XSHD · Expected Move

Invesco S&P SmallCap High Dividend Low Volatility ETF · ETF

The expected move for XSHD 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).

XSHD 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 XSHD Expected Move
30-Day Straddle
$0.65
7-Day Straddle
$0.65
30-Day ATM IV
30.2%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to XSHD'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.
XSHD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $0.65 $0.65 30.2% 34%
20261023 $0.95 $0.95 23.7% 21%
20261022 $0.85 $0.85 30.2% 34%
20261021 $0.93 $0.93 35.0% 44%
20261020 $0.90 $0.90 26.3% 26%
20261019 $0.90 $0.90 54.6% 84%
20261016 $0.97 $1.23 37.2% 48%
20261015 $0.70 $0.72 54.5% 83%
20261014 $1.00 $0.80 36.1% 46%
20261013 $0.93 $0.55 34.8% 44%
20261012 $1.00 $0.57 38.5% 51%
20261009 $1.05 $0.82 38.0% 50%
20261008 $1.00 $0.55 44.7% 64%
20261007 $1.00 $0.85 35.7% 41%
20261006 $1.02 $0.82 38.3% 45%
20261005 $1.05 $0.72 36.2% 42%
20261002 $0.75 $0.75 41.9% 52%
20261001 $0.60 $0.60 39.3% 47%
20260930 $0.65 $0.65 54.6% 75%
20260929 $0.68 $0.68 46.8% 61%
20260928 $0.88 $0.88 39.8% 48%
20260925 $0.72 $0.72 38.3% 46%
20260924 $0.98 $0.98 48.6% 45%
20260923 $1.00 $1.00 45.5% 41%
20260922 $1.07 $1.07 38.7% 33%
20260921 $1.08 $1.08 38.7% 33%
20260918 $1.05 $3.05 29.3% 21%
20260917 $1.00 $0.90 30.2% 22%
20260916 $1.00 $0.90 35.4% 28%
20260915 $3.12 $0.93 28.4% 19%
20260914 $1.00 $0.88 24.8% 15%
20260911 $1.48 $0.85 27.9% 19%
20260910 $1.45 $0.90 38.1% 32%
20260909 $0.90 $0.85 32.9% 25%
20260908 $5.50 $0.88 31.6% 24%
20260904 $2.90 $0.93 19.8% 8%
20260903 $0.88 $2.80 22.5% 12%
20260902 $2.92 $2.92 18.8% 7%
20260901 $2.92 $2.92 28.8% 20%
20260831 $2.80 $2.80 21.7% 11%
20260828 $0.93 $0.93 19.8% 9%
20260827 $0.93 $0.93 21.6% 11%
20260826 $0.93 $0.93 22.8% 12%
20260825 $2.90 $2.90 23.5% 13%
20260824 $2.90 $2.90 13.2% 0%
20260821 $2.92 $4.50 20.5% 3%
20260820 $0.95 $0.88 19.9% 3%
20260819 $1.07 $1.00 41.9% 33%
20260818 $1.02 $0.93 19.5% 2%
20260817 $1.02 $0.93 20.6% 4%
20260814 $1.10 $1.02 25.2% 10%
20260813 $1.10 $0.97 18.0% 0%
20260812 $1.10 $0.93 22.6% 3%
20260811 $1.10 $0.95 20.1% 0%
20260810 $3.22 $3.05 40.0% 26%
20260806 $4.90 $1.30 32.4% 15%
20260805 $1.02 $1.02 25.1% 5%
20260804 $3.10 $3.10 30.3% 12%
20260803 $3.10 $3.10 30.6% 13%
20260731 $3.02 $3.02 31.1% 13%

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.