RPV · Expected Move
Invesco S&P 500 Pure Value ETF · ETF
The expected move for RPV 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).
RPV 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 RPV Expected Move
30-Day Straddle
$4.82
7-Day Straddle
$4.82
30-Day ATM IV
19.1%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to RPV'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.
RPV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.82 | $4.82 | 19.1% | 34% |
| 20261021 | $0.00 | $0.00 | 21.1% | 50% |
| 20261020 | $2.45 | $2.45 | 20.8% | 47% |
| 20261019 | $0.00 | $0.00 | 27.8% | 100% |
| 20261016 | $4.97 | $3.65 | 19.5% | 57% |
| 20261015 | $4.90 | $3.25 | 19.3% | 55% |
| 20261014 | $4.90 | $3.35 | 19.2% | 54% |
| 20261013 | $5.08 | $3.25 | 18.6% | 47% |
| 20261012 | $4.90 | $3.55 | 18.2% | 42% |
| 20261009 | $5.47 | $3.70 | 20.3% | 65% |
| 20261008 | $5.28 | $3.50 | 19.3% | 55% |
| 20261007 | $5.47 | $3.80 | 20.4% | 67% |
| 20261006 | $5.38 | $3.90 | 20.7% | 70% |
| 20261005 | $5.55 | $3.65 | 19.9% | 62% |
| 20261002 | $4.05 | $4.05 | 20.1% | 64% |
| 20261001 | $4.00 | $4.00 | 19.4% | 55% |
| 20260930 | $4.05 | $4.05 | 20.2% | 65% |
| 20260929 | $4.30 | $4.30 | 17.9% | 39% |
| 20260928 | $4.30 | $4.30 | 16.5% | 22% |
| 20260925 | $4.20 | $4.20 | 17.9% | 39% |
| 20260924 | $4.45 | $4.45 | 17.3% | 32% |
| 20260923 | $4.35 | $4.35 | 16.6% | 24% |
| 20260922 | $4.30 | $4.30 | 15.9% | 16% |
| 20260921 | $4.25 | $4.25 | 15.5% | 11% |
| 20260918 | $4.80 | $4.80 | 18.8% | 49% |
| 20260917 | $4.80 | $3.60 | 20.3% | 66% |
| 20260916 | $5.12 | $3.70 | 18.7% | 47% |
| 20260915 | $4.80 | $4.10 | 23.3% | 100% |
| 20260914 | $4.80 | $4.00 | 23.0% | 100% |
| 20260911 | $4.80 | $4.20 | 22.4% | 100% |
| 20260910 | $4.80 | $4.35 | 20.5% | 78% |
| 20260909 | $5.38 | $4.25 | 20.6% | 79% |
| 20260908 | $4.80 | $4.30 | 21.9% | 96% |
| 20260904 | $4.80 | $4.30 | 19.7% | 67% |
| 20260903 | $4.80 | $4.40 | 18.9% | 57% |
| 20260902 | $4.30 | $4.30 | 19.1% | 60% |
| 20260901 | $4.55 | $4.55 | 19.8% | 69% |
| 20260831 | $4.60 | $4.60 | 17.6% | 40% |
| 20260828 | $4.45 | $4.45 | 19.4% | 64% |
| 20260827 | $3.50 | $3.50 | 19.3% | 62% |
| 20260826 | $4.50 | $4.50 | 18.0% | 45% |
| 20260825 | $4.32 | $4.32 | 18.5% | 52% |
| 20260824 | $4.70 | $4.70 | 20.7% | 81% |
| 20260821 | $4.60 | $4.35 | 20.2% | 74% |
| 20260820 | $4.70 | $3.35 | 19.3% | 62% |
| 20260819 | $4.60 | $3.35 | 19.9% | 70% |
| 20260818 | $4.80 | $3.60 | 19.4% | 63% |
| 20260817 | $4.80 | $3.60 | 18.8% | 55% |
| 20260814 | $4.80 | $4.05 | 19.5% | 56% |
| 20260813 | $4.80 | $3.90 | 15.1% | 7% |
| 20260812 | $4.80 | $3.75 | 15.4% | 10% |
| 20260811 | $4.55 | $3.03 | 15.3% | 9% |
| 20260810 | $4.50 | $2.98 | 14.7% | 3% |
| 20260807 | — | — | 15.4% | 7% |
| 20260806 | $5.15 | $3.45 | 17.3% | 21% |
| 20260805 | $3.55 | $3.55 | 16.9% | 18% |
| 20260804 | $3.40 | $3.40 | 16.7% | 17% |
| 20260803 | $3.50 | $3.50 | 17.0% | 19% |
| 20260731 | $3.65 | $3.65 | 16.4% | 14% |
| 20260730 | $3.80 | $3.80 | 16.7% | 17% |
More on RPV
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.