RSPF · Expected Move
Invesco S&P 500 Equal Weight Financials ETF · ETF
The expected move for RSPF 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).
RSPF 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 RSPF Expected Move
30-Day Straddle
$1.88
7-Day Straddle
$1.88
30-Day ATM IV
19.2%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to RSPF'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.
RSPF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.88 | $1.88 | 19.2% | 32% |
| 20261021 | $1.50 | $1.50 | 31.9% | 100% |
| 20261020 | $1.55 | $1.55 | 17.5% | 27% |
| 20261019 | $1.73 | $1.73 | 28.5% | 100% |
| 20261016 | $3.70 | $1.95 | 18.7% | 78% |
| 20261015 | $3.53 | $1.07 | 17.6% | 63% |
| 20261014 | $3.67 | $1.27 | 18.1% | 70% |
| 20261013 | $3.58 | $1.27 | 17.6% | 62% |
| 20261012 | $3.88 | $1.62 | 18.3% | 73% |
| 20261009 | $3.92 | $1.73 | 18.5% | 76% |
| 20261008 | $4.25 | $1.75 | 19.7% | 94% |
| 20261007 | $3.90 | $1.95 | 18.4% | 74% |
| 20261006 | $4.08 | $2.08 | 18.4% | 74% |
| 20261005 | $4.07 | $2.15 | 18.6% | 76% |
| 20261002 | $2.30 | $2.30 | 18.9% | 82% |
| 20261001 | $2.48 | $2.48 | 19.0% | 83% |
| 20260930 | $2.58 | $2.58 | 18.8% | 80% |
| 20260929 | $2.62 | $2.62 | 19.2% | 85% |
| 20260928 | $2.67 | $2.67 | 18.8% | 80% |
| 20260925 | $2.67 | $2.67 | 17.5% | 60% |
| 20260924 | $2.90 | $2.90 | 18.8% | 80% |
| 20260923 | $3.00 | $3.00 | 18.9% | 82% |
| 20260922 | $2.67 | $2.67 | 16.9% | 53% |
| 20260921 | $2.83 | $2.83 | 16.6% | 48% |
| 20260918 | $2.88 | $2.73 | 15.9% | 38% |
| 20260917 | $3.12 | $1.15 | 17.1% | 52% |
| 20260916 | $3.33 | $1.40 | 18.0% | 64% |
| 20260915 | $3.33 | $1.50 | 17.1% | 52% |
| 20260914 | $3.42 | $1.52 | 17.3% | 54% |
| 20260911 | $3.55 | $1.58 | 17.6% | 57% |
| 20260910 | $3.85 | $1.88 | 18.6% | 70% |
| 20260909 | $3.78 | $1.85 | 18.0% | 62% |
| 20260908 | $3.73 | $1.85 | 17.3% | 53% |
| 20260904 | $3.83 | $2.12 | 16.3% | 39% |
| 20260903 | $3.83 | $2.20 | 16.2% | 38% |
| 20260902 | $2.25 | $2.25 | 16.1% | 37% |
| 20260901 | $2.48 | $2.48 | 16.7% | 44% |
| 20260831 | $2.30 | $2.30 | 15.8% | 32% |
| 20260828 | $2.42 | $2.42 | 15.3% | 25% |
| 20260827 | $2.55 | $2.55 | 15.8% | 32% |
| 20260826 | $2.62 | $2.62 | 15.7% | 30% |
| 20260825 | $2.70 | $2.70 | 15.7% | 31% |
| 20260824 | $2.83 | $2.83 | 16.0% | 34% |
| 20260821 | $2.90 | $2.95 | 15.5% | 28% |
| 20260820 | $2.90 | $1.15 | 15.6% | 27% |
| 20260819 | $3.00 | $1.43 | 14.9% | 19% |
| 20260818 | $2.92 | $1.32 | 14.9% | 18% |
| 20260817 | $2.65 | $1.20 | 13.4% | 0% |
| 20260814 | $3.10 | $1.52 | 14.6% | 0% |
| 20260813 | $3.17 | $1.73 | 14.7% | 0% |
| 20260812 | $3.27 | $1.67 | 15.2% | 0% |
| 20260811 | $3.52 | $1.88 | 16.0% | 5% |
| 20260810 | $3.52 | $1.90 | 16.1% | 6% |
| 20260807 | — | — | 15.9% | 2% |
| 20260806 | $3.90 | $2.17 | 16.7% | 7% |
| 20260805 | $2.33 | $2.33 | 16.5% | 6% |
| 20260804 | $2.27 | $2.27 | 16.2% | 4% |
| 20260803 | $2.25 | $2.25 | 15.5% | 0% |
| 20260731 | $2.58 | $2.58 | 16.0% | 1% |
| 20260730 | $2.55 | $2.55 | 15.7% | 0% |
More on RSPF
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.