SPHD · Expected Move
Invesco S&P 500 High Dividend Low Volatility ETF · ETF
The expected move for SPHD 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).
SPHD 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 SPHD Expected Move
30-Day Straddle
$1.72
7-Day Straddle
$1.72
30-Day ATM IV
13.9%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to SPHD'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.
SPHD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.72 | $1.72 | 13.9% | 13% |
| 20261021 | $2.30 | $2.30 | 19.5% | 55% |
| 20261020 | $1.57 | $1.57 | 17.0% | 36% |
| 20261019 | $1.78 | $1.78 | 15.2% | 23% |
| 20261016 | $1.32 | $1.12 | 16.6% | 34% |
| 20261015 | $1.85 | $0.82 | 13.1% | 8% |
| 20261014 | $1.58 | $1.88 | 15.9% | 28% |
| 20261013 | $2.55 | $0.85 | 18.0% | 44% |
| 20261012 | $2.65 | $1.20 | 18.9% | 50% |
| 20261009 | $2.03 | $1.18 | 18.3% | 46% |
| 20261008 | $2.15 | $0.82 | 16.1% | 30% |
| 20261007 | $3.15 | $1.43 | 18.0% | 44% |
| 20261006 | $5.00 | $2.50 | 17.3% | 38% |
| 20261005 | $2.60 | $0.73 | 15.9% | 28% |
| 20261002 | $0.98 | $0.98 | 18.4% | 47% |
| 20261001 | $1.65 | $1.65 | 23.9% | 87% |
| 20260930 | $1.40 | $1.40 | 17.1% | 37% |
| 20260929 | $1.57 | $1.57 | 17.3% | 38% |
| 20260928 | $1.50 | $1.50 | 17.0% | 36% |
| 20260925 | $1.55 | $1.55 | 18.5% | 47% |
| 20260924 | $1.68 | $1.68 | 18.1% | 45% |
| 20260923 | $1.75 | $1.75 | 17.9% | 43% |
| 20260922 | $2.00 | $2.00 | 15.4% | 25% |
| 20260921 | $0.93 | $0.93 | 12.6% | 4% |
| 20260918 | $2.38 | $0.60 | 16.9% | 34% |
| 20260917 | $1.60 | $1.10 | 17.8% | 40% |
| 20260916 | $1.10 | $1.15 | 13.4% | 9% |
| 20260915 | $2.10 | $0.72 | 14.3% | 16% |
| 20260914 | $1.62 | $1.48 | 14.6% | 18% |
| 20260911 | $1.88 | $0.95 | 17.2% | 36% |
| 20260910 | $3.42 | $0.88 | 19.4% | 51% |
| 20260909 | $2.12 | $0.97 | 16.2% | 29% |
| 20260908 | $1.85 | $1.60 | 25.7% | 95% |
| 20260904 | $1.78 | $2.40 | 14.8% | 19% |
| 20260903 | $2.23 | $1.00 | 13.1% | 7% |
| 20260902 | $1.85 | $1.85 | 17.3% | 36% |
| 20260901 | $2.48 | $2.48 | 13.7% | 12% |
| 20260831 | $2.48 | $2.48 | 14.6% | 18% |
| 20260828 | $1.20 | $1.20 | 12.1% | 0% |
| 20260827 | $1.05 | $1.05 | 12.2% | 0% |
| 20260826 | $1.90 | $1.90 | 16.9% | 32% |
| 20260825 | $1.88 | $1.88 | 20.6% | 58% |
| 20260824 | $1.05 | $1.05 | 18.4% | 42% |
| 20260821 | $1.93 | $0.45 | 17.5% | 36% |
| 20260820 | $1.60 | $1.02 | 19.3% | 48% |
| 20260819 | $2.03 | $1.05 | 17.9% | 39% |
| 20260818 | $1.98 | $0.80 | 18.4% | 42% |
| 20260817 | $1.77 | $0.68 | — | — |
| 20260814 | $1.98 | $1.05 | 16.6% | 29% |
| 20260813 | $1.73 | $0.93 | 16.8% | 31% |
| 20260812 | $1.55 | $1.92 | 17.5% | 36% |
| 20260811 | $2.20 | $3.00 | 17.2% | 33% |
| 20260810 | $1.93 | $1.38 | 19.7% | 47% |
| 20260807 | — | — | 18.2% | 37% |
| 20260806 | $3.15 | $4.17 | 23.1% | 69% |
| 20260805 | $1.15 | $1.15 | 16.5% | 26% |
| 20260804 | $1.55 | $1.55 | 17.9% | 35% |
| 20260803 | $1.50 | $1.50 | 16.8% | 28% |
| 20260731 | $1.38 | $1.38 | 18.2% | 37% |
| 20260730 | $1.50 | $1.50 | 16.1% | 23% |
More on SPHD
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.