SPHQ · Expected Move

Invesco S&P 500 Quality ETF · ETF

The expected move for SPHQ 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).

SPHQ 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 SPHQ Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
16.8%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to SPHQ'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.
SPHQ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $0.00 $0.00 16.8% 74%
20261021 $0.00 $0.00 14.4% 42%
20261020 $0.00 $0.00 16.7% 73%
20261019 $0.00 $0.00 18.7% 100%
20261016 $3.47 $1.45 16.9% 90%
20261015 $3.12 $1.55 14.7% 55%
20261014 $3.45 $1.43 15.7% 70%
20261013 $3.20 $1.65 13.6% 37%
20261012 $2.75 $1.43 14.0% 42%
20261009 $2.88 $1.43 13.3% 32%
20261008 $3.58 $1.80 14.5% 51%
20261007 $3.55 $1.98 15.2% 63%
20261006 $3.08 $1.68 14.3% 48%
20261005 $3.20 $1.82 14.3% 49%
20261002 $2.10 $2.10 15.9% 74%
20261001 $2.25 $2.25 16.2% 79%
20260930 $1.80 $1.80 15.7% 71%
20260929 $2.30 $2.30 15.6% 70%
20260928 $2.20 $2.20 15.0% 59%
20260925 $2.42 $2.42 14.8% 57%
20260924 $2.45 $2.45 14.6% 53%
20260923 $2.45 $2.45 14.4% 50%
20260922 $2.58 $2.58 14.9% 59%
20260921 $2.45 $2.45 14.0% 42%
20260918 $2.42 $0.53 13.2% 30%
20260917 $2.88 $1.55 14.5% 52%
20260916 $3.02 $1.62 16.0% 77%
20260915 $2.48 $1.93 13.3% 32%
20260914 $2.92 $0.95 14.9% 58%
20260911 $2.98 $1.65 14.4% 49%
20260910 $3.27 $1.27 15.7% 71%
20260909 $3.42 $1.30 15.2% 62%
20260908 $3.20 $2.17 15.1% 61%
20260904 $3.25 $1.90 13.9% 41%
20260903 $3.20 $1.90 13.8% 40%
20260902 $1.85 $1.85 13.5% 35%
20260901 $1.77 $1.77 14.5% 51%
20260831 $2.17 $2.17 14.3% 49%
20260828 $2.33 $2.33 14.7% 46%
20260827 $2.53 $2.53 15.3% 53%
20260826 $2.45 $2.45 14.8% 47%
20260825 $2.73 $2.73 15.3% 54%
20260824 $2.73 $2.73 15.4% 56%
20260821 $2.75 $4.42 14.5% 28%
20260820 $2.80 $0.77 14.9% 31%
20260819 $3.15 $0.90 15.7% 39%
20260818 $3.05 $1.82 15.9% 40%
20260817 $2.97 $1.45 14.6% 29%
20260814 $3.02 $1.90 14.1% 24%
20260813 $3.33 $1.85 14.7% 30%
20260812 $3.48 $1.68 13.7% 21%
20260811 $3.43 $1.75 15.5% 37%
20260810 $3.38 $2.00 15.2% 34%
20260807 — — 15.3% 35%
20260806 $3.55 $2.23 15.2% 34%
20260805 $2.20 $2.20 16.5% 45%
20260804 $2.10 $2.10 16.1% 42%
20260803 $1.80 $1.80 11.4% 0%
20260731 $1.95 $1.95 12.9% 13%
20260730 $2.05 $2.05 12.6% 11%

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.