SPVM · Expected Move
Invesco S&P 500 Value with Momentum ETF · ETF
The expected move for SPVM 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).
SPVM 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 SPVM Expected Move
30-Day Straddle
$3.10
7-Day Straddle
$1.82
30-Day ATM IV
15.6%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to SPVM'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.
SPVM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.10 | $1.82 | 15.6% | 25% |
| 20261106 | $3.35 | $2.17 | 17.7% | 45% |
| 20261105 | $4.03 | $2.65 | 19.7% | 64% |
| 20261104 | $1.93 | $1.93 | 15.3% | 22% |
| 20261103 | $2.45 | $2.45 | 16.5% | 34% |
| 20261102 | $2.20 | $2.20 | 15.3% | 22% |
| 20261030 | $2.17 | $2.17 | 15.1% | 20% |
| 20261029 | $2.20 | $2.20 | 16.3% | 32% |
| 20261028 | $2.15 | $2.15 | 14.3% | 12% |
| 20261027 | $2.17 | $2.17 | 14.6% | 15% |
| 20261026 | $2.35 | $2.35 | 15.0% | 19% |
| 20261023 | $2.45 | $2.45 | 15.1% | 20% |
| 20261022 | $2.33 | $2.33 | 14.5% | 15% |
| 20261021 | $2.50 | $2.50 | 17.1% | 39% |
| 20261020 | $2.42 | $2.42 | 16.1% | 29% |
| 20261019 | $2.75 | $2.75 | 16.0% | 28% |
| 20261016 | $2.58 | $5.00 | 14.2% | 11% |
| 20261015 | $2.60 | $1.45 | 18.8% | 55% |
| 20261014 | $2.67 | $1.40 | 14.2% | 11% |
| 20261013 | $2.58 | $1.45 | 13.5% | 5% |
| 20261012 | $2.80 | $1.65 | 14.9% | 18% |
| 20261009 | $3.00 | $1.75 | 18.6% | 53% |
| 20261008 | $2.97 | $1.62 | 18.2% | 50% |
| 20261007 | $3.20 | $1.90 | 17.2% | 40% |
| 20261006 | $2.90 | $1.80 | 18.0% | 48% |
| 20261005 | $3.10 | $1.77 | 16.9% | 37% |
| 20261002 | $1.95 | $1.95 | 16.9% | 38% |
| 20261001 | $1.93 | $1.93 | 16.5% | 34% |
| 20260930 | $2.23 | $2.23 | 17.3% | 41% |
| 20260929 | $1.98 | $1.98 | 15.4% | 23% |
| 20260928 | $2.10 | $2.10 | 15.3% | 22% |
| 20260925 | $2.05 | $2.05 | 17.3% | 41% |
| 20260924 | $2.33 | $2.33 | 15.4% | 23% |
| 20260923 | $2.48 | $2.48 | 16.6% | 35% |
| 20260922 | $2.12 | $2.12 | 17.4% | 42% |
| 20260921 | $2.17 | $2.17 | 21.4% | 80% |
| 20260918 | $2.55 | $1.57 | 23.5% | 100% |
| 20260917 | $2.55 | $1.62 | 23.5% | 100% |
| 20260916 | $2.80 | $1.58 | 22.6% | 100% |
| 20260915 | $2.62 | $1.77 | 16.6% | 80% |
| 20260914 | $2.55 | $1.77 | 15.6% | 36% |
| 20260911 | $2.70 | $1.82 | 16.0% | 41% |
| 20260910 | $2.83 | $2.02 | 16.4% | 47% |
| 20260909 | $2.88 | $2.08 | 16.2% | 44% |
| 20260908 | $2.95 | $2.08 | 14.9% | 22% |
| 20260904 | $2.88 | $2.10 | 16.1% | 28% |
| 20260903 | $2.92 | $2.10 | 15.8% | 25% |
| 20260902 | $2.02 | $2.02 | 15.1% | 19% |
| 20260901 | $2.12 | $2.12 | 16.2% | 29% |
| 20260831 | $2.12 | $2.12 | 15.9% | 26% |
| 20260828 | $2.23 | $2.23 | 15.3% | 21% |
| 20260827 | $2.30 | $2.30 | 15.4% | 21% |
| 20260826 | $2.22 | $2.22 | 15.3% | 21% |
| 20260825 | $2.25 | $2.25 | 14.8% | 16% |
| 20260824 | $2.33 | $2.33 | 16.1% | 28% |
| 20260821 | $2.50 | $3.52 | 14.8% | 16% |
| 20260820 | $2.60 | $1.77 | 15.0% | 18% |
| 20260819 | $2.38 | $1.57 | 14.9% | 17% |
| 20260818 | $2.58 | $1.80 | 14.7% | 15% |
| 20260817 | $2.58 | $1.85 | 14.4% | 13% |
More on SPVM
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.