TAN · Expected Move
Invesco Solar ETF · ETF
The expected move for TAN 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).
TAN 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 TAN Expected Move
30-Day Straddle
$3.90
7-Day Straddle
$3.90
30-Day ATM IV
42.2%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to TAN'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.
TAN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.90 | $3.90 | 42.2% | 48% |
| 20261021 | $4.10 | $4.10 | 41.7% | 45% |
| 20261020 | $3.95 | $3.95 | 40.6% | 39% |
| 20261019 | $4.05 | $4.05 | 41.1% | 41% |
| 20261016 | $4.28 | $0.38 | 41.1% | 42% |
| 20261015 | $4.40 | $0.88 | 40.9% | 41% |
| 20261014 | $4.53 | $1.23 | 42.2% | 48% |
| 20261013 | $4.85 | $1.65 | 42.0% | 47% |
| 20261012 | $4.80 | $1.52 | 40.9% | 40% |
| 20261009 | $4.82 | $1.73 | 40.1% | 35% |
| 20261008 | $4.75 | $1.88 | 39.7% | 33% |
| 20261007 | $4.92 | $2.12 | 40.2% | 36% |
| 20261006 | $4.95 | $2.23 | 39.7% | 33% |
| 20261005 | $5.12 | $2.30 | 39.9% | 34% |
| 20261002 | $2.55 | $2.55 | 39.5% | 32% |
| 20261001 | $2.70 | $2.70 | 39.1% | 29% |
| 20260930 | $2.75 | $2.75 | 39.5% | 31% |
| 20260929 | $2.73 | $2.73 | 38.0% | 22% |
| 20260928 | $2.88 | $2.88 | 38.7% | 26% |
| 20260925 | $3.17 | $3.17 | 38.4% | 25% |
| 20260924 | $3.30 | $3.30 | 37.8% | 21% |
| 20260923 | $3.15 | $3.15 | 36.6% | 14% |
| 20260922 | $3.55 | $3.55 | 36.9% | 15% |
| 20260921 | $3.52 | $3.52 | 35.8% | 8% |
| 20260918 | $3.58 | $0.40 | 34.4% | 0% |
| 20260917 | $3.97 | $1.00 | 35.7% | 0% |
| 20260916 | $3.82 | $1.30 | 37.2% | 10% |
| 20260915 | $3.85 | $1.50 | 36.8% | 7% |
| 20260914 | $4.12 | $1.65 | 36.8% | 7% |
| 20260911 | $4.28 | $1.93 | 36.3% | 3% |
| 20260910 | $4.47 | $2.17 | 37.8% | 14% |
| 20260909 | $4.47 | $2.38 | 37.0% | 8% |
| 20260908 | $4.65 | $2.60 | 37.1% | 9% |
| 20260904 | $4.70 | $2.58 | 35.9% | 1% |
| 20260903 | $4.85 | $2.77 | 36.6% | 5% |
| 20260902 | $2.60 | $2.60 | 36.1% | 2% |
| 20260901 | $2.95 | $2.95 | 37.8% | 13% |
| 20260831 | $3.10 | $3.10 | 36.7% | 6% |
| 20260828 | $3.25 | $3.25 | 36.1% | 2% |
| 20260827 | $3.38 | $3.38 | 35.8% | 0% |
| 20260826 | $3.55 | $3.55 | 37.1% | 12% |
| 20260825 | $3.72 | $3.72 | 37.7% | 17% |
| 20260824 | $3.77 | $3.77 | 37.6% | 16% |
| 20260821 | $4.07 | $0.90 | 37.3% | 13% |
| 20260820 | $4.15 | $0.95 | 37.0% | 12% |
| 20260819 | $4.43 | $1.60 | 37.5% | 15% |
| 20260818 | $4.45 | $1.62 | 38.3% | 20% |
| 20260817 | $4.53 | $1.52 | 37.6% | 16% |
| 20260814 | $5.00 | $2.17 | 39.0% | 25% |
| 20260813 | $5.47 | $2.20 | 41.1% | 39% |
| 20260812 | $5.45 | $2.77 | 40.7% | 36% |
| 20260811 | $6.40 | $3.20 | 45.6% | 68% |
| 20260810 | $6.28 | $3.48 | 46.6% | 75% |
| 20260807 | — | — | 44.5% | 60% |
| 20260806 | $6.55 | $3.97 | 47.0% | 77% |
| 20260805 | $4.12 | $4.12 | 47.0% | 77% |
| 20260804 | $4.40 | $4.40 | 46.1% | 71% |
| 20260803 | $4.18 | $4.18 | 45.7% | 68% |
| 20260731 | $4.03 | $4.03 | 44.4% | 60% |
| 20260730 | $4.40 | $4.40 | 45.5% | 67% |
More on TAN
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.