SPLV · Expected Move
Invesco S&P 500 Low Volatility ETF · ETF
The expected move for SPLV 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).
SPLV 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 SPLV Expected Move
30-Day Straddle
$2.67
7-Day Straddle
$2.67
30-Day ATM IV
15.3%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to SPLV'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.
SPLV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.67 | $2.67 | 15.3% | 21% |
| 20261021 | $2.17 | $2.17 | 13.5% | 14% |
| 20261020 | $2.67 | $2.67 | 31.0% | 89% |
| 20261019 | $2.52 | $2.52 | 15.5% | 22% |
| 20261016 | $2.55 | $0.75 | 13.8% | 15% |
| 20261015 | $1.88 | $0.55 | 33.6% | 100% |
| 20261014 | $2.58 | $0.75 | 13.5% | 15% |
| 20261013 | $2.52 | $1.05 | 13.5% | 15% |
| 20261012 | $2.23 | $0.97 | 12.7% | 11% |
| 20261009 | $2.45 | $1.43 | 13.4% | 15% |
| 20261008 | $2.90 | $1.35 | 14.6% | 20% |
| 20261007 | $2.47 | $3.30 | 13.4% | 14% |
| 20261006 | $2.05 | $1.25 | 10.7% | 2% |
| 20261005 | $1.92 | $1.30 | 10.3% | 0% |
| 20261002 | $1.35 | $1.35 | 10.4% | 0% |
| 20261001 | $2.00 | $2.00 | 23.8% | 64% |
| 20260930 | $1.42 | $1.42 | 12.3% | 8% |
| 20260929 | $1.57 | $1.57 | 20.9% | 50% |
| 20260928 | $1.82 | $1.82 | 12.3% | 9% |
| 20260925 | $2.58 | $2.58 | 14.5% | 19% |
| 20260924 | $1.90 | $1.90 | 12.3% | 8% |
| 20260923 | $2.25 | $2.25 | 13.6% | 15% |
| 20260922 | $2.00 | $2.00 | 14.8% | 21% |
| 20260921 | $1.85 | $1.85 | 13.9% | 16% |
| 20260918 | $2.30 | $0.45 | 14.4% | 19% |
| 20260917 | $3.00 | $0.78 | 18.2% | 37% |
| 20260916 | $2.75 | $0.60 | 16.5% | 29% |
| 20260915 | $3.30 | $2.25 | 17.9% | 35% |
| 20260914 | $2.50 | $0.88 | 14.2% | 18% |
| 20260911 | $3.22 | $1.12 | 17.5% | 34% |
| 20260910 | $2.67 | $1.15 | 14.4% | 19% |
| 20260909 | $2.60 | $1.15 | 13.8% | 16% |
| 20260908 | $3.15 | $1.27 | 14.5% | 19% |
| 20260904 | $2.77 | $1.23 | 13.2% | 13% |
| 20260903 | $3.30 | $1.48 | 18.9% | 40% |
| 20260902 | $1.60 | $1.60 | 20.0% | 46% |
| 20260901 | $2.10 | $2.10 | 15.1% | 22% |
| 20260831 | $1.68 | $1.68 | 12.8% | 11% |
| 20260828 | $1.88 | $1.88 | 13.6% | 15% |
| 20260827 | $2.05 | $2.05 | 13.6% | 14% |
| 20260826 | $2.08 | $2.08 | 13.6% | 15% |
| 20260825 | $1.75 | $1.75 | 13.2% | 13% |
| 20260824 | $2.02 | $2.02 | 13.9% | 16% |
| 20260821 | $2.08 | $2.67 | 12.1% | 8% |
| 20260820 | $2.20 | $0.75 | 13.6% | 15% |
| 20260819 | $2.27 | $1.02 | 13.2% | 13% |
| 20260818 | $2.12 | $1.62 | 12.0% | 7% |
| 20260817 | $3.12 | $0.88 | 16.5% | 29% |
| 20260814 | $2.70 | $1.00 | 14.7% | 20% |
| 20260813 | $3.12 | $1.32 | 16.1% | 27% |
| 20260812 | $3.27 | $1.70 | 16.5% | 29% |
| 20260811 | $2.92 | $1.55 | 14.6% | 20% |
| 20260810 | $3.00 | $1.93 | 15.6% | 24% |
| 20260807 | — | — | 13.8% | 16% |
| 20260806 | $2.83 | $2.00 | 13.5% | 14% |
| 20260805 | $2.25 | $2.25 | 15.6% | 25% |
| 20260804 | $2.08 | $2.08 | 16.1% | 27% |
| 20260803 | $1.88 | $1.88 | 25.8% | 74% |
| 20260731 | $1.95 | $1.95 | 25.3% | 72% |
| 20260730 | $2.62 | $2.62 | 15.4% | 24% |
More on SPLV
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.