RSP · Expected Move

Invesco S&P 500 Equal Weight ETF · ETF

The expected move for RSP 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).

RSP 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 RSP Expected Move
30-Day Straddle
$5.80
7-Day Straddle
$2.80
30-Day ATM IV
12.7%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to RSP'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.
RSP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261008 $5.80 $2.80 12.7% 30%
20261007 $6.47 $3.47 13.3% 40%
20261006 $6.15 $3.45 12.4% 26%
20261005 $7.20 $2.62 13.9% 48%
20261002 $6.12 $2.55 13.7% 45%
20261001 $6.38 $3.10 13.9% 49%
20260930 $7.10 $4.08 14.7% 60%
20260929 $7.55 $2.98 15.1% 67%
20260928 $6.93 $2.17 13.9% 49%
20260925 $6.03 $2.98 13.1% 37%
20260924 $6.45 $3.30 13.5% 43%
20260923 $5.53 $2.62 11.7% 16%
20260922 $5.53 $3.00 11.0% 6%
20260921 $5.88 $2.17 11.6% 14%
20260918 $5.55 $2.42 10.7% 0%
20260917 $5.17 $2.55 11.4% 1%
20260916 $6.35 $4.78 12.2% 14%
20260915 $6.38 $3.53 13.2% 31%
20260914 $7.03 $3.17 13.5% 36%
20260911 $5.40 $2.72 11.8% 8%
20260910 $6.58 $3.90 13.8% 42%
20260909 $6.78 $3.52 13.8% 41%
20260908 $6.75 $4.00 13.5% 36%
20260904 $5.88 $2.10 11.3% 0%
20260903 $6.47 $2.60 13.2% 28%
20260902 $6.58 $3.35 12.8% 22%
20260901 $6.55 $3.42 12.8% 22%
20260831 $6.50 $2.05 12.5% 16%
20260828 $5.80 $2.45 12.1% 10%
20260827 $5.80 $3.05 12.0% 7%
20260826 $6.75 $2.55 13.1% 27%
20260825 $6.65 $3.47 12.7% 20%
20260824 $7.20 $2.62 13.4% 33%
20260821 $6.62 $2.52 12.8% 21%
20260820 $6.15 $3.35 12.5% 16%
20260819 $7.35 $3.27 13.0% 23%
20260818 $6.38 $3.42 12.5% 15%
20260817 $7.70 $2.08 13.3% 28%
20260814 $5.55 $2.05 11.6% 0%
20260813 $6.15 $3.10 12.2% 4%
20260812 $6.88 $3.22 12.5% 8%
20260811 $6.90 $3.15 12.8% 11%
20260810 $6.78 $2.12 12.8% 9%
20260807 — — 11.8% 0%
20260806 $6.42 $3.08 13.0% 9%
20260805 $6.28 $2.73 12.5% 5%
20260804 $6.85 $4.72 13.4% 12%
20260803 $6.45 $3.02 13.0% 9%
20260731 $6.40 $2.98 13.2% 11%
20260730 $6.82 $3.60 14.3% 19%
20260729 $7.70 $5.15 15.5% 29%
20260728 $8.10 $4.43 14.7% 23%
20260727 $7.98 $2.75 13.2% 10%
20260724 $6.82 $3.47 13.5% 13%
20260723 $6.28 $3.92 13.7% 15%
20260722 $6.50 $3.80 13.2% 11%
20260721 $6.65 $3.67 13.3% 11%
20260720 $7.40 $2.73 14.6% 22%
20260716 $5.75 $3.15 12.1% 2%
20260715 $6.10 $3.17 12.1% 2%

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.