SPHB · Expected Move
Invesco S&P 500 High Beta ETF · ETF
The expected move for SPHB 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).
SPHB 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 SPHB Expected Move
30-Day Straddle
$10.75
7-Day Straddle
$10.75
30-Day ATM IV
34.6%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to SPHB'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.
SPHB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $10.75 | $10.75 | 34.6% | 68% |
| 20261021 | $10.20 | $10.20 | 31.0% | 38% |
| 20261020 | $10.55 | $10.55 | 32.4% | 50% |
| 20261019 | $10.77 | $10.77 | 32.5% | 50% |
| 20261016 | $12.20 | $1.85 | 35.4% | 74% |
| 20261015 | $12.10 | $3.25 | 32.8% | 53% |
| 20261014 | $12.25 | $3.80 | 33.3% | 57% |
| 20261013 | $11.55 | $3.88 | 29.8% | 28% |
| 20261012 | $11.70 | $4.70 | 29.7% | 28% |
| 20261009 | $12.25 | $5.08 | 29.2% | 31% |
| 20261008 | $12.60 | $5.58 | 30.4% | 40% |
| 20261007 | $12.80 | $5.43 | 29.0% | 31% |
| 20261006 | $12.30 | $6.20 | 27.8% | 22% |
| 20261005 | $12.75 | $6.80 | 29.7% | 36% |
| 20261002 | $7.28 | $7.28 | 29.5% | 35% |
| 20261001 | $7.12 | $7.12 | 30.2% | 40% |
| 20260930 | $7.90 | $7.90 | 31.1% | 46% |
| 20260929 | $7.60 | $7.60 | 29.5% | 35% |
| 20260928 | $7.90 | $7.90 | 29.6% | 35% |
| 20260925 | $8.38 | $8.38 | 29.1% | 32% |
| 20260924 | $8.95 | $8.95 | 30.2% | 40% |
| 20260923 | $9.10 | $9.10 | 30.3% | 41% |
| 20260922 | $8.82 | $8.82 | 28.6% | 28% |
| 20260921 | $9.30 | $9.30 | 29.4% | 34% |
| 20260918 | $9.22 | $2.32 | 27.8% | 22% |
| 20260917 | $9.62 | $3.08 | 30.1% | 39% |
| 20260916 | $10.30 | $4.35 | 31.6% | 50% |
| 20260915 | $10.20 | $4.67 | 31.0% | 46% |
| 20260914 | $11.35 | $5.58 | 33.7% | 65% |
| 20260911 | $10.75 | $4.83 | 29.4% | 34% |
| 20260910 | $11.10 | $6.53 | 31.1% | 49% |
| 20260909 | $11.50 | $5.83 | 30.6% | 50% |
| 20260908 | $10.80 | $5.67 | 28.6% | 38% |
| 20260904 | $10.60 | $5.95 | 26.3% | 24% |
| 20260903 | $10.40 | $6.78 | 26.8% | 27% |
| 20260902 | $7.17 | $7.17 | 29.4% | 43% |
| 20260901 | $7.90 | $7.90 | 29.9% | 46% |
| 20260831 | $7.60 | $7.60 | 28.9% | 40% |
| 20260828 | $7.88 | $7.88 | 28.2% | 36% |
| 20260827 | $8.65 | $8.65 | 29.2% | 42% |
| 20260826 | $8.32 | $8.32 | 28.6% | 38% |
| 20260825 | $8.88 | $8.88 | 29.0% | 41% |
| 20260824 | $8.53 | $8.53 | 28.7% | 39% |
| 20260821 | $9.88 | $1.98 | 29.5% | 44% |
| 20260820 | $10.15 | $2.83 | 29.7% | 45% |
| 20260819 | $10.00 | $3.75 | 28.9% | 40% |
| 20260818 | $9.68 | $4.00 | 28.2% | 36% |
| 20260817 | $11.18 | $4.45 | 30.0% | 47% |
| 20260814 | $11.15 | $5.15 | 29.0% | 41% |
| 20260813 | $11.20 | $5.07 | 28.9% | 40% |
| 20260812 | $11.20 | $5.62 | 29.5% | 44% |
| 20260811 | $11.75 | $6.12 | 30.8% | 52% |
| 20260810 | $12.20 | $6.12 | 30.9% | 52% |
| 20260807 | — | — | 29.5% | 44% |
| 20260806 | $12.80 | $7.60 | 31.5% | 56% |
| 20260805 | $7.98 | $7.98 | 32.3% | 61% |
| 20260804 | $7.32 | $7.32 | 29.8% | 46% |
| 20260803 | $8.35 | $8.35 | 31.1% | 54% |
| 20260731 | $9.30 | $9.30 | 34.3% | 73% |
| 20260730 | $9.80 | $9.80 | 34.1% | 72% |
More on SPHB
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.