XMLV · Expected Move

Invesco S&P MidCap Low Volatility ETF · ETF

The expected move for XMLV 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).

XMLV straddle price & implied vol

60 sessions

Bars: 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 XMLV Expected Move
30-Day Straddle
$3.20
7-Day Straddle
$3.20
30-Day ATM IV
28.1%
IV Rank
99%
Implied one-standard-deviation move through the next 30 days. Compare to XMLV'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.
XMLV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $3.20 $3.20 28.1% 99%
20261020 $3.15 $3.15 28.3% 100%
20261019 $3.23 $3.23 26.3% 100%
20261016 $3.25 $3.33 26.0% 100%
20261015 $3.35 $2.50 24.9% 94%
20261014 $3.40 $2.58 24.1% 89%
20261013 $3.25 $2.45 24.2% 90%
20261012 $3.40 $2.62 23.4% 84%
20261009 $3.65 $2.83 23.9% 88%
20261008 $3.40 $2.55 23.9% 61%
20261007 $3.65 $2.72 21.9% 51%
20261006 $3.60 $2.73 23.8% 60%
20261005 $3.78 $2.75 22.9% 56%
20261002 $2.92 $2.92 22.9% 56%
20261001 $2.83 $2.83 23.9% 61%
20260930 $2.80 $2.80 25.6% 69%
20260929 $2.88 $2.88 21.3% 48%
20260928 $2.90 $2.90 19.8% 41%
20260925 $2.90 $2.90 19.0% 38%
20260924 $2.95 $2.95 25.4% 68%
20260923 $3.00 $3.00 19.4% 39%
20260922 $2.88 $2.88 18.6% 36%
20260921 $3.00 $3.00 20.5% 45%
20260918 $3.50 $3.90 25.7% 69%
20260917 $3.45 $2.72 23.4% 58%
20260916 $3.30 $2.65 22.8% 56%
20260915 $3.60 $3.75 21.7% 51%
20260914 $3.55 $2.80 22.4% 54%
20260911 $3.55 $2.83 23.3% 58%
20260910 $3.65 $3.10 23.7% 60%
20260909 $3.60 $2.90 23.4% 58%
20260908 $3.80 $3.08 23.6% 60%
20260904 $3.75 $2.95 23.3% 58%
20260903 $3.85 $3.08 23.1% 57%
20260902 $3.15 $3.15 23.3% 58%
20260901 $3.12 $3.12 23.5% 59%
20260831 $3.15 $3.15 23.7% 60%
20260828 $3.95 $3.95 20.7% 46%
20260827 $3.08 $3.08 19.8% 41%
20260826 $3.12 $3.12 19.1% 38%
20260825 $4.00 $4.00 18.6% 36%
20260824 $3.15 $3.15 19.0% 37%
20260821 $3.20 $3.60 18.4% 34%
20260820 $3.25 $2.55 16.1% 23%
20260819 $3.30 $2.67 15.1% 19%
20260818 $4.35 $2.83 14.9% 18%
20260817 $3.50 $2.88 14.6% 16%
20260814 $3.55 $2.95 15.5% 21%
20260813 $3.65 $3.10 15.4% 20%
20260812 $3.60 $2.95 14.8% 18%
20260811 $2.10 $3.15 15.5% 21%
20260810 $2.40 $1.55 15.9% 23%
20260807 — — 15.3% 20%
20260806 $2.45 $1.82 16.1% 24%
20260805 $1.73 $1.73 15.0% 18%
20260804 $1.62 $1.62 16.0% 23%
20260803 $1.90 $1.90 16.5% 26%
20260731 $2.02 $2.02 16.1% 24%
20260730 $2.17 $2.17 16.7% 26%
20260729 $2.25 $2.25 15.8% 22%

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.