SPGP · Expected Move
Invesco S&P 500 GARP ETF · ETF
The expected move for SPGP 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).
SPGP 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 SPGP Expected Move
30-Day Straddle
$4.80
7-Day Straddle
$4.80
30-Day ATM IV
16.4%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to SPGP'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.
SPGP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.80 | $4.80 | 16.4% | 48% |
| 20261020 | $4.78 | $4.78 | 16.6% | 52% |
| 20261019 | $4.80 | $4.80 | 16.5% | 33% |
| 20261016 | $5.58 | $2.60 | 18.0% | 62% |
| 20261015 | $5.03 | $1.85 | 16.0% | 24% |
| 20261014 | $5.12 | $1.77 | 16.6% | 34% |
| 20261013 | $5.05 | $1.98 | 15.9% | 21% |
| 20261012 | $5.40 | $3.78 | 16.5% | 34% |
| 20261009 | $5.53 | $2.25 | 16.5% | 33% |
| 20261008 | $5.53 | $2.38 | 16.3% | 30% |
| 20261007 | $5.60 | $2.38 | 16.8% | 39% |
| 20261006 | $5.72 | $2.50 | 16.5% | 34% |
| 20261005 | $5.75 | $2.67 | 16.7% | 36% |
| 20261002 | $2.92 | $2.92 | 16.7% | 36% |
| 20261001 | $3.25 | $3.25 | 17.2% | 47% |
| 20260930 | $3.27 | $3.27 | 16.9% | 41% |
| 20260929 | $3.32 | $3.32 | 16.4% | 30% |
| 20260928 | $3.20 | $3.20 | 16.0% | 24% |
| 20260925 | $3.42 | $3.42 | 15.8% | 20% |
| 20260924 | $3.75 | $3.75 | 16.6% | 36% |
| 20260923 | $3.77 | $3.77 | 16.3% | 29% |
| 20260922 | $3.75 | $3.75 | 15.7% | 17% |
| 20260921 | $3.75 | $3.75 | 15.2% | 8% |
| 20260918 | $4.05 | $1.85 | 15.1% | 6% |
| 20260917 | $4.45 | $2.48 | 16.0% | 24% |
| 20260916 | $4.70 | $2.38 | 17.0% | 42% |
| 20260915 | $4.70 | $2.75 | 16.0% | 24% |
| 20260914 | $4.78 | $3.10 | 16.0% | 22% |
| 20260911 | $4.70 | $3.20 | 16.6% | 34% |
| 20260910 | $5.35 | $3.12 | 17.7% | 54% |
| 20260909 | $5.05 | $3.25 | 17.2% | 43% |
| 20260908 | $5.05 | $4.17 | 16.9% | 38% |
| 20260904 | $5.10 | $3.05 | 15.6% | 14% |
| 20260903 | $4.97 | $3.40 | 15.2% | 7% |
| 20260902 | $3.25 | $3.25 | 15.0% | 3% |
| 20260901 | $3.17 | $3.17 | 15.6% | 15% |
| 20260831 | $3.50 | $3.50 | 14.9% | 1% |
| 20260828 | $4.40 | $4.40 | 15.4% | 5% |
| 20260827 | $4.88 | $4.88 | 15.5% | 6% |
| 20260826 | $4.17 | $4.17 | 15.2% | 4% |
| 20260825 | $4.35 | $4.35 | 15.5% | 6% |
| 20260824 | $3.95 | $3.95 | 15.3% | 5% |
| 20260821 | $4.67 | $3.40 | 15.8% | 7% |
| 20260820 | $4.97 | $1.90 | 16.0% | 8% |
| 20260819 | $4.30 | $1.85 | 15.7% | 6% |
| 20260818 | $5.53 | $2.33 | 16.0% | 8% |
| 20260817 | $5.62 | $2.35 | 15.8% | 7% |
| 20260814 | $5.43 | $2.05 | 16.8% | 14% |
| 20260813 | $4.78 | $2.28 | 14.8% | 0% |
| 20260812 | $5.05 | $2.52 | 15.3% | 3% |
| 20260811 | $5.33 | $2.55 | 15.9% | 7% |
| 20260810 | $5.35 | $2.48 | 15.4% | 4% |
| 20260807 | — | — | 14.9% | 0% |
| 20260806 | $5.88 | $3.25 | 16.0% | 6% |
| 20260805 | $3.52 | $3.52 | 16.6% | 11% |
| 20260804 | $3.42 | $3.42 | 15.7% | 4% |
| 20260803 | $3.38 | $3.38 | 15.4% | 2% |
| 20260731 | $3.83 | $3.83 | 16.0% | 6% |
| 20260730 | $4.22 | $4.22 | 17.2% | 14% |
| 20260729 | $4.68 | $4.68 | 17.5% | 16% |
More on SPGP
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.