SPMO · Expected Move
Invesco S&P 500 Momentum ETF · ETF
The expected move for SPMO 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).
SPMO 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 SPMO Expected Move
30-Day Straddle
$8.35
7-Day Straddle
$8.35
30-Day ATM IV
25.6%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to SPMO'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.
SPMO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $8.35 | $8.35 | 25.6% | 28% |
| 20261020 | $8.65 | $8.65 | 26.3% | 32% |
| 20261019 | $8.85 | $8.85 | 26.5% | 34% |
| 20261016 | $9.70 | $0.53 | 27.9% | 43% |
| 20261015 | $9.40 | $1.82 | 25.8% | 30% |
| 20261014 | $9.60 | $2.58 | 26.0% | 30% |
| 20261013 | $8.95 | $2.55 | 23.6% | 15% |
| 20261012 | $9.90 | $3.28 | 25.2% | 25% |
| 20261009 | $9.95 | $3.78 | 24.4% | 25% |
| 20261008 | $10.70 | $4.55 | 25.8% | 35% |
| 20261007 | $10.50 | $4.12 | 24.5% | 28% |
| 20261006 | $10.90 | $4.38 | 25.0% | 33% |
| 20261005 | $11.15 | $5.45 | 25.6% | 36% |
| 20261002 | $5.62 | $5.62 | 25.6% | 37% |
| 20261001 | $6.00 | $6.00 | 25.6% | 37% |
| 20260930 | $6.15 | $6.15 | 25.4% | 36% |
| 20260929 | $6.58 | $6.58 | 25.2% | 34% |
| 20260928 | $6.47 | $6.47 | 25.5% | 36% |
| 20260925 | $6.70 | $6.70 | 24.2% | 30% |
| 20260924 | $7.00 | $7.00 | 24.5% | 32% |
| 20260923 | $7.05 | $7.05 | 24.3% | 34% |
| 20260922 | $6.75 | $6.75 | 22.3% | 25% |
| 20260921 | $7.00 | $7.00 | 23.0% | 29% |
| 20260918 | $7.17 | $0.95 | 21.3% | 20% |
| 20260917 | $7.45 | $1.65 | 22.3% | 25% |
| 20260916 | $8.10 | $2.65 | 24.4% | 36% |
| 20260915 | $7.75 | $2.90 | 23.5% | 31% |
| 20260914 | $8.00 | $3.38 | 23.5% | 31% |
| 20260911 | $8.30 | $3.90 | 22.8% | 28% |
| 20260910 | $9.55 | $4.47 | 24.8% | 38% |
| 20260909 | $9.60 | $4.83 | 25.1% | 40% |
| 20260908 | $9.95 | $5.10 | 25.5% | 47% |
| 20260904 | $9.85 | $5.62 | 24.1% | 41% |
| 20260903 | $9.30 | $5.00 | 22.4% | 33% |
| 20260902 | $5.35 | $5.35 | 23.2% | 36% |
| 20260901 | $6.00 | $6.00 | 24.0% | 40% |
| 20260831 | $5.90 | $5.90 | 23.0% | 35% |
| 20260828 | $6.28 | $6.28 | 23.3% | 37% |
| 20260827 | $6.58 | $6.58 | 23.6% | 38% |
| 20260826 | $7.35 | $7.35 | 24.8% | 44% |
| 20260825 | $7.35 | $7.35 | 24.7% | 43% |
| 20260824 | $7.60 | $7.60 | 25.2% | 46% |
| 20260821 | $8.10 | $0.80 | 24.8% | 44% |
| 20260820 | $8.70 | $1.35 | 26.0% | 49% |
| 20260819 | $8.95 | $2.33 | 26.1% | 50% |
| 20260818 | $9.05 | $2.62 | 25.8% | 49% |
| 20260817 | $9.15 | $3.15 | 25.0% | 45% |
| 20260814 | $9.65 | $3.55 | 25.2% | 46% |
| 20260813 | $9.70 | $4.10 | 25.3% | 46% |
| 20260812 | $10.30 | $5.00 | 26.7% | 53% |
| 20260811 | $10.35 | $5.15 | 27.2% | 55% |
| 20260810 | $11.65 | $6.15 | 29.6% | 67% |
| 20260807 | — | — | 29.3% | 65% |
| 20260806 | $12.45 | $7.38 | 30.4% | 71% |
| 20260805 | $8.10 | $8.10 | 32.3% | 79% |
| 20260804 | $9.15 | $9.15 | 32.4% | 80% |
| 20260803 | $7.85 | $7.85 | 31.7% | 76% |
| 20260731 | $9.25 | $9.25 | 33.0% | 83% |
| 20260730 | $9.40 | $9.40 | 33.0% | 83% |
| 20260729 | $11.05 | $11.05 | 36.0% | 97% |
More on SPMO
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.