RWL · Expected Move

Invesco S&P 500 Revenue ETF · ETF

The expected move for RWL 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).

RWL 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 RWL Expected Move
30-Day Straddle
$4.55
7-Day Straddle
$4.55
30-Day ATM IV
14.7%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to RWL'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.
RWL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $4.55 $4.55 14.7% 70%
20261020 $4.53 $4.53 14.2% 44%
20261019 $4.72 $4.72 14.7% 54%
20261016 $5.35 $3.00 15.5% 66%
20261015 $5.00 $2.08 14.5% 50%
20261014 $4.25 $2.73 12.4% 16%
20261013 $4.92 $2.78 14.3% 46%
20261012 $4.22 $1.40 12.3% 15%
20261009 $5.30 $3.05 13.9% 41%
20261008 $4.92 $2.50 13.7% 37%
20261007 $5.70 $3.10 15.2% 62%
20261006 $5.20 $3.23 14.4% 49%
20261005 $4.28 $2.75 12.9% 24%
20261002 $3.35 $3.35 14.1% 43%
20261001 $3.00 $3.00 14.6% 51%
20260930 $2.90 $2.90 14.8% 54%
20260929 $3.00 $3.00 12.7% 21%
20260928 $3.40 $3.40 14.6% 52%
20260925 $3.33 $3.33 13.4% 32%
20260924 $3.77 $3.77 15.8% 70%
20260923 $3.75 $3.75 14.0% 42%
20260922 $3.70 $3.70 13.7% 33%
20260921 $2.33 $2.33 12.7% 20%
20260918 $3.48 $4.00 13.0% 23%
20260917 $3.62 $2.02 12.9% 22%
20260916 $4.53 $2.80 15.0% 53%
20260915 $4.60 $3.20 14.1% 39%
20260914 $4.25 $2.30 13.4% 29%
20260911 $4.80 $3.35 12.6% 18%
20260910 $4.82 $3.45 14.9% 52%
20260909 $4.90 $2.50 13.8% 35%
20260908 $4.15 $2.88 12.4% 15%
20260904 $4.90 $3.55 12.8% 20%
20260903 $5.35 $3.50 12.8% 21%
20260902 $2.88 $2.88 12.7% 20%
20260901 $3.50 $3.50 13.0% 23%
20260831 $3.40 $3.40 12.9% 21%
20260828 $2.88 $2.88 12.7% 18%
20260827 $3.12 $3.12 12.4% 14%
20260826 $3.95 $3.95 13.1% 24%
20260825 $3.50 $3.50 13.2% 25%
20260824 $3.28 $3.28 12.6% 16%
20260821 $4.15 $4.50 12.9% 21%
20260820 $4.35 $2.80 13.3% 26%
20260819 $4.25 $1.90 12.8% 19%
20260818 $4.00 $3.12 14.0% 36%
20260817 $5.00 $2.92 14.0% 25%
20260814 $4.50 $2.50 14.2% 27%
20260813 $5.53 $2.50 14.9% 34%
20260812 $5.35 $2.40 15.4% 38%
20260811 $4.88 $3.20 14.0% 24%
20260810 $3.83 $3.12 11.4% 0%
20260806 $5.00 $3.30 14.2% 12%
20260805 $3.00 $3.00 13.5% 6%
20260804 $3.35 $3.35 14.6% 15%
20260803 $3.00 $3.00 13.2% 5%
20260731 $3.08 $3.08 13.8% 9%
20260730 $4.08 $4.08 15.4% 21%
20260729 $4.67 $4.67 14.7% 16%
20260728 $4.22 $4.22 15.3% 21%

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.