RZV · Expected Move
Invesco S&P SmallCap 600 Pure Value ETF · ETF
The expected move for RZV 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).
RZV 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 RZV Expected Move
30-Day Straddle
$6.55
7-Day Straddle
$6.55
30-Day ATM IV
20.5%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to RZV'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.
RZV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $6.55 | $6.55 | 20.5% | 33% |
| 20261021 | $0.00 | $0.00 | 29.6% | 100% |
| 20261020 | $3.20 | $3.20 | 19.5% | 32% |
| 20261019 | $0.00 | $0.00 | 19.8% | 28% |
| 20261016 | $7.05 | $3.50 | 20.2% | 31% |
| 20261015 | $6.58 | $1.40 | 18.5% | 19% |
| 20261014 | $7.03 | $2.00 | 19.7% | 28% |
| 20261013 | $6.65 | $2.25 | 18.4% | 18% |
| 20261012 | $6.92 | $2.08 | 18.9% | 21% |
| 20261009 | $7.38 | $2.55 | 19.1% | 23% |
| 20261008 | $7.53 | $3.08 | 19.3% | 24% |
| 20261007 | $7.72 | $3.30 | 19.6% | 27% |
| 20261006 | $7.62 | $3.33 | 19.0% | 22% |
| 20261005 | $7.75 | $3.45 | 19.0% | 23% |
| 20261002 | $3.72 | $3.72 | 18.3% | 17% |
| 20261001 | $4.60 | $4.60 | 20.4% | 33% |
| 20260930 | $4.45 | $4.45 | 19.6% | 27% |
| 20260929 | $4.67 | $4.67 | 19.6% | 27% |
| 20260928 | $4.82 | $4.82 | 19.8% | 28% |
| 20260925 | $5.15 | $5.15 | 19.1% | 23% |
| 20260924 | $5.05 | $5.05 | 18.9% | 21% |
| 20260923 | $4.95 | $4.95 | 18.3% | 17% |
| 20260922 | $4.93 | $4.93 | 17.3% | 10% |
| 20260921 | $5.03 | $5.03 | 17.5% | 11% |
| 20260918 | $5.38 | $4.08 | 16.8% | 6% |
| 20260917 | $5.35 | $1.95 | 16.6% | 5% |
| 20260916 | $6.05 | $2.10 | 18.1% | 16% |
| 20260915 | $6.55 | $2.88 | 19.3% | 24% |
| 20260914 | $6.45 | $3.15 | 18.8% | 21% |
| 20260911 | $6.58 | $3.38 | 18.3% | 17% |
| 20260910 | $7.32 | $4.03 | 20.4% | 33% |
| 20260909 | $7.05 | $4.12 | 19.0% | 22% |
| 20260908 | $6.95 | $3.83 | 18.2% | 17% |
| 20260904 | $6.78 | $3.62 | 16.3% | 3% |
| 20260903 | $7.00 | $3.77 | 16.8% | 6% |
| 20260902 | $4.25 | $4.25 | 18.0% | 15% |
| 20260901 | $5.45 | $5.45 | 18.7% | 20% |
| 20260831 | $4.47 | $4.47 | 17.5% | 11% |
| 20260828 | $4.75 | $4.75 | 17.0% | 7% |
| 20260827 | $4.90 | $4.90 | 16.9% | 7% |
| 20260826 | $5.25 | $5.25 | 17.5% | 12% |
| 20260825 | $5.25 | $5.25 | 17.4% | 10% |
| 20260824 | $5.53 | $5.53 | 18.0% | 15% |
| 20260821 | $5.67 | $3.12 | 17.2% | 9% |
| 20260820 | $5.90 | $1.75 | 18.2% | 17% |
| 20260819 | $5.58 | $1.90 | 16.0% | 0% |
| 20260818 | $6.25 | $2.35 | 18.0% | 10% |
| 20260817 | $6.65 | $2.20 | 17.0% | 3% |
| 20260814 | $6.33 | $2.25 | 16.7% | 0% |
| 20260813 | $6.62 | $2.45 | 17.2% | 0% |
| 20260812 | $7.28 | $2.52 | 17.8% | 3% |
| 20260811 | $7.25 | $3.27 | 17.9% | 4% |
| 20260810 | $7.47 | $3.45 | 18.1% | 5% |
| 20260807 | — | — | 17.4% | 0% |
| 20260806 | $7.93 | $4.15 | 18.4% | 2% |
| 20260805 | $4.53 | $4.53 | 17.9% | 0% |
| 20260804 | $4.88 | $4.88 | 19.0% | 3% |
| 20260803 | $4.88 | $4.88 | 18.5% | 0% |
| 20260731 | $5.33 | $5.33 | 19.1% | 1% |
| 20260730 | $5.93 | $5.93 | 20.0% | 6% |
More on RZV
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.