VRP · Expected Move
Invesco Variable Rate Preferred ETF · ETF
The expected move for VRP 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).
VRP 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 VRP Expected Move
30-Day Straddle
$0.85
7-Day Straddle
$0.85
30-Day ATM IV
13.0%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to VRP'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.
VRP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.85 | $0.85 | 13.0% | 8% |
| 20261021 | $0.00 | $0.00 | 26.5% | 26% |
| 20261020 | $0.00 | $0.00 | 74.5% | 92% |
| 20261019 | $0.00 | $0.00 | 80.7% | 100% |
| 20261016 | $0.88 | $4.90 | 17.1% | 38% |
| 20261015 | $0.90 | $1.30 | 15.6% | 33% |
| 20261014 | $0.90 | $1.32 | 17.0% | 38% |
| 20261013 | $0.88 | $1.32 | 17.3% | 40% |
| 20261012 | $0.88 | $1.32 | 16.1% | 35% |
| 20261009 | $0.93 | $1.30 | 20.0% | 50% |
| 20261008 | $0.90 | $1.30 | 20.5% | 52% |
| 20261007 | $1.00 | $0.88 | 18.6% | 45% |
| 20261006 | $1.03 | $1.35 | 18.6% | 45% |
| 20261005 | $0.97 | $1.35 | 18.0% | 42% |
| 20261002 | $1.35 | $1.35 | 21.0% | 54% |
| 20261001 | $1.35 | $1.35 | 22.6% | 60% |
| 20260930 | $0.85 | $0.85 | 26.2% | 74% |
| 20260929 | $1.35 | $1.35 | 22.6% | 60% |
| 20260928 | $1.32 | $1.32 | 20.9% | 54% |
| 20260925 | $1.32 | $1.32 | 23.8% | 65% |
| 20260924 | $1.27 | $1.27 | 20.6% | 53% |
| 20260923 | $1.33 | $1.33 | 15.2% | 31% |
| 20260922 | $0.93 | $0.93 | 12.6% | 21% |
| 20260921 | $1.38 | $1.38 | 12.1% | 19% |
| 20260918 | $1.55 | $1.48 | 10.5% | 13% |
| 20260917 | $1.60 | $1.50 | 10.4% | 12% |
| 20260916 | $1.55 | $1.45 | 10.0% | 11% |
| 20260915 | $1.62 | $1.45 | 9.8% | 10% |
| 20260914 | $1.60 | $1.45 | 9.7% | 10% |
| 20260911 | $1.67 | $1.50 | 11.6% | 17% |
| 20260910 | $0.82 | $0.70 | 13.7% | 25% |
| 20260909 | $0.40 | $0.70 | 14.1% | 27% |
| 20260908 | $0.80 | $0.70 | 12.7% | 21% |
| 20260904 | $0.85 | $0.70 | 13.3% | 24% |
| 20260903 | $0.85 | $0.70 | 13.3% | 24% |
| 20260902 | $0.70 | $0.70 | 14.6% | 23% |
| 20260901 | $0.70 | $0.70 | 16.4% | 29% |
| 20260831 | $0.70 | $0.70 | 13.5% | 20% |
| 20260828 | $0.90 | $0.90 | 15.0% | 25% |
| 20260827 | $0.72 | $0.72 | 15.5% | 26% |
| 20260826 | $0.72 | $0.72 | 14.7% | 24% |
| 20260825 | $0.72 | $0.72 | 16.7% | 30% |
| 20260824 | $0.72 | $0.72 | 19.6% | 39% |
| 20260821 | $1.60 | $2.55 | 20.6% | 39% |
| 20260820 | $1.60 | $0.92 | 21.5% | 41% |
| 20260819 | $1.58 | $1.00 | 21.8% | 42% |
| 20260818 | $1.60 | $0.88 | 21.1% | 40% |
| 20260817 | $1.60 | $0.85 | 20.2% | 37% |
| 20260814 | $1.65 | $0.88 | 20.7% | 39% |
| 20260813 | $1.68 | $0.90 | 20.7% | 39% |
| 20260812 | $1.65 | $0.92 | 19.3% | 35% |
| 20260811 | $1.27 | $0.80 | 24.1% | 49% |
| 20260810 | $1.43 | $1.23 | 22.3% | 44% |
| 20260806 | $1.48 | $1.25 | 21.7% | 42% |
| 20260805 | $0.83 | $0.83 | 20.7% | 39% |
| 20260804 | $1.27 | $1.27 | 20.0% | 37% |
| 20260803 | $1.25 | $1.25 | 22.3% | 44% |
| 20260731 | $0.70 | $0.70 | 20.1% | 37% |
| 20260730 | $1.18 | $1.18 | 32.7% | 74% |
| 20260729 | $1.18 | $1.18 | 27.9% | 23% |
More on VRP
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.