.6% | 3% |
| 20260901 | $0.50 | $0.50 | 14.4% | 6% |
| 20260831 | $0.43 | $0.43 | 10.2% | 4% |
| 20260828 | $0.38 | $0.38 | 8.1% | 2% |
| 20260827 | $0.33 | $0.33 | 6.2% | 1% |
| 20260826 | $0.30 | $0.30 | 7.2% | 2% |
| 20260825 | $0.28 | $0.28 | 5.4% | 1% |
| 20260824 | $0.95 | $0.95 | 9.8% | 3% |
| 20260821 | $0.35 | $0.20 | 6.3% | 1% |
| 20260820 | $0.33 | $0.85 | 6.2% | 1% |
| 20260819 | $0.93 | $0.12 | 17.2% | 7% |
| 20260818 | $0.33 | $1.52 | 7.0% | 2% |
| 20260817 | $0.25 | $0.12 | 5.1% | 1% |
| 20260814 | $0.23 | $0.10 | 4.3% | 0% |
| 20260813 | $0.28 | $0.15 | 5.0% | 1% |
| 20260812 | $0.95 | $0.15 | 16.1% | 6% |
| 20260811 | $0.25 | $0.12 | 4.5% | 0% |
| 20260810 | $0.30 | $0.15 | 5.2% | 1% |
| 20260807 | — | — | 17.8% | 7% |
More on PZA
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.