RFV · Expected Move

Invesco S&P MidCap 400 Pure Value ETF · ETF

The expected move for RFV 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).

RFV 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 RFV Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
16.6%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to RFV'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.
RFV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.00 $0.00 16.6% 8%
20261020 $0.00 $0.00 16.5% 6%
20261019 $0.00 $0.00 21.2% 53%
20261016 $6.58 $2.60 18.4% 26%
20261015 $5.70 $3.00 15.9% 1%
20261014 $6.53 $3.15 17.8% 20%
20261013 $6.12 $3.33 16.6% 7%
20261012 $6.30 $3.70 16.8% 10%
20261009 $6.47 $3.85 18.5% 26%
20261008 $7.10 $3.70 18.6% 28%
20261007 $6.70 $3.88 18.4% 26%
20261006 $7.25 $4.15 19.8% 39%
20261005 $7.45 $3.80 20.1% 42%
20261002 $4.35 $4.35 19.9% 41%
20261001 $4.60 $4.60 20.4% 45%
20260930 $4.95 $4.95 17.4% 16%
20260929 $4.72 $4.72 18.2% 23%
20260928 $4.85 $4.85 18.1% 23%
20260925 $4.72 $4.72 17.9% 20%
20260924 $4.92 $4.92 17.1% 12%
20260923 $4.88 $4.88 17.3% 14%
20260922 $4.93 $4.93 16.2% 3%
20260921 $5.35 $5.35 17.6% 18%
20260918 $5.35 $4.47 16.4% 5%
20260917 $5.57 $3.35 17.4% 16%
20260916 $5.35 $3.52 16.5% 6%
20260915 $6.12 $3.60 17.8% 19%
20260914 $6.05 $3.38 17.6% 17%
20260911 $6.47 $3.70 18.1% 23%
20260910 $7.00 $4.17 19.2% 34%
20260909 $6.60 $3.75 18.6% 27%
20260908 $6.65 $4.25 18.4% 25%
20260904 $6.53 $4.67 17.1% 12%
20260903 $6.65 $4.45 17.3% 14%
20260902 $4.53 $4.53 17.9% 20%
20260901 $4.50 $4.50 17.6% 18%
20260831 $4.38 $4.38 17.1% 12%
20260828 $4.33 $4.33 15.8% 0%
20260827 $4.67 $4.67 16.8% 9%
20260826 $4.82 $4.82 17.3% 14%
20260825 $4.82 $4.82 17.5% 16%
20260824 $5.12 $5.12 17.2% 13%
20260821 $5.20 $3.90 15.9% 0%
20260820 $5.62 $2.80 17.7% 11%
20260819 $5.68 $3.05 16.7% 0%
20260818 $6.40 $3.40 18.0% 13%
20260817 $6.30 $3.70 17.1% 3%
20260814 $6.40 $3.85 16.9% 0%
20260813 $7.03 $3.95 17.0% 1%
20260812 $6.53 $4.10 17.1% 1%
20260811 $6.90 $3.55 17.2% 2%
20260810 $6.95 $3.72 17.8% 7%
20260807 — — 16.9% 0%
20260806 $7.60 $4.17 17.6% 0%
20260805 $4.55 $4.55 17.6% 0%
20260804 $4.85 $4.85 18.0% 1%
20260803 $4.75 $4.75 18.2% 2%
20260731 $5.55 $5.55 19.3% 10%
20260730 $5.57 $5.57 19.0% 8%
20260729 $6.40 $6.40 21.1% 22%

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.